public void NewFeeModelModel_GetOrderFee_Py()
{
using (Py.GIL())
{
var module = PyModule.FromString(Guid.NewGuid().ToString(),
"from AlgorithmImports import *\n" +
"class CustomFeeModel(FeeModel):\n" +
" def __init__(self):\n" +
" self.CalledGetOrderFee = False\n" +
" def GetOrderFee(self, parameters):\n" +
" self.CalledGetOrderFee = True\n" +
" return OrderFee(CashAmount(15, \"USD\"))");
var customFeeModel = module.GetAttr("CustomFeeModel").Invoke();
var wrapper = new FeeModelPythonWrapper(customFeeModel);
var result = wrapper.GetOrderFee(new OrderFeeParameters(
_security,
new MarketOrder(_security.Symbol, 1, orderDateTime)
));
bool called;
customFeeModel.GetAttr("CalledGetOrderFee").TryConvert(out called);
Assert.True(called);
Assert.IsNotNull(result);
Assert.AreEqual(15, result.Value.Amount);
Assert.AreEqual(Currencies.USD, result.Value.Currency);
}
}
public void OldFeeModelModel_GetOrderFee_Py()
{
using (Py.GIL())
{
var module = PythonEngine.ModuleFromString(Guid.NewGuid().ToString(),
"from clr import AddReference\n" +
"AddReference(\"QuantConnect.Common\")\n" +
"class CustomFeeModel:\n" +
" def __init__(self):\n" +
" self.CalledGetOrderFee = False\n" +
" def GetOrderFee(self, security, order):\n" +
" self.CalledGetOrderFee = True\n" +
" return 15");
var customFeeModel = module.GetAttr("CustomFeeModel").Invoke();
var wrapper = new FeeModelPythonWrapper(customFeeModel);
var result = wrapper.GetOrderFee(new OrderFeeParameters(
_security,
new MarketOrder(_security.Symbol, 1, orderDateTime)
));
bool called;
customFeeModel.GetAttr("CalledGetOrderFee").TryConvert(out called);
Assert.True(called);
Assert.IsNotNull(result);
Assert.AreEqual(15, result.Value.Amount);
Assert.AreEqual(Currencies.USD, result.Value.Currency);
}
}
/// <summary>
/// Sets the fee model
/// </summary>
/// <param name="feelModel">Model that represents a fee model</param>
public void SetFeeModel(PyObject feelModel)
{
FeeModel = new FeeModelPythonWrapper(feelModel);
}
