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); }