QuantConnect.Python.FeeModelPythonWrapper Class Reference

Provides an order fee model that wraps a PyObject object that represents a model that simulates order fees More...

Inheritance diagram for QuantConnect.Python.FeeModelPythonWrapper:

Public Member Functions
	FeeModelPythonWrapper (PyObject model)
	Constructor for initialising the FeeModelPythonWrapper class with wrapped PyObject object More...
override OrderFee	GetOrderFee (OrderFeeParameters parameters)
	Get the fee for this order More...

Detailed Description

Provides an order fee model that wraps a PyObject object that represents a model that simulates order fees

Definition at line 25 of file FeeModelPythonWrapper.cs.

Constructor & Destructor Documentation

FeeModelPythonWrapper()

QuantConnect.Python.FeeModelPythonWrapper.FeeModelPythonWrapper

(

PyObject

model

)

Constructor for initialising the FeeModelPythonWrapper class with wrapped PyObject object

Parameters

model

Represents a model that simulates order fees

Definition at line 34 of file FeeModelPythonWrapper.cs.

Member Function Documentation

GetOrderFee()

override OrderFee QuantConnect.Python.FeeModelPythonWrapper.GetOrderFee ( OrderFeeParameters  parameters )

virtual

Get the fee for this order

Parameters

parameters

A OrderFeeParameters object containing the security and order

Returns

The cost of the order in units of the account currency

Reimplemented from QuantConnect.Orders.Fees.FeeModel.

Definition at line 45 of file FeeModelPythonWrapper.cs.

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The documentation for this class was generated from the following file:

• Common/Python/FeeModelPythonWrapper.cs