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2 changes: 1 addition & 1 deletion Algorithm.CSharp/QuantConnect.Algorithm.CSharp.csproj
Original file line number Diff line number Diff line change
Expand Up @@ -32,7 +32,7 @@
<DebugType>portable</DebugType>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.66" />
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.67" />
<PackageReference Include="Accord" Version="3.6.0" />
<PackageReference Include="Accord.Fuzzy" Version="3.6.0" />
<PackageReference Include="Accord.MachineLearning" Version="3.6.0" />
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Original file line number Diff line number Diff line change
Expand Up @@ -29,7 +29,7 @@
<PackageLicenseFile>LICENSE</PackageLicenseFile>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.66" />
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.67" />
<PackageReference Include="Accord" Version="3.6.0" />
<PackageReference Include="Accord.Math" Version="3.6.0" />
<PackageReference Include="Accord.Statistics" Version="3.6.0" />
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2 changes: 1 addition & 1 deletion Algorithm.Python/QuantConnect.Algorithm.Python.csproj
Original file line number Diff line number Diff line change
Expand Up @@ -37,7 +37,7 @@
<Compile Include="..\Common\Properties\SharedAssemblyInfo.cs" Link="Properties\SharedAssemblyInfo.cs" />
</ItemGroup>
<ItemGroup>
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.66" />
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.67" />
</ItemGroup>
<ItemGroup>
<Content Include="OptionUniverseFilterGreeksShortcutsRegressionAlgorithm.py" />
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2 changes: 1 addition & 1 deletion Algorithm/QuantConnect.Algorithm.csproj
Original file line number Diff line number Diff line change
Expand Up @@ -29,7 +29,7 @@
<PackageLicenseFile>LICENSE</PackageLicenseFile>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.66" />
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.67" />
<PackageReference Include="MathNet.Numerics" Version="5.0.0" />
<PackageReference Include="Newtonsoft.Json" Version="13.0.2" />
<PackageReference Include="NodaTime" Version="3.0.5" />
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2 changes: 1 addition & 1 deletion AlgorithmFactory/QuantConnect.AlgorithmFactory.csproj
Original file line number Diff line number Diff line change
Expand Up @@ -28,7 +28,7 @@
<PackageLicenseFile>LICENSE</PackageLicenseFile>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.66" />
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.67" />
<PackageReference Include="NodaTime" Version="3.0.5" />
</ItemGroup>
<ItemGroup>
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2 changes: 1 addition & 1 deletion Common/QuantConnect.csproj
Original file line number Diff line number Diff line change
Expand Up @@ -35,7 +35,7 @@
<Message Text="SelectedOptimization $(SelectedOptimization)" Importance="high" />
</Target>
<ItemGroup>
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.66" />
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.67" />
<PackageReference Include="CloneExtensions" Version="1.3.0" />
<PackageReference Include="fasterflect" Version="3.0.0" />
<PackageReference Include="MathNet.Numerics" Version="5.0.0" />
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2 changes: 1 addition & 1 deletion Engine/QuantConnect.Lean.Engine.csproj
Original file line number Diff line number Diff line change
Expand Up @@ -41,7 +41,7 @@
<Message Text="SelectedOptimization $(SelectedOptimization)" Importance="high" />
</Target>
<ItemGroup>
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.66" />
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.67" />
<PackageReference Include="fasterflect" Version="3.0.0" />
<PackageReference Include="MathNet.Numerics" Version="5.0.0" />
<PackageReference Include="Newtonsoft.Json" Version="13.0.2" />
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2 changes: 1 addition & 1 deletion Indicators/QuantConnect.Indicators.csproj
Original file line number Diff line number Diff line change
Expand Up @@ -31,7 +31,7 @@
<Message Text="SelectedOptimization $(SelectedOptimization)" Importance="high" />
</Target>
<ItemGroup>
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.66" />
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.67" />
<PackageReference Include="MathNet.Numerics" Version="5.0.0" />
</ItemGroup>
<ItemGroup>
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2 changes: 1 addition & 1 deletion Report/QuantConnect.Report.csproj
Original file line number Diff line number Diff line change
Expand Up @@ -39,7 +39,7 @@
<PackageLicenseFile>LICENSE</PackageLicenseFile>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.66" />
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.67" />
<PackageReference Include="Deedle" Version="2.1.0" />
<PackageReference Include="MathNet.Numerics" Version="5.0.0" />
<PackageReference Include="Newtonsoft.Json" Version="13.0.2" />
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2 changes: 1 addition & 1 deletion Research/QuantConnect.Research.csproj
Original file line number Diff line number Diff line change
Expand Up @@ -34,7 +34,7 @@
<PackageReference Include="Plotly.NET" Version="5.1.0" />
<PackageReference Include="Plotly.NET.CSharp" Version="0.13.0" />
<PackageReference Include="Plotly.NET.Interactive" Version="5.0.0" />
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.66" />
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.67" />
<PackageReference Include="NodaTime" Version="3.0.5" />
</ItemGroup>
<ItemGroup>
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33 changes: 33 additions & 0 deletions Tests/Common/Orders/Fees/OrderFeesTests.cs
Original file line number Diff line number Diff line change
Expand Up @@ -14,7 +14,10 @@
*
*/

using System;
using NUnit.Framework;
using Python.Runtime;
using QuantConnect.Orders;
using QuantConnect.Orders.Fees;
using QuantConnect.Securities;

Expand Down Expand Up @@ -44,5 +47,35 @@ public void OrderFeeZeroCanBeConvertedToAccountCurrency()

Assert.AreEqual(0, result3);
}

[Test]
public void OrderFeeIsNumericFromPython()
{
var fee = new OrderFee(new CashAmount(2m, Currencies.USD));
var order = new MarketOrder(Symbols.BTCUSD, 0.123m, DateTime.UtcNow);
var orderEvent = new OrderEvent(order, DateTime.UtcNow, new OrderFee(new CashAmount(3m, Currencies.USD)));

using (Py.GIL())
{
var module = PyModule.FromString("testModule",
@"
from AlgorithmImports import *

def check(fee: OrderFee, order_event: OrderEvent):
fees = [fee, order_event.order_fee]
return sum(fees), fee + order_event.order_fee, fee > 0, fee < order_event.order_fee, float(order_event.order_fee), max(fees).value.amount
");

dynamic check = module.GetAttr("check");
var result = check(fee, orderEvent);

Assert.AreEqual(5.0, (double)result[0]);
Assert.AreEqual(5.0, (double)result[1]);
Assert.IsTrue((bool)result[2]);
Assert.IsTrue((bool)result[3]);
Assert.AreEqual(3.0, (double)result[4]);
Assert.AreEqual(3m, (decimal)result[5]);
}
}
}
}
30 changes: 30 additions & 0 deletions Tests/Common/Orders/OrderEventTests.cs
Original file line number Diff line number Diff line change
Expand Up @@ -16,6 +16,7 @@
using System;
using Newtonsoft.Json;
using NUnit.Framework;
using Python.Runtime;
using QuantConnect.Orders;
using QuantConnect.Orders.Fees;
using QuantConnect.Orders.Serialization;
Expand Down Expand Up @@ -169,5 +170,34 @@ public void BackwardsCompatibleDeserialization()
Assert.AreEqual(orderEvent.OrderFee.Value.Amount, deserializeObject.OrderFee.Value.Amount);
Assert.AreEqual(orderEvent.OrderFee.Value.Currency, deserializeObject.OrderFee.Value.Currency);
}

[Test]
public void EnumExtensionMethodsAreCallableFromPython()
{
var order = new LimitOrder(Symbols.BTCUSD, 0.123m, 100m, DateTime.UtcNow);
var orderEvent = new OrderEvent(order, DateTime.UtcNow, OrderFee.Zero) { Status = OrderStatus.Submitted };

using (Py.GIL())
{
var module = PyModule.FromString("testModule",
@"
from AlgorithmImports import *

def check(order_event: OrderEvent, order: Order):
return (order_event.status.is_open(), order_event.status.is_closed(), order_event.status.IsFill(),
order.type.is_limit_order(), order.type.is_stop_order(), Resolution.MINUTE.to_time_span() == timedelta(minutes=1))
");

dynamic check = module.GetAttr("check");
var result = check(orderEvent, order);

Assert.IsTrue((bool)result[0]);
Assert.IsFalse((bool)result[1]);
Assert.IsFalse((bool)result[2]);
Assert.IsTrue((bool)result[3]);
Assert.IsFalse((bool)result[4]);
Assert.IsTrue((bool)result[5]);
}
}
}
}
2 changes: 1 addition & 1 deletion Tests/QuantConnect.Tests.csproj
Original file line number Diff line number Diff line change
Expand Up @@ -31,7 +31,7 @@
</PropertyGroup>
<Import Project="$(SolutionDir)\.nuget\NuGet.targets" Condition="Exists('$(SolutionDir)\.nuget\NuGet.targets')" />
<ItemGroup>
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.66" />
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.67" />
<PackageReference Include="Accord" Version="3.6.0" />
<PackageReference Include="Accord.Math" Version="3.6.0" />
<PackageReference Include="Common.Logging" Version="3.4.1" />
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