fix bugs

Algorithm.Python/InteractiveBrokersTieredFeeModelAlgorithm.py

@@ -22,9 +22,9 @@ class InteractiveBrokersTieredFeeModelAlgorithm(QCAlgorithm):
 
     def initialize(self):
         ''' Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
-        self.set_start_date(2013, 10, 7)     #Set Start Date
-        self.set_end_date(2013, 10, 10)       #Set End Date
-        self.set_cash(1000000000)           #Set Strategy Cash
+        self.set_start_date(2013, 10, 7)        #Set Start Date
+        self.set_end_date(2013, 10, 10)         #Set End Date
+        self.set_cash(1000000000)               #Set Strategy Cash
 
         # Set the fee model to be shared by all securities to accurately track the volume/value traded to select the correct tiered fee structure.
         self.set_security_initializer(lambda security: security.set_fee_model(self.fee_model))

Common/Orders/Fees/InteractiveBrokersTieredFeeModel.py

@@ -16,7 +16,7 @@
 ### <summary>
 ### Provides the implementation of "IFeeModel" for Interactive Brokers Tiered Fee Structure
 ### </summary>
-class InteractiveBrokersTieredFeeModel:
+class InteractiveBrokersTieredFeeModel(FeeModel):
     equity_minimum_order_fee = 0.35
     equity_commission_rate = None
     future_commission_tier = None
@@ -207,14 +207,14 @@ def get_order_fee(self, parameters: OrderFeeParameters) -> OrderFee:
             self.monthly_trade_volume[SecurityType.OPTION] += quantity * order_price
 
         elif security.Type == SecurityType.FUTURE or security.Type == SecurityType.FUTURE_OPTION:
-            fee_result, fee_currency = self.calculate_future_fop_fee(security, order, quantity, market, self.future_fee)
+            fee_result, fee_currency = self.calculate_future_fop_fee(security, quantity, market, self.future_fee)
 
             # Update the monthly value traded
             self.monthly_trade_volume[SecurityType.FUTURE] += quantity
 
         elif security.Type == SecurityType.EQUITY:
             trade_value = abs(order.get_value(security))
-            fee_result, fee_currency, trade_fee = self.calculate_equity_fee(security, order, quantity, trade_value, market, self.equity_commission_rate, self.equity_minimum_order_fee)
+            fee_result, fee_currency = self.calculate_equity_fee(quantity, trade_value, market, self.equity_commission_rate, self.equity_minimum_order_fee)
 
             # Tiered fee model has the below extra cost.
             # FINRA Trading Activity Fee only applies to sale of security.
@@ -226,9 +226,9 @@ def get_order_fee(self, parameters: OrderFeeParameters) -> OrderFee:
             # Clearing Fee: NSCC, DTC Fees.
             clearing = min(0.0002 * quantity, 0.005 * trade_value)
             # Exchange related handling fees.
-            exchange = self.get_equity_exchange_fee(order, security.primary_exchange, trade_value, trade_fee)
+            exchange = self.get_equity_exchange_fee(order, security.primary_exchange, trade_value, fee_result)
             # FINRA Pass Through Fees.
-            pass_through = min(8.3, trade_fee * 0.00056)
+            pass_through = min(8.3, fee_result * 0.00056)
 
             fee_result += regulatory + exchange + clearing + pass_through
 
@@ -551,4 +551,4 @@ def __init__(self, currency: str, fee_per_share: float, minimum_fee: float, maxi
         self.currency = currency
         self.fee_per_share = fee_per_share
         self.minimum_fee = minimum_fee
-        self.maximum_fee_rate = maximum_fee_rate
+        self.maximum_fee_rate = maximum_fee_rate