I'm struggling to successfully set a constant (custom) brokerage transaction fee for options contracts. I've tried using the syntax described in the docs under "Reality Modeling" for equities, but when I run the backtest the "fees" reported do not change. Can anyone provide any guidance?

Things I've tried (that I couldn't get to work)

# Set the underlying (QQQ) to use a fixed $0.25 per trade fee model.

self.Securities["QQQ"].FeeModel = ConstantFeeTransactionModel(0.25)