using QuantConnect.Orders.Slippage;

namespace QuantConnect 
{
    public class CustomSlippageModelAlgorithm : QCAlgorithm
    { 
        string _symbol = "IBM";
        bool _boughtToday = false;

        public override void Initialize() 
        {  
            SetStartDate(2013, 06, 01);
            AddSecurity(SecurityType.Equity, _symbol, Resolution.Minute);
            
            //Set your own slippage model: Securities is the collection of company objects 
            Securities[_symbol].SlippageModel = new CustomSlippageModel();
        }
        
        /// <summary>
        /// TradeBars Data Event Handler - all IBM data passed into the data object: data["IBM"].Close
        /// </summary>
        public void OnData(TradeBars data) 
        {
            //Meaningless algorithm which buys on the 15th day of the month:
            // Using this we can test our $5,000 order fee :)
            if (Time.Day % 15 == 0 && _boughtToday == false) {
                Order(_symbol, 5);
                Debug("Sent order for " + _symbol + " on " + Time.ToShortDateString());
                _boughtToday = true;
            } else if (Time.Day % 15 != 0) {
                _boughtToday = false;
            }
        }
    }
    // Custom slippage implementation
	public class CustomSlippageModel : ISlippageModel {
    	public decimal GetSlippageApproximation(Security asset, Order order) {
        	return 0.2m;
    	}
	}
}