using QuantConnect.Orders.Fees;

    namespace QuantConnect 
    {
        /*
        *   QuantConnect University: Zero Fee Transaction Model
        *
        *   Transaction model with zero fees. 
        */
        public class OverrideTransactionModelsAlgorithm : QCAlgorithm
        { 
            string _symbol = "IBM";
            bool _boughtToday = false;

            /// <summary>
            /// Initialize your algorithm configuration (cash, dates, securities)
            /// </summary>
            public override void Initialize() 
            {  
                //Set the start and end dates for backtest:
                SetStartDate(2013, 06, 01);
                SetEndDate(DateTime.Now.Date.AddDays(-1));
                
                //Set algorithm cash:
                SetCash(200000);
                
                //Add all the securities you'd like:
                AddSecurity(SecurityType.Equity, _symbol, Resolution.Minute);
                
                //Set your own fee model: Securities is the collection of company objects 
                //Securities[_symbol].FeeModel = new ConstantFeeModel(0);
                SetBrokerageModel(new InteractiveBrokersBrokerageModel());
            }
            
            /// <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;
                }
            }
        }
    }