From d6ad9d0b82bf5684f835764ca3127f67291c998b Mon Sep 17 00:00:00 2001
From: bcicc <bciccarelli@saguarocm.com>
Date: Fri, 13 Oct 2023 15:35:53 -0700
Subject: [PATCH] Fee Model Changes

---
 docs/src/api.md                    | 1 -
 src/SaguaroTrader.jl               | 1 -
 src/broker/simulated_broker.jl     | 6 +++---
 src/fee_model/fee_model.jl         | 7 +++----
 src/fee_model/percent_fee_model.jl | 2 +-
 src/fee_model/zero_fee_model.jl    | 2 +-
 src/order_sizer/utils.jl           | 2 +-
 7 files changed, 9 insertions(+), 12 deletions(-)

diff --git a/docs/src/api.md b/docs/src/api.md
index 7c5d76e..8ac734a 100644
--- a/docs/src/api.md
+++ b/docs/src/api.md
@@ -39,7 +39,6 @@ AlwaysOpenExchange
 
 # Fee Model
 ```@docs
-FeeModel
 ZeroFeeModel
 PercentFeeModel
 calculate_fee
diff --git a/src/SaguaroTrader.jl b/src/SaguaroTrader.jl
index ae75467..5519d32 100644
--- a/src/SaguaroTrader.jl
+++ b/src/SaguaroTrader.jl
@@ -55,7 +55,6 @@ export
     AlwaysOpenExchange,
 
     # fee model
-    FeeModel,
     ZeroFeeModel,
     PercentFeeModel,
     calculate_fee,
diff --git a/src/broker/simulated_broker.jl b/src/broker/simulated_broker.jl
index a9546b3..c336241 100644
--- a/src/broker/simulated_broker.jl
+++ b/src/broker/simulated_broker.jl
@@ -11,7 +11,7 @@ Fields
 - `account_id::String`
 - `base_currency::String`
 - `initial_cash::Float64`
-- `fee_model::FeeModel`
+- `fee_model`
 - `cash_balances::Dict{String,Float64}`
 - `portfolios::Dict{String,Portfolio}`
 - `open_orders::Dict{String,Queue{Order}}`
@@ -24,7 +24,7 @@ mutable struct SimulatedBroker <: Broker
     account_id::String
     base_currency::String
     initial_cash::Float64
-    fee_model::FeeModel
+    fee_model
     slippage_model::SlippageModel
     # market_impact_model::AbstractMarketImpactModel # TODO: Implement
     cash_balances::Dict{String,Float64}
@@ -38,7 +38,7 @@ mutable struct SimulatedBroker <: Broker
         account_id::String="",
         base_currency::String="USD",
         initial_cash::Float64=0.0,
-        fee_model::FeeModel=ZeroFeeModel(),
+        fee_model=ZeroFeeModel(),
         slippage_model::SlippageModel=ZeroSlippageModel(),
     )
         @assert initial_cash >= 0.0 "initial cash must be >= 0"
diff --git a/src/fee_model/fee_model.jl b/src/fee_model/fee_model.jl
index 8e4a0bd..dff79ce 100644
--- a/src/fee_model/fee_model.jl
+++ b/src/fee_model/fee_model.jl
@@ -3,21 +3,20 @@
 Abstract type to handle the calculation of 
 brokerage fee, fees and taxes.
 """
-abstract type FeeModel end
 
 include("zero_fee_model.jl")
 include("percent_fee_model.jl")
 
 """
 ```julia
-calculate_fee(fee_model::FeeModel, quantity::Real, price::Float64)
+calculate_fee(fee_model, quantity::Real, price::Float64)
 ```
 
 Calculate the fee for an order
 
 Parameters
 ----------
-- `fee_model::FeeModel`
+- `fee_model`
 - `quantity::Real`
 - `price::Float64`
 
@@ -25,7 +24,7 @@ Returns
 -------
 - `Float64`: The total fee for the order (tax + fee)
 """
-function calculate_fee(fee_model::FeeModel, quantity::Real, price::Float64)
+function calculate_fee(fee_model, quantity::Real, price::Float64)
     tax = _calc_tax(fee_model, quantity, price)
     fee = _calc_fee(fee_model, quantity, price)
     return tax + fee
diff --git a/src/fee_model/percent_fee_model.jl b/src/fee_model/percent_fee_model.jl
index 6249c29..c003b8c 100644
--- a/src/fee_model/percent_fee_model.jl
+++ b/src/fee_model/percent_fee_model.jl
@@ -12,7 +12,7 @@ Fields
 - `fee_pct::Float64` = 0.0
 - `tax_pct::Float64` = 0.0
 """
-struct PercentFeeModel <: FeeModel
+struct PercentFeeModel
     fee_pct::Float64
     tax_pct::Float64
     function PercentFeeModel(; fee_pct::Float64=0.0, tax_pct::Float64=0.0)
diff --git a/src/fee_model/zero_fee_model.jl b/src/fee_model/zero_fee_model.jl
index ea0bb17..2454b53 100644
--- a/src/fee_model/zero_fee_model.jl
+++ b/src/fee_model/zero_fee_model.jl
@@ -4,7 +4,7 @@ A FeeModel that produces no fee/fees/taxes.
 
 total_fee = 0.0
 """
-struct ZeroFeeModel <: FeeModel end
+struct ZeroFeeModel end
 
 function _calc_tax(fee_model::ZeroFeeModel, quantity::Real, price::Float64)
     return 0.0
diff --git a/src/order_sizer/utils.jl b/src/order_sizer/utils.jl
index e9a3ae0..78c72db 100644
--- a/src/order_sizer/utils.jl
+++ b/src/order_sizer/utils.jl
@@ -21,7 +21,7 @@ calculate the quantity that we should buy to get as close
 as possible without going over.
 
 """
-function _calculate_asset_quantity(fee_model::FeeModel, max_cost::Float64, price::Float64)
+function _calculate_asset_quantity(fee_model, max_cost::Float64, price::Float64)
     quantity = Int(floor(max_cost / price))
     fee = calculate_fee(fee_model, quantity, price)
     while (quantity * price + fee) > max_cost