I have set the Brokerage to Oanda as follows. However, both report and backtesting tool shows trading fees zero.

class BasicTemplateAlgorithm(QCAlgorithm):
    '''Basic template algorithm simply initializes the date range and cash'''
    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.SetStartDate(2018,1,10)  #Set Start Date
        self.SetEndDate(2018,12,31)    #Set End Date
        self.SetCash(100000)           #Set Strategy Cash
        self.SetBrokerageModel(BrokerageName.OandaBrokerage)
        for asset in assets: self.AddForex(asset, Resolution.Hour, Market.Oanda, True, 1.0)
        self.History(512, Resolution.Hour)

Author

Kamer Ali Yüksel

March 2019