#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;   
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QuantConnect.Data.Custom.AlphaStreams;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class CustomFillModelAlgorithm : QCAlgorithm
    {

        public override void Initialize()
        {
            SetStartDate(2022, 6, 28);
            SetCash(100000);
            
            var security = AddEquity("SPY", Resolution.Daily);
            security.SetFillModel(new MyFillModel());
        }

        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
                SetHoldings("SPY", 1);
            }
        }
    }

    public class MyFillModel : FillModel {

        public override OrderEvent MarketFill(Security asset, MarketOrder order) {
            return base.MarketFill(asset, order);
        }

        public override OrderEvent LimitFill(Security asset, LimitOrder order) {
            return base.LimitFill(asset, order);
        }

        public override OrderEvent LimitIfTouchedFill(Security asset, LimitIfTouchedOrder order) {
            return base.LimitIfTouchedFill(asset, order);
        }

        public override OrderEvent StopMarketFill(Security asset, StopMarketOrder order) {
            return base.StopMarketFill(asset, order);
        }

        public override OrderEvent StopLimitFill(Security asset, StopLimitOrder order) {
            return base.StopLimitFill(asset, order);
        }

        public override OrderEvent TrailingStopFill(Security asset, TrailingStopOrder order) {
            return TrailingStopFill(asset, order);
        }

        public override OrderEvent MarketOnOpenFill(Security asset, MarketOnOpenOrder order) {
            return base.MarketOnOpenFill(asset, order);
        }

        public override OrderEvent MarketOnCloseFill(Security asset, MarketOnCloseOrder order) {
            return base.MarketOnCloseFill(asset, order);
        }

        public override List<OrderEvent> ComboMarketFill(Order order, FillModelParameters parameters) {
            return base.ComboMarketFill(order, parameters);
        }

        public override List<OrderEvent> ComboLimitFill(Order order, FillModelParameters parameters) {
            return base.ComboLimitFill(order, parameters);
        }

        public override List<OrderEvent> ComboLegLimitFill(Order order, FillModelParameters parameters) {
            return base.ComboLegLimitFill(order, parameters);
        }
    }
}