chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using QuantConnect.Orders;
+using QuantConnect.Interfaces;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Tests.Brokerages
+{
+    /// <summary>
+    /// Helper class to abstract test cases from individual order types
+    /// </summary>
+    public abstract class OrderTestParameters : BaseOrderTestParameters
+    {
+        public Symbol Symbol { get; private set; }
+        public SecurityType SecurityType { get; private set; }
+        public IOrderProperties Properties { get; private set; }
+        public OrderSubmissionData OrderSubmissionData { get; internal set; }
+        public SymbolPropertiesDatabase SPDB { get; internal set; }
+
+        protected OrderTestParameters(Symbol symbol, IOrderProperties properties = null, OrderSubmissionData orderSubmissionData = null)
+        {
+            Symbol = symbol;
+            SecurityType = symbol.ID.SecurityType;
+            Properties = properties;
+            OrderSubmissionData = orderSubmissionData;
+            SPDB = SymbolPropertiesDatabase.FromDataFolder();
+        }
+
+        public MarketOrder CreateLongMarketOrder(decimal quantity)
+        {
+            return new MarketOrder(Symbol, Math.Abs(quantity), DateTime.Now, properties: Properties)
+            {
+                Status = OrderStatus.New,
+                OrderSubmissionData = OrderSubmissionData,
+                PriceCurrency = GetSymbolProperties(Symbol).QuoteCurrency
+            };
+        }
+        public MarketOrder CreateShortMarketOrder(decimal quantity)
+        {
+            return new MarketOrder(Symbol, -Math.Abs(quantity), DateTime.Now, properties: Properties)
+            {
+                Status = OrderStatus.New,
+                OrderSubmissionData = OrderSubmissionData,
+                PriceCurrency = GetSymbolProperties(Symbol).QuoteCurrency
+            };
+        }
+
+        /// <summary>
+        /// Creates a sell order of this type
+        /// </summary>
+        public abstract Order CreateShortOrder(decimal quantity);
+        /// <summary>
+        /// Creates a long order of this type
+        /// </summary>
+        public abstract Order CreateLongOrder(decimal quantity);
+        /// <summary>
+        /// Modifies the order so it is more likely to fill
+        /// </summary>
+        public abstract bool ModifyOrderToFill(IBrokerage brokerage, Order order, decimal lastMarketPrice);
+        /// <summary>
+        /// The status to expect when submitting this order, typically just Submitted,
+        /// unless market order, then Filled
+        /// </summary>
+        public abstract OrderStatus ExpectedStatus { get; }
+        /// <summary>
+        /// The status to expect when cancelling this order
+        /// </summary>
+        public abstract bool ExpectedCancellationResult { get; }
+
+        /// <summary>
+        /// True to continue modifying the order until it is filled, false otherwise
+        /// </summary>
+        public virtual bool ModifyUntilFilled => true;
+
+        protected SymbolProperties GetSymbolProperties(Symbol symbol)
+        {
+            return SPDB.GetSymbolProperties(symbol.ID.Market, symbol, SecurityType, Currencies.USD);
+        }
+    }
+}