/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2025 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 System.Linq; using NUnit.Framework; using QuantConnect.Orders; using System.Collections.Generic; namespace QuantConnect.Tests.Common.Orders { [TestFixture] public class GroupOrderExtensionsTests { private static IEnumerable GroupQuantityTestCases { get { yield return new TestCaseData(CreateLegs(1), OrderDirection.Buy, 1).SetDescription("If brokerage returns already calculated quantity"); yield return new TestCaseData(CreateLegs(-1), OrderDirection.Sell, -1).SetDescription("If brokerage returns already calculated quantity"); yield return new TestCaseData(CreateLegs(1, -1), OrderDirection.Buy, 1).SetDescription("Bull Call Spread"); yield return new TestCaseData(CreateLegs(-1, 1), OrderDirection.Sell, -1).SetDescription("Bear Call Spread"); yield return new TestCaseData(CreateLegs(1, -2, 1), OrderDirection.Buy, 1).SetDescription("Bull Butterfly"); yield return new TestCaseData(CreateLegs(-1, 2, -1), OrderDirection.Sell, -1).SetDescription("Bear Butterfly"); yield return new TestCaseData(CreateLegs(1, 1), OrderDirection.Buy, 1).SetDescription("Bull Strangle"); yield return new TestCaseData(CreateLegs(-1, -1), OrderDirection.Sell, -1).SetDescription("Bear Strangle"); yield return new TestCaseData(CreateLegs(10, -20, 10), OrderDirection.Buy, 10); yield return new TestCaseData(CreateLegs(-10, 20, -10), OrderDirection.Sell, -10); } } [Test, TestCaseSource(nameof(GroupQuantityTestCases))] public void GetGroupQuantityByEachLegQuantityShouldReturnExpectedGCD(Leg[] legs, OrderDirection direction, int expected) { var legQuantities = legs.Select(x => Convert.ToDecimal(x.Quantity)); var result = GroupOrderExtensions.GetGroupQuantityByEachLegQuantity(legQuantities, direction); Assert.AreEqual(Convert.ToDecimal(expected), result); } private static Leg[] CreateLegs(params int[] quantities) => [.. quantities.Select(q => Leg.Create(null, q))]; } }