/* * 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 NUnit.Framework; using QuantConnect.Orders; using QuantConnect.Commands; using QuantConnect.Data.Market; using QuantConnect.Tests.Engine.DataFeeds; using System.Linq; namespace QuantConnect.Tests.Common.Commands { [TestFixture] public class OrderCommandTests { [TestCase(true, true, true, 0)] [TestCase(true, true, false, 0)] [TestCase(true, false, true, 0)] [TestCase(true, false, false, 0)] [TestCase(false, true, true, 0)] [TestCase(false, true, false, 0)] [TestCase(false, false, true, 0)] [TestCase(false, false, false, 0)] [TestCase(true, true, true, 1)] [TestCase(true, true, false, 1)] [TestCase(true, false, true, 1)] [TestCase(true, false, false, 1)] [TestCase(false, true, false, 1)] [TestCase(false, false, true, 1)] [TestCase(false, false, false, 1)] [TestCase(false, true, true, 1)] public void RunOrderCommand(bool warminUp, bool hasData, bool securityAdded, int quantity) { var command = new OrderCommand { Symbol = Symbols.AAPL, Quantity = quantity, OrderType = OrderType.Market }; var algorithm = new AlgorithmStub(); if (!warminUp) { algorithm.SetFinishedWarmingUp(); } if (securityAdded) { var security = algorithm.AddEquity("AAPL"); if (hasData) { security.SetMarketPrice(new Tick { Value = 10 }); } } var response = command.Run(algorithm); if (!warminUp && hasData && securityAdded && quantity > 0) { Assert.IsTrue(response.Success); } else { Assert.IsFalse(response.Success); } } [Test] public void OrderCommandUsesDefaultOrderProperties() { var command = new OrderCommand { Symbol = Symbols.AAPL, Quantity = 10, OrderType = OrderType.Market, }; var algorithm = new AlgorithmStub(); algorithm.SetFinishedWarmingUp(); var security = algorithm.AddEquity("AAPL"); security.SetMarketPrice(new Tick { Value = 100 }); var response = command.Run(algorithm); Assert.IsTrue(response.Success); var ticket = algorithm.Transactions.GetOrderTickets().FirstOrDefault(); Assert.NotNull(ticket); var orderProperties = ticket.SubmitRequest.OrderProperties; Assert.NotNull(orderProperties); Assert.AreEqual(TimeInForce.GoodTilCanceled, orderProperties.TimeInForce); } } }