wehub-resource-sync
90 lines
3.6 KiB
C#
90 lines
3.6 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using QuantConnect.Orders;
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using QuantConnect.Interfaces;
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namespace QuantConnect.Tests.Brokerages;
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/// <summary>
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/// Represents test parameters for a market-on-open order.
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/// </summary>
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public class MarketOnOpenOrderTestParameters : MarketOrderTestParameters
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{
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/// <summary>
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/// Initializes a new instance of the <see cref="MarketOnOpenOrderTestParameters"/> class.
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/// </summary>
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/// <param name="symbol">The trading symbol associated with the order.</param>
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/// <param name="properties">Optional order properties.</param>
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/// <param name="orderSubmissionData">Optional order submission data.</param>
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public MarketOnOpenOrderTestParameters(Symbol symbol, IOrderProperties properties = null, OrderSubmissionData orderSubmissionData = null)
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: base(symbol, properties, orderSubmissionData)
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{
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}
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/// <summary>
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/// Creates a short market-on-open order.
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/// </summary>
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/// <param name="quantity">The quantity to sell (must be a positive value).</param>
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/// <returns>A new <see cref="MarketOnOpenOrder"/> representing a short order.</returns>
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public override Order CreateShortOrder(decimal quantity)
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{
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return new MarketOnOpenOrder(Symbol, -Math.Abs(quantity), DateTime.UtcNow, properties: Properties)
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{
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Status = OrderStatus.New,
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OrderSubmissionData = OrderSubmissionData,
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PriceCurrency = GetSymbolProperties(Symbol).QuoteCurrency
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};
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}
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/// <summary>
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/// Creates a long market-on-open order.
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/// </summary>
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/// <param name="quantity">The quantity to buy (must be a positive value).</param>
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/// <returns>A new <see cref="MarketOnOpenOrder"/> representing a long order.</returns>
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public override Order CreateLongOrder(decimal quantity)
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{
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return new MarketOnOpenOrder(Symbol, Math.Abs(quantity), DateTime.UtcNow, properties: Properties)
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{
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Status = OrderStatus.New,
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OrderSubmissionData = OrderSubmissionData,
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PriceCurrency = GetSymbolProperties(Symbol).QuoteCurrency
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};
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}
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/// <summary>
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/// Gets the expected status of the market-on-open order during testing.
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/// </summary>
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/// <remarks>
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/// Returns <see cref="OrderStatus.Submitted"/> because this order type is tested
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/// when the market is open, meaning it remains in the submitted state until market open.
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/// </remarks>
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public override OrderStatus ExpectedStatus => OrderStatus.Submitted;
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/// <summary>
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/// Gets a value indicating whether cancellation is expected for this order type.
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/// </summary>
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/// <remarks>
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/// Always returns <c>true</c> because market-on-open orders can be canceled before execution.
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/// </remarks>
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public override bool ExpectedCancellationResult => true;
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public override string ToString()
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{
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return $"{OrderType.MarketOnOpen}: {SecurityType}, {Symbol}";
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}
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}
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