wehub-resource-sync
67 lines
2.4 KiB
C#
67 lines
2.4 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.Interfaces;
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using QuantConnect.Orders;
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namespace QuantConnect.Tests.Brokerages
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{
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public class MarketOrderTestParameters : OrderTestParameters
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{
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public MarketOrderTestParameters(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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public override Order CreateShortOrder(decimal quantity)
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{
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return new MarketOrder(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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public override Order CreateLongOrder(decimal quantity)
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{
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return new MarketOrder(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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public override bool ModifyOrderToFill(IBrokerage brokerage, Order order, decimal lastMarketPrice)
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{
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// NOP
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// market orders should fill without modification
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return false;
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}
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// all market orders should fill
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public override OrderStatus ExpectedStatus => OrderStatus.Filled;
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public override bool ExpectedCancellationResult => false;
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public override string ToString()
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{
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return $"{OrderType.Market}: {SecurityType}, {Symbol}";
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}
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}
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}
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