wehub-resource-sync
133 lines
4.2 KiB
C#
133 lines
4.2 KiB
C#
/*
|
|
* 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 System.Collections.Generic;
|
|
using System.Linq;
|
|
using System.Threading;
|
|
using QuantConnect.Logging;
|
|
using QuantConnect.Orders;
|
|
using QuantConnect.Securities;
|
|
|
|
namespace QuantConnect.Tests.Brokerages
|
|
{
|
|
/// <summary>
|
|
/// Provides a test implementation of order mapping
|
|
/// </summary>
|
|
public class OrderProvider : IOrderProvider
|
|
{
|
|
private int _orderId;
|
|
private int _groupOrderManagerId;
|
|
private protected readonly IList<Order> _orders;
|
|
private readonly object _lock = new object();
|
|
|
|
public OrderProvider(IList<Order> orders)
|
|
{
|
|
_orders = orders;
|
|
}
|
|
|
|
public OrderProvider()
|
|
{
|
|
_orders = new List<Order>();
|
|
}
|
|
|
|
public void Add(Order order)
|
|
{
|
|
order.Id = Interlocked.Increment(ref _orderId);
|
|
|
|
if (order.GroupOrderManager != null && order.GroupOrderManager.Id == 0)
|
|
{
|
|
order.GroupOrderManager.Id = Interlocked.Increment(ref _groupOrderManagerId);
|
|
}
|
|
|
|
lock (_lock)
|
|
{
|
|
_orders.Add(order);
|
|
}
|
|
}
|
|
|
|
public int OrdersCount => _orders.Count;
|
|
|
|
public Order GetOrderById(int orderId)
|
|
{
|
|
Order order;
|
|
lock (_lock)
|
|
{
|
|
order = _orders.FirstOrDefault(x => x.Id == orderId);
|
|
}
|
|
|
|
return order;
|
|
}
|
|
|
|
public List<Order> GetOrdersByBrokerageId(string brokerageId)
|
|
{
|
|
lock (_lock)
|
|
{
|
|
return _orders.Where(o => o.BrokerId.Contains(brokerageId)).Select(o => o.Clone()).ToList();
|
|
}
|
|
}
|
|
|
|
public IEnumerable<OrderTicket> GetOrderTickets(Func<OrderTicket, bool> filter = null)
|
|
{
|
|
throw new NotImplementedException("This method has not been implemented");
|
|
}
|
|
|
|
public IEnumerable<OrderTicket> GetOpenOrderTickets(Func<OrderTicket, bool> filter = null)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
|
|
public OrderTicket GetOrderTicket(int orderId)
|
|
{
|
|
throw new NotImplementedException("This method has not been implemented");
|
|
}
|
|
|
|
public IEnumerable<Order> GetOrders(Func<Order, bool> filter)
|
|
{
|
|
return _orders.Where(filter).Select(x => x.Clone());
|
|
}
|
|
|
|
public List<Order> GetOpenOrders(Func<Order, bool> filter = null)
|
|
{
|
|
return _orders.Where(x => x.Status.IsOpen() && (filter == null || filter(x))).Select(x => x.Clone()).ToList();
|
|
}
|
|
|
|
/// <summary>
|
|
/// Brokerage order id change is applied to the target order
|
|
/// </summary>
|
|
internal void HandlerBrokerageOrderIdChangedEvent(BrokerageOrderIdChangedEvent brokerageOrderIdChangedEvent)
|
|
{
|
|
lock (_lock)
|
|
{
|
|
var originalOrder = _orders.FirstOrDefault(x => x.Id == brokerageOrderIdChangedEvent.OrderId);
|
|
|
|
if (originalOrder == null)
|
|
{
|
|
// shouldn't happen but let's be careful
|
|
Log.Error($"OrderProvider.HandlerBrokerageOrderIdChangedEvent(): Lean order id {brokerageOrderIdChangedEvent.OrderId} not found");
|
|
return;
|
|
}
|
|
|
|
originalOrder.BrokerId = brokerageOrderIdChangedEvent.BrokerId;
|
|
}
|
|
}
|
|
|
|
public ProjectedHoldings GetProjectedHoldings(Security security)
|
|
{
|
|
throw new NotImplementedException();
|
|
}
|
|
}
|
|
}
|