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