wehub-resource-sync
118 lines
4.3 KiB
C#
118 lines
4.3 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 System.Collections.Concurrent;
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using System.Collections.Generic;
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using System.Linq;
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using QuantConnect.Orders;
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using QuantConnect.Securities;
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namespace QuantConnect.Tests.Common.Securities
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{
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/// <summary>
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/// Provides a fake implementation of <see cref="IOrderProcessor"/> for tests
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/// </summary>
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public class FakeOrderProcessor : IOrderProcessor
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{
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private readonly ConcurrentDictionary<int, Order> _orders = new ConcurrentDictionary<int, Order>();
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private readonly ConcurrentDictionary<int, OrderTicket> _tickets = new ConcurrentDictionary<int, OrderTicket>();
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public ConcurrentDictionary<int, OrderRequest> ProcessedOrdersRequests { get; init; } = new ConcurrentDictionary<int, OrderRequest>();
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public SecurityTransactionManager TransactionManager { get; set; }
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public void AddOrder(Order order)
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{
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_orders[order.Id] = order;
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}
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public void AddTicket(OrderTicket ticket)
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{
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_tickets[ticket.OrderId] = ticket;
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}
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public int OrdersCount { get; private set; }
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public Order GetOrderById(int orderId)
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{
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Order order;
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_orders.TryGetValue(orderId, out order);
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return order;
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}
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public List<Order> GetOrdersByBrokerageId(string brokerageId)
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{
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return _orders.Values.Where(x => x.BrokerId.Contains(brokerageId)).ToList();
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}
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public IEnumerable<OrderTicket> GetOrderTickets(Func<OrderTicket, bool> filter = null)
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{
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return _tickets.Values.Where(filter ?? (x => true));
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}
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public IEnumerable<OrderTicket> GetOpenOrderTickets(Func<OrderTicket, bool> filter = null)
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{
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return _tickets.Values.Where(x => x.Status.IsOpen() && (filter == null || filter(x)));
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}
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public OrderTicket GetOrderTicket(int orderId)
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{
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OrderTicket ticket;
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_tickets.TryGetValue(orderId, out ticket);
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return ticket;
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}
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public IEnumerable<Order> GetOrders(Func<Order, bool> filter = null)
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{
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return _orders.Values.Where(filter ?? (x => true));
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}
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public List<Order> GetOpenOrders(Func<Order, bool> filter = null)
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{
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return _orders.Values.Where(x => x.Status.IsOpen() && (filter == null || filter(x))).ToList();
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}
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public OrderTicket Process(OrderRequest request)
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{
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OrderTicket ticket;
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ProcessedOrdersRequests.TryAdd(request.OrderId, request);
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switch (request.OrderRequestType)
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{
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case OrderRequestType.Submit:
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ticket = new OrderTicket(TransactionManager, (SubmitOrderRequest) request);
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AddTicket(ticket);
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return ticket;
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case OrderRequestType.Cancel:
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ticket = GetOrderTicket(request.OrderId);
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ticket.TrySetCancelRequest((CancelOrderRequest)request);
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return ticket;
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default:
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throw new NotImplementedException();
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}
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}
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public void Clear()
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{
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_orders.Clear();
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_tickets.Clear();
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ProcessedOrdersRequests.Clear();
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}
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public ProjectedHoldings GetProjectedHoldings(Security security)
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{
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var openOrderQuantity = GetOpenOrderTickets(x => x.Symbol == security.Symbol)
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.Aggregate(0m, (d, t) => d + t.QuantityRemaining);
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return new ProjectedHoldings(security.Holdings.Quantity, openOrderQuantity);
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}
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}
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}
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