def test_can_cancel_all_orders(self):
# Arrange
strategy = TradingStrategy(order_id_tag='001')
self.exec_engine.register_strategy(strategy)
order1 = strategy.order_factory.stop(USDJPY_FXCM, OrderSide.BUY,
Quantity(100000),
Price(90.003, 3))
order2 = strategy.order_factory.stop(USDJPY_FXCM, OrderSide.BUY,
Quantity(100000),
Price(90.005, 3))
position_id = strategy.position_id_generator.generate()
strategy.submit_order(order1, position_id)
strategy.submit_order(order2, position_id)
# Act
strategy.cancel_all_orders()
# Assert
self.assertEqual(order1, strategy.orders()[order1.id])
self.assertEqual(order2, strategy.orders()[order2.id])
self.assertEqual(OrderState.CANCELLED,
strategy.orders()[order1.id].state)
self.assertEqual(OrderState.CANCELLED,
strategy.orders()[order2.id].state)
self.assertTrue(order1.id in strategy.orders_completed())
self.assertTrue(order2.id in strategy.orders_completed())
def test_cancel_all_orders(self):
# Arrange
strategy = TradingStrategy()
strategy.register(
trader_id=self.trader_id,
portfolio=self.portfolio,
msgbus=self.msgbus,
cache=self.cache,
clock=self.clock,
logger=self.logger,
)
order1 = strategy.order_factory.stop_market(
USDJPY_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
Price.from_str("90.007"),
)
order2 = strategy.order_factory.stop_market(
USDJPY_SIM.id,
OrderSide.BUY,
Quantity.from_int(100000),
Price.from_str("90.006"),
)
strategy.submit_order(order1)
self.exchange.process(0)
strategy.submit_order(order2)
self.exchange.process(0)
# Act
strategy.cancel_all_orders(USDJPY_SIM.id)
self.exchange.process(0)
# Assert
assert order1 in self.cache.orders()
assert order2 in self.cache.orders()
assert self.cache.orders()[0].status == OrderStatus.CANCELED
assert self.cache.orders()[1].status == OrderStatus.CANCELED
assert order1 in self.cache.orders_completed()
assert order2 in strategy.cache.orders_completed()
def test_cancel_all_orders(self):
# Arrange
strategy = TradingStrategy(order_id_tag="001")
strategy.register_trader(
TraderId("TESTER", "000"),
clock=self.clock,
uuid_factory=self.uuid_factory,
logger=self.logger)
self.exec_engine.register_strategy(strategy)
order1 = strategy.order_factory.stop(
USDJPY_FXCM,
OrderSide.BUY,
Quantity(100000),
Price("90.003"),
)
order2 = strategy.order_factory.stop(
USDJPY_FXCM,
OrderSide.BUY,
Quantity(100000),
Price("90.005"),
)
strategy.submit_order(order1)
strategy.submit_order(order2)
# Act
strategy.cancel_all_orders(USDJPY_FXCM)
# Assert
self.assertTrue(order1 in strategy.execution.orders())
self.assertTrue(order2 in strategy.execution.orders())
self.assertEqual(OrderState.CANCELLED, strategy.execution.orders()[0].state())
self.assertEqual(OrderState.CANCELLED, strategy.execution.orders()[1].state())
self.assertTrue(order1 in strategy.execution.orders_completed())
self.assertTrue(order2 in strategy.execution.orders_completed())
