def test_can_get_order(self):
# Arrange
strategy = TradingStrategy(order_id_tag='001')
self.exec_engine.register_strategy(strategy)
order = strategy.order_factory.market(USDJPY_FXCM, OrderSide.BUY,
Quantity(100000))
strategy.submit_order(order, strategy.position_id_generator.generate())
# Act
result = strategy.order(order.id)
# Assert
self.assertTrue(strategy.order_exists(order.id))
self.assertEqual(order, result)
def test_strategy_can_submit_order(self):
# Arrange
strategy = TradingStrategy(order_id_tag='001')
self.exec_engine.register_strategy(strategy)
order = strategy.order_factory.market(USDJPY_FXCM, OrderSide.BUY,
Quantity(100000))
# Act
strategy.submit_order(order, strategy.position_id_generator.generate())
# Assert
self.assertEqual(order, strategy.orders()[order.id])
self.assertEqual(OrderState.FILLED, strategy.orders()[order.id].state)
self.assertTrue(order.id not in strategy.orders_working())
self.assertTrue(order.id in strategy.orders_completed())
self.assertTrue(strategy.order_exists(order.id))
self.assertFalse(strategy.is_order_working(order.id))
self.assertTrue(strategy.is_order_completed(order.id))
def test_can_modify_order(self):
# Arrange
strategy = TradingStrategy(order_id_tag='001')
self.exec_engine.register_strategy(strategy)
order = strategy.order_factory.limit(USDJPY_FXCM, OrderSide.BUY,
Quantity(100000),
Price(90.001, 3))
strategy.submit_order(order, strategy.position_id_generator.generate())
# Act
strategy.modify_order(order, Quantity(110000), Price(90.002, 3))
# Assert
self.assertEqual(order, strategy.orders()[order.id])
self.assertEqual(OrderState.WORKING, strategy.orders()[order.id].state)
self.assertEqual(Quantity(110000),
strategy.orders()[order.id].quantity)
self.assertEqual(Price(90.002, 3), strategy.orders()[order.id].price)
self.assertTrue(strategy.is_flat())
self.assertTrue(strategy.order_exists(order.id))
self.assertTrue(strategy.is_order_working(order.id))
self.assertFalse(strategy.is_order_completed(order.id))
