def test_can_flatten_all_positions(self):
# Arrange
strategy = TradingStrategy(order_id_tag='001')
self.exec_engine.register_strategy(strategy)
order1 = strategy.order_factory.market(USDJPY_FXCM, OrderSide.BUY,
Quantity(100000))
order2 = strategy.order_factory.market(USDJPY_FXCM, OrderSide.BUY,
Quantity(100000))
position_id1 = strategy.position_id_generator.generate()
position_id2 = strategy.position_id_generator.generate()
strategy.submit_order(order1, position_id1)
strategy.submit_order(order2, position_id2)
# Act
strategy.flatten_all_positions()
# Assert
self.assertEqual(order1, strategy.orders()[order1.id])
self.assertEqual(order2, strategy.orders()[order2.id])
self.assertEqual(OrderState.FILLED, strategy.orders()[order1.id].state)
self.assertEqual(OrderState.FILLED, strategy.orders()[order2.id].state)
self.assertEqual(MarketPosition.FLAT,
strategy.positions()[position_id1].market_position)
self.assertEqual(MarketPosition.FLAT,
strategy.positions()[position_id2].market_position)
self.assertTrue(strategy.positions()[position_id1].is_closed)
self.assertTrue(strategy.positions()[position_id2].is_closed)
self.assertTrue(position_id1 in strategy.positions_closed())
self.assertTrue(position_id2 in strategy.positions_closed())
self.assertTrue(strategy.is_flat())
