def test_blotter_never_cancel(self): blotter = SimulationBlotter(cancel_policy=NeverCancel()) blotter.order(self.asset_24, 100, MarketOrder()) self.assertEqual(len(blotter.new_orders), 1) self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN) blotter.execute_cancel_policy(BAR) self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN) blotter.execute_cancel_policy(SESSION_END) self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN)
def test_blotter_never_cancel(self): blotter = SimulationBlotter(cancel_policy=NeverCancel()) blotter.order(self.asset_24, 100, MarketOrder()) self.assertEqual(len(blotter.new_orders), 1) self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN) blotter.execute_cancel_policy(BAR) self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN) blotter.execute_cancel_policy(SESSION_END) self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN)
def test_blotter_eod_cancellation(self): blotter = SimulationBlotter(self.sim_params, cancel_policy=EODCancel()) # Make two orders for the same asset, so we can test that we are not # mutating the orders list as we are cancelling orders blotter.order(self.asset_24, 100, MarketOrder()) blotter.order(self.asset_24, -100, MarketOrder()) self.assertEqual(len(blotter.new_orders), 2) order_ids = [order.id for order in blotter.open_orders[self.asset_24]] self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN) self.assertEqual(blotter.new_orders[1].status, ORDER_STATUS.OPEN) blotter.execute_cancel_policy(BAR) self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN) self.assertEqual(blotter.new_orders[1].status, ORDER_STATUS.OPEN) blotter.execute_cancel_policy(SESSION_END) for order_id in order_ids: order = blotter.orders[order_id] self.assertEqual(order.status, ORDER_STATUS.CANCELLED)
def test_blotter_eod_cancellation(self): blotter = SimulationBlotter(cancel_policy=EODCancel()) # Make two orders for the same asset, so we can test that we are not # mutating the orders list as we are cancelling orders blotter.order(self.asset_24, 100, MarketOrder()) blotter.order(self.asset_24, -100, MarketOrder()) self.assertEqual(len(blotter.new_orders), 2) order_ids = [order.id for order in blotter.open_orders[self.asset_24]] self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN) self.assertEqual(blotter.new_orders[1].status, ORDER_STATUS.OPEN) blotter.execute_cancel_policy(BAR) self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN) self.assertEqual(blotter.new_orders[1].status, ORDER_STATUS.OPEN) blotter.execute_cancel_policy(SESSION_END) for order_id in order_ids: order = blotter.orders[order_id] self.assertEqual(order.status, ORDER_STATUS.CANCELLED)