def test_single_partial_fill(self):
self.assertEqual(
Order(quantity=100,
leaves_quantity=40,
state=State.partially_filled,
previous=(Order(quantity=100,
leaves_quantity=100,
state=State.new,
previous=None), Event.fill, {
'quantity': 60
})), fill(new(100), 60))
def test_single_fill(self):
self.assertEqual(
Order(quantity=100,
leaves_quantity=0,
state=State.filled,
previous=(Order(quantity=100,
leaves_quantity=100,
state=State.new,
previous=None), Event.fill, {
'quantity': 100
})), fill(new(100), 100))
def test_over_fill(self):
o = new(100)
o = fill(o, 60)
o = fill(o, 60)
self.assertEqual(
Order(quantity=100,
leaves_quantity=-20,
state=State.over_filled,
previous=(Order(quantity=100,
leaves_quantity=40,
state=State.partially_filled,
previous=(Order(quantity=100,
leaves_quantity=100,
state=State.new,
previous=None), Event.fill, {
'quantity': 60
})), Event.fill, {
'quantity': 60
})), o)
def test_multiple_fills(self):
o = new(100)
o = fill(o, 40)
o = fill(o, 60)
self.assertEqual(
Order(quantity=100,
leaves_quantity=0,
state=State.filled,
previous=(Order(quantity=100,
leaves_quantity=60,
state=State.partially_filled,
previous=(Order(quantity=100,
leaves_quantity=100,
state=State.new,
previous=None), Event.fill, {
'quantity': 40
})), Event.fill, {
'quantity': 60
})), o)
def test_new(self):
self.assertEqual(
Order(quantity=100,
leaves_quantity=100,
state=State.new,
previous=None), new(100))