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_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))