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))