def test_fill_price_worse_than_limit_price(self):
non_limit_order = TestOrder(limit=None, direction=1)
limit_buy = TestOrder(limit=1.5, direction=1)
limit_sell = TestOrder(limit=1.5, direction=-1)
for price in [1, 1.5, 2]:
self.assertFalse(
fill_price_worse_than_limit_price(price, non_limit_order))
self.assertFalse(fill_price_worse_than_limit_price(1, limit_buy))
self.assertFalse(fill_price_worse_than_limit_price(1.5, limit_buy))
self.assertTrue(fill_price_worse_than_limit_price(2, limit_buy))
self.assertTrue(fill_price_worse_than_limit_price(1, limit_sell))
self.assertFalse(fill_price_worse_than_limit_price(1.5, limit_sell))
self.assertFalse(fill_price_worse_than_limit_price(2, limit_sell))
def test_fill_price_worse_than_limit_price(self):
non_limit_order = TestOrder(limit=None, direction=1)
limit_buy = TestOrder(limit=1.5, direction=1)
limit_sell = TestOrder(limit=1.5, direction=-1)
for price in [1, 1.5, 2]:
assert not fill_price_worse_than_limit_price(
price, non_limit_order)
assert not fill_price_worse_than_limit_price(1, limit_buy)
assert not fill_price_worse_than_limit_price(1.5, limit_buy)
assert fill_price_worse_than_limit_price(2, limit_buy)
assert fill_price_worse_than_limit_price(1, limit_sell)
assert not fill_price_worse_than_limit_price(1.5, limit_sell)
assert not fill_price_worse_than_limit_price(2, limit_sell)
def test_fill_price_worse_than_limit_price(self):
non_limit_order = TestOrder(limit=None, direction=1)
limit_buy = TestOrder(limit=1.5, direction=1)
limit_sell = TestOrder(limit=1.5, direction=-1)
for price in [1, 1.5, 2]:
self.assertFalse(
fill_price_worse_than_limit_price(price, non_limit_order)
)
self.assertFalse(fill_price_worse_than_limit_price(1, limit_buy))
self.assertFalse(fill_price_worse_than_limit_price(1.5, limit_buy))
self.assertTrue(fill_price_worse_than_limit_price(2, limit_buy))
self.assertTrue(fill_price_worse_than_limit_price(1, limit_sell))
self.assertFalse(fill_price_worse_than_limit_price(1.5, limit_sell))
self.assertFalse(fill_price_worse_than_limit_price(2, limit_sell))