def test_is_done(self):
order = Order(
NewOrderRequest(cl_id='test',
cl_ord_id=1,
inst_id=1,
action=OrdAction.BUY,
type=OrdType.LIMIT,
qty=1000,
limit_price=18.5))
self.assertFalse(order.is_done())
status_update1 = OrderStatusUpdate(cl_id='test',
cl_ord_id=1,
ord_id=1,
inst_id=1,
status=OrdStatus.REJECTED)
order.on_ord_upd(status_update1)
self.assertTrue(order.is_done())
order2 = Order(
NewOrderRequest(cl_id='test',
cl_ord_id=2,
inst_id=1,
action=OrdAction.BUY,
type=OrdType.LIMIT,
qty=1000,
limit_price=18.5))
status_update2 = OrderStatusUpdate(cl_id='test',
cl_ord_id=2,
ord_id=2,
inst_id=1,
status=OrdStatus.CANCELLED)
order2.on_ord_upd(status_update2)
self.assertTrue(order2.is_done())
order3 = Order(
NewOrderRequest(cl_id='test',
cl_ord_id=3,
inst_id=1,
action=OrdAction.BUY,
type=OrdType.LIMIT,
qty=1000,
limit_price=18.5))
status_update3 = OrderStatusUpdate(cl_id='test',
cl_ord_id=3,
ord_id=3,
inst_id=1,
status=OrdStatus.FILLED)
order3.on_ord_upd(status_update3)
self.assertTrue(order3.is_done())
def test_leave_qty(self):
order = Order(
NewOrderRequest(cl_id='test',
cl_ord_id=1,
inst_id=1,
action=OrdAction.BUY,
type=OrdType.LIMIT,
qty=1000,
limit_price=18.5))
self.assertEqual(1000, order.leave_qty())
er1 = ExecutionReport(cl_id='test',
cl_ord_id=1,
ord_id=1,
er_id=1,
inst_id=1,
last_qty=800,
last_price=18.4,
status=OrdStatus.PARTIALLY_FILLED)
order.on_exec_report(er1)
self.assertEqual(200, order.leave_qty())
er2 = ExecutionReport(cl_id='test',
cl_ord_id=1,
ord_id=1,
er_id=2,
inst_id=1,
last_qty=200,
last_price=18.4,
status=OrdStatus.FILLED)
order.on_exec_report(er2)
self.assertEqual(0, order.leave_qty())
self.assertTrue(order.is_done())
self.assertEquals(OrdStatus.FILLED, order.status)
def test_is_done(self):
order = Order(
NewOrderRequest(cl_id='test', cl_ord_id=1, inst_id=1, action=OrdAction.BUY, type=OrdType.LIMIT, qty=1000,
limit_price=18.5))
self.assertFalse(order.is_done())
status_update1 = OrderStatusUpdate(cl_id='test', cl_ord_id=1, ord_id=1, inst_id=1, status=OrdStatus.REJECTED)
order.on_ord_upd(status_update1)
self.assertTrue(order.is_done())
order2 = Order(
NewOrderRequest(cl_id='test', cl_ord_id=2, inst_id=1, action=OrdAction.BUY, type=OrdType.LIMIT, qty=1000,
limit_price=18.5))
status_update2 = OrderStatusUpdate(cl_id='test', cl_ord_id=2, ord_id=2, inst_id=1, status=OrdStatus.CANCELLED)
order2.on_ord_upd(status_update2)
self.assertTrue(order2.is_done())
order3 = Order(
NewOrderRequest(cl_id='test', cl_ord_id=3, inst_id=1, action=OrdAction.BUY, type=OrdType.LIMIT, qty=1000,
limit_price=18.5))
status_update3 = OrderStatusUpdate(cl_id='test', cl_ord_id=3, ord_id=3, inst_id=1, status=OrdStatus.FILLED)
order3.on_ord_upd(status_update3)
self.assertTrue(order3.is_done())
def test_leave_qty(self):
order = Order(
NewOrderRequest(cl_id='test', cl_ord_id=1, inst_id=1, action=OrdAction.BUY, type=OrdType.LIMIT, qty=1000,
limit_price=18.5))
self.assertEqual(1000, order.leave_qty())
er1 = ExecutionReport(cl_id='test', cl_ord_id=1, ord_id=1, er_id=1, inst_id=1, last_qty=800, last_price=18.4,
status=OrdStatus.PARTIALLY_FILLED)
order.on_exec_report(er1)
self.assertEqual(200, order.leave_qty())
er2 = ExecutionReport(cl_id='test', cl_ord_id=1, ord_id=1, er_id=2, inst_id=1, last_qty=200, last_price=18.4,
status=OrdStatus.FILLED)
order.on_exec_report(er2)
self.assertEqual(0, order.leave_qty())
self.assertTrue(order.is_done())
self.assertEquals(OrdStatus.FILLED, order.status)
def test_leave_qty(self):
order = Order(
ModelFactory.build_order_state_from_nos(
ModelFactory.build_new_order_request(timestamp=0,
cl_id='TestClient',
cl_ord_id="1",
portf_id="TestPortf",
broker_id="TestBroker",
inst_id="HSI@SEHK",
action=Buy,
type=Limit,
qty=1000,
limit_price=18.5)))
self.assertEqual(1000, order.leave_qty())
er1 = ModelFactory.build_execution_report(timestamp=0,
broker_id="TestBroker",
broker_event_id="1",
broker_ord_id="1",
cl_id='TestClient',
cl_ord_id="1",
inst_id="HSI@SEHK",
last_qty=800,
last_price=18.4,
status=PartiallyFilled)
order.on_exec_report(er1)
self.assertEqual(200, order.leave_qty())
er2 = ModelFactory.build_execution_report(timestamp=0,
broker_id="TestBroker",
broker_event_id="2",
broker_ord_id="1",
cl_id='TestClient',
cl_ord_id="1",
inst_id="HSI@SEHK",
last_qty=200,
last_price=18.4,
status=Filled)
order.on_exec_report(er2)
self.assertEqual(0, order.leave_qty())
self.assertTrue(order.is_done())
self.assertEquals(Filled, order.status())
def test_is_done(self):
order1 = Order(
ModelFactory.build_order_state_from_nos(
ModelFactory.build_new_order_request(timestamp=0,
cl_id='TestClient',
cl_ord_id="1",
portf_id="TestPortf",
broker_id="TestBroker",
inst_id="HSI@SEHK",
action=Buy,
type=Limit,
qty=1000,
limit_price=18.5)))
status_update1 = ModelFactory.build_order_status_update(
timestamp=0,
broker_id="TestBroker",
broker_event_id="1",
broker_ord_id="1",
cl_id='TestClient',
cl_ord_id="1",
status=Rejected)
order1.on_ord_upd(status_update1)
self.assertTrue(order1.is_done())
order2 = Order(
ModelFactory.build_order_state_from_nos(
ModelFactory.build_new_order_request(timestamp=0,
cl_id='TestClient',
cl_ord_id="2",
portf_id="TestPortf",
broker_id="TestBroker",
inst_id="HSI@SEHK",
action=Buy,
type=Limit,
qty=1000,
limit_price=18.5)))
status_update2 = ModelFactory.build_order_status_update(
timestamp=0,
broker_id="TestBroker",
broker_event_id="2",
broker_ord_id="2",
cl_id='TestClient',
cl_ord_id="2",
status=Cancelled)
order2.on_ord_upd(status_update2)
self.assertTrue(order1.is_done())
order3 = Order(
ModelFactory.build_order_state_from_nos(
ModelFactory.build_new_order_request(timestamp=0,
cl_id='TestClient',
cl_ord_id="3",
portf_id="TestPortf",
broker_id="TestBroker",
inst_id="HSI@SEHK",
action=Buy,
type=Limit,
qty=1000,
limit_price=18.5)))
status_update3 = ModelFactory.build_order_status_update(
timestamp=0,
broker_id="TestBroker",
broker_event_id="3",
broker_ord_id="3",
cl_id='TestClient',
cl_ord_id="3",
status=Filled)
order3.on_ord_upd(status_update3)
self.assertTrue(order3.is_done())