def test_order_identifier(self):
# Arrange
# Act
order_id = OrderId.null()
# Assert
self.assertEqual("NULL", order_id.value)
def test_add_order(self):
# Arrange
order = self.strategy.order_factory.market(
AUDUSD_SIM.symbol,
OrderSide.BUY,
Quantity(100000),
)
position_id = PositionId('P-1')
# Act
self.cache.add_order(order, position_id)
# Assert
self.assertIn(order.cl_ord_id, self.cache.order_ids())
self.assertIn(order.cl_ord_id,
self.cache.order_ids(symbol=order.symbol))
self.assertIn(order.cl_ord_id,
self.cache.order_ids(strategy_id=self.strategy.id))
self.assertNotIn(
order.cl_ord_id,
self.cache.order_ids(strategy_id=StrategyId("S", "ZX1")))
self.assertIn(
order.cl_ord_id,
self.cache.order_ids(symbol=order.symbol,
strategy_id=self.strategy.id))
self.assertIn(order, self.cache.orders())
self.assertEqual(OrderId.null(), self.cache.order_id(order.cl_ord_id))
self.assertIsNone(self.cache.cl_ord_id(order.id))
def test_order_identifier(self):
# Arrange
# Act
order_id = OrderId.null()
# Assert
assert "NULL" == order_id.value
def test_position_filled_with_buy_order_returns_expected_attributes(self):
# Arrange
order = self.order_factory.market(
AUDUSD_SIM.symbol,
OrderSide.BUY,
Quantity(100000),
)
fill = TestStubs.event_order_filled(
order,
instrument=AUDUSD_SIM,
position_id=PositionId("P-123456"),
strategy_id=StrategyId("S", "001"),
fill_price=Price("1.00001"),
)
last = Price("1.00050")
# Act
position = Position(fill)
# Assert
self.assertFalse(position != position) # Equality operator test
self.assertEqual(ClientOrderId("O-19700101-000000-000-001-1"),
position.from_order)
self.assertEqual(Quantity(100000), position.quantity)
self.assertEqual(Quantity(100000), position.peak_quantity)
self.assertEqual(OrderSide.BUY, position.entry)
self.assertEqual(PositionSide.LONG, position.side)
self.assertEqual(UNIX_EPOCH, position.opened_time)
self.assertIsNone(position.open_duration)
self.assertEqual(Decimal("1.00001"), position.avg_open)
self.assertEqual(1, position.event_count)
self.assertEqual([order.cl_ord_id], position.cl_ord_ids)
self.assertEqual([OrderId.null()], position.order_ids)
self.assertEqual([ExecutionId("E-19700101-000000-000-001-1")],
position.execution_ids)
self.assertEqual(ExecutionId("E-19700101-000000-000-001-1"),
position.last_execution_id)
self.assertEqual(PositionId("P-123456"), position.id)
self.assertEqual(1, len(position.events))
self.assertTrue(position.is_long)
self.assertFalse(position.is_short)
self.assertTrue(position.is_open)
self.assertFalse(position.is_closed)
self.assertEqual(0, position.realized_points)
self.assertEqual(0, position.realized_return)
self.assertEqual(Money(-2.00, USD), position.realized_pnl)
self.assertEqual(Money(49.00, USD), position.unrealized_pnl(last))
self.assertEqual(Money(47.00, USD), position.total_pnl(last))
self.assertEqual(Money(2.00, USD), position.commission)
self.assertEqual([Money(2.00, USD)], position.commissions())
self.assertEqual("Position(id=P-123456, LONG 100,000 AUD/USD.SIM)",
repr(position))
