def test_exec_report(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())
self.assertEqual(0, len(order.get_events(ExecutionReport)))
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(1, len(order.get_events(ExecutionReport)))
self.assertTrue(er1 in order.get_events(ExecutionReport))
self.assertEqual(er1.broker_ord_id, order.broker_ord_id())
self.assertEqual(800, order.last_qty())
self.assertAlmostEqual(18.4, order.last_price())
self.assertEqual(800, order.filled_qty())
self.assertAlmostEqual(18.4, order.avg_price())
self.assertEqual(PartiallyFilled, order.status())
er2 = 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=200,
last_price=18.4,
status=Filled)
order.on_exec_report(er2)
self.assertEqual(2, len(order.get_events(ExecutionReport)))
self.assertTrue(er1 in order.get_events(ExecutionReport))
self.assertTrue(er2 in order.get_events(ExecutionReport))
self.assertEqual(er2.broker_ord_id, order.broker_ord_id())
self.assertEqual(200, order.last_qty())
self.assertAlmostEqual(18.4, order.last_price())
self.assertEqual(1000, order.filled_qty())
self.assertAlmostEqual(18.4, order.avg_price())
self.assertEqual(Filled, order.status())
def test_on_ord_upd(self):
order = 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_update = 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=Submitted)
order.on_ord_upd(status_update)
self.assertEqual(status_update.broker_ord_id, order.broker_ord_id())
self.assertEquals(Submitted, order.status())
