def test_cancel_order_when_completed_does_not_submit_command(self): # Arrange strategy = TradingStrategy() strategy.register( trader_id=self.trader_id, portfolio=self.portfolio, msgbus=self.msgbus, cache=self.cache, clock=self.clock, logger=self.logger, ) order = strategy.order_factory.stop_market( USDJPY_SIM.id, OrderSide.BUY, Quantity.from_int(100000), Price.from_str("90.006"), ) strategy.submit_order(order) self.exchange.process(0) self.exec_engine.process(TestStubs.event_order_expired(order)) # Act strategy.cancel_order(order) self.exchange.process(0) # Assert assert strategy.cache.orders()[0].status == OrderStatus.EXPIRED assert order not in strategy.cache.orders_working() assert strategy.cache.order_exists(order.client_order_id) assert not strategy.cache.is_order_working(order.client_order_id) assert strategy.cache.is_order_completed(order.client_order_id)
def test_cancel_order(self): # Arrange strategy = TradingStrategy(order_id_tag="001") strategy.register_trader( TraderId("TESTER", "000"), clock=self.clock, uuid_factory=self.uuid_factory, logger=self.logger, ) self.exec_engine.register_strategy(strategy) order = strategy.order_factory.stop( USDJPY_FXCM, OrderSide.BUY, Quantity(100000), Price("90.005"), ) strategy.submit_order(order) # Act strategy.cancel_order(order) # Assert self.assertTrue(order in strategy.execution.orders()) self.assertEqual(OrderState.CANCELLED, strategy.execution.orders()[0].state()) self.assertEqual(order.cl_ord_id, strategy.execution.orders_completed()[0].cl_ord_id) self.assertTrue(order.cl_ord_id not in strategy.execution.orders_working()) self.assertTrue(strategy.execution.order_exists(order.cl_ord_id)) self.assertFalse(strategy.execution.is_order_working(order.cl_ord_id)) self.assertTrue(strategy.execution.is_order_completed(order.cl_ord_id))
def test_can_cancel_order(self): # Arrange strategy = TradingStrategy(order_id_tag='001') self.exec_engine.register_strategy(strategy) order = strategy.order_factory.stop(USDJPY_FXCM, OrderSide.BUY, Quantity(100000), Price(90.005, 3)) strategy.submit_order(order, strategy.position_id_generator.generate()) # Act strategy.cancel_order(order) # Assert self.assertEqual(order, strategy.orders()[order.id]) self.assertEqual(OrderState.CANCELLED, strategy.orders()[order.id].state) self.assertTrue(order.id in strategy.orders_completed()) self.assertTrue(order.id not in strategy.orders_working()) self.assertTrue(strategy.order_exists(order.id)) self.assertFalse(strategy.is_order_working(order.id)) self.assertTrue(strategy.is_order_completed(order.id))