/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. * */ using NUnit.Framework; using QuantConnect.Orders; using QuantConnect.Brokerages; using QuantConnect.Tests.Brokerages; namespace QuantConnect.Tests.Common.Brokerages { [TestFixture] public class TastytradeBrokerageModelTests { private readonly TastytradeBrokerageModel _brokerageModel = new(); [TestCase(OrderType.ComboLimit, -1, -2, true)] [TestCase(OrderType.ComboLimit, 1, -2, false)] [TestCase(OrderType.ComboMarket, 1, 1, false, Description = "The API Tastytrade does not support ComboMarket.")] public void CanSubmitComboCrossZeroOrder(OrderType orderType, decimal holdingQuantity, decimal orderQuantity, bool isShouldSubmitOrder) { var AAPL = Symbols.AAPL; var groupOrderManager = new GroupOrderManager(1, 2, quantity: 8); var order = TestsHelpers.CreateNewOrderByOrderType(orderType, AAPL, orderQuantity, groupOrderManager); var security = TestsHelpers.InitializeSecurity(AAPL.SecurityType, (AAPL, 209m, holdingQuantity))[AAPL]; var isPossibleSubmit = _brokerageModel.CanSubmitOrder(security, order, out _); Assert.That(isPossibleSubmit, Is.EqualTo(isShouldSubmitOrder)); } } }