quantconnect--lean
48 行
1.9 KiB
C#
48 行
1.9 KiB
C#
/*
|
|
* 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));
|
|
}
|
|
}
|
|
}
|