public override void ClosePosition(Instrument instrument, double price, ComponentType component, string text)
{
Position position = this.portfolio.Positions[instrument];
if (position != null)
{
MarketOrder marketOrder;
switch (position.Side)
{
case PositionSide.Long:
marketOrder = new MarketOrder(instrument, Side.Sell, position.Qty, text);
this.RegisterOrder(marketOrder);
marketOrder.Send();
return;
case PositionSide.Short:
marketOrder = new MarketOrder(instrument, Side.Buy, position.Qty, text);
this.RegisterOrder(marketOrder);
marketOrder.Send();
return;
default:
return;
}
}
}
public MarketOrder SendMarketOrder(Instrument instrument, Side side, double qty)
{
MarketOrder marketOrder = new MarketOrder(instrument, side, qty);
this.Strategy.EB2iXBUSFK((SingleOrder)marketOrder);
marketOrder.Send();
return(marketOrder);
}
public MarketOrder SendMarketOrder(Instrument instrument, Side side, double qty)
{
MarketOrder marketOrder = new MarketOrder(instrument, side, qty);
base.Strategy.RegisterOrder(marketOrder);
marketOrder.Send();
return(marketOrder);
}
private OrderInfo GetOrderInfo(SOrderParameters orderParams)
{
var order = new MarketOrder(orderParams);
using var monitoredOrder = order.Monitor();
order.Send();
monitoredOrder.Should().Raise("OrderSent");
return((OrderInfo)monitoredOrder.OccurredEvents[0].Parameters[0]);
}
public void TestSendNumLotsZeroDefault()
{
var order = new MarketOrder(new SOrderParameters());
using var monitoredOrder = order.Monitor();
order.Send(0);
monitoredOrder.Should().Raise("OrderSent")
.WithArgs <OrderInfo>(info => info.Size == 100);
}
public void TestSendCustomNumLots()
{
var order = new MarketOrder(
new SOrderParameters(Contracts.CreateUserSpecified(100), EOrderAction.Buy));
using var monitoredOrder = order.Monitor();
order.Send(25);
monitoredOrder.Should().Raise("OrderSent")
.WithArgs <OrderInfo>(info => info.OrderAction == EOrderAction.Buy)
.WithArgs <OrderInfo>(info => info.Size == 25);
}
public void TestSend()
{
var order = new MarketOrder(new SOrderParameters());
using var monitoredOrder = order.Monitor();
order.Send();
monitoredOrder
.Should().Raise("OrderSent")
.WithArgs <OrderInfo>(info => info.OrderAction == EOrderAction.Buy)
.WithArgs <OrderInfo>(info => info.Size == 100);
}
public void TestSendNumLotsDissallowNegative()
{
var order = new MarketOrder(new SOrderParameters());
Assert.Throws <ArgumentOutOfRangeException>(() => order.Send(-100));
}