public void LongFromZero(OrderTestParameters parameters)
{
Log.Trace("");
Log.Trace("LONG FROM ZERO");
Log.Trace("");
PlaceOrderWaitForStatus(parameters.CreateLongOrder(1), parameters.ExpectedStatus);
}
public virtual void LongFromZero(OrderTestParameters parameters)
{
Log.Trace("");
Log.Trace("LONG FROM ZERO");
Log.Trace("");
PlaceOrderWaitForStatus(parameters.CreateLongOrder(GetDefaultQuantity()), parameters.ExpectedStatus);
}
public void CloseFromShort(OrderTestParameters parameters)
{
Log.Trace("");
Log.Trace("CLOSE FROM SHORT");
Log.Trace("");
// first go short
PlaceOrderWaitForStatus(parameters.CreateShortMarketOrder(1), OrderStatus.Filled);
// now close it
PlaceOrderWaitForStatus(parameters.CreateLongOrder(1), parameters.ExpectedStatus);
}
public void LongFromShort(OrderTestParameters parameters)
{
Log.Trace("");
Log.Trace("LONG FROM SHORT");
Log.Trace("");
// first fo short
PlaceOrderWaitForStatus(parameters.CreateShortMarketOrder(-1), OrderStatus.Filled);
// now go long
var order = PlaceOrderWaitForStatus(parameters.CreateLongOrder(2), parameters.ExpectedStatus);
if (parameters.ModifyUntilFilled)
{
ModifyOrderUntilFilled(order, parameters);
}
}
public void CancelOrders(OrderTestParameters parameters)
{
const int secondsTimeout = 20;
Log.Trace("");
Log.Trace("CANCEL ORDERS");
Log.Trace("");
var order = PlaceOrderWaitForStatus(parameters.CreateLongOrder(GetDefaultQuantity()), parameters.ExpectedStatus);
var canceledOrderStatusEvent = new ManualResetEvent(false);
EventHandler <OrderEvent> orderStatusCallback = (sender, fill) =>
{
if (fill.Status == OrderStatus.Canceled)
{
canceledOrderStatusEvent.Set();
}
};
Brokerage.OrderStatusChanged += orderStatusCallback;
var cancelResult = false;
try
{
cancelResult = Brokerage.CancelOrder(order);
}
catch (Exception exception)
{
Log.Error(exception);
}
Assert.AreEqual(IsCancelAsync() || parameters.ExpectedCancellationResult, cancelResult);
if (parameters.ExpectedCancellationResult)
{
// We expect the OrderStatus.Canceled event
canceledOrderStatusEvent.WaitOneAssertFail(1000 * secondsTimeout, "Order timedout to cancel");
}
var openOrders = Brokerage.GetOpenOrders();
var cancelledOrder = openOrders.FirstOrDefault(x => x.Id == order.Id);
Assert.IsNull(cancelledOrder);
canceledOrderStatusEvent.Reset();
var cancelResultSecondTime = false;
try
{
cancelResultSecondTime = Brokerage.CancelOrder(order);
}
catch (Exception exception)
{
Log.Error(exception);
}
Assert.AreEqual(IsCancelAsync(), cancelResultSecondTime);
// We do NOT expect the OrderStatus.Canceled event
Assert.IsFalse(canceledOrderStatusEvent.WaitOne(new TimeSpan(0, 0, 10)));
Brokerage.OrderStatusChanged -= orderStatusCallback;
}
public void LongFromZero(OrderTestParameters parameters)
{
Log.Trace("");
Log.Trace("LONG FROM ZERO");
Log.Trace("");
PlaceOrderWaitForStatus(parameters.CreateLongOrder(GetDefaultQuantity()), parameters.ExpectedStatus);
}
public void LongFromShort(OrderTestParameters parameters)
{
Log.Trace("");
Log.Trace("LONG FROM SHORT");
Log.Trace("");
// first fo short
PlaceOrderWaitForStatus(parameters.CreateShortMarketOrder(-GetDefaultQuantity()), OrderStatus.Filled);
// now go long
var order = PlaceOrderWaitForStatus(parameters.CreateLongOrder(2 * GetDefaultQuantity()), parameters.ExpectedStatus);
if (parameters.ModifyUntilFilled)
{
ModifyOrderUntilFilled(order, parameters);
}
}
public void CloseFromShort(OrderTestParameters parameters)
{
Log.Trace("");
Log.Trace("CLOSE FROM SHORT");
Log.Trace("");
// first go short
PlaceOrderWaitForStatus(parameters.CreateShortMarketOrder(GetDefaultQuantity()), OrderStatus.Filled);
// now close it
PlaceOrderWaitForStatus(parameters.CreateLongOrder(GetDefaultQuantity()), parameters.ExpectedStatus);
}