private static Order AssertOrderOpened(bool orderFilled, InteractiveBrokersBrokerage ib, Order order)
{
// if the order didn't fill check for it as an open order
if (!orderFilled)
{
// find the right order and return it
foreach (var openOrder in ib.GetOpenOrders())
{
if (openOrder.BrokerId.Any(id => order.BrokerId.Any(x => x == id)))
{
return(openOrder);
}
}
Assert.Fail("The order was not filled and was unable to be located via GetOpenOrders()");
}
Assert.Pass("The order was successfully filled!");
return(null);
}
public void Teardown()
{
try
{ // give the tear down a header so we can easily find it in the logs
Log.Trace("-----");
Log.Trace("InteractiveBrokersBrokerageTests.Teardown(): Starting teardown...");
Log.Trace("-----");
var canceledResetEvent = new ManualResetEvent(false);
var filledResetEvent = new ManualResetEvent(false);
_interactiveBrokersBrokerage.OrderStatusChanged += (sender, orderEvent) =>
{
if (orderEvent.Status == OrderStatus.Filled)
{
filledResetEvent.Set();
}
if (orderEvent.Status == OrderStatus.Canceled)
{
canceledResetEvent.Set();
}
};
// cancel all open orders
Log.Trace("InteractiveBrokersBrokerageTests.Teardown(): Canceling open orders...");
var orders = _interactiveBrokersBrokerage.GetOpenOrders();
foreach (var order in orders)
{
_interactiveBrokersBrokerage.CancelOrder(order);
canceledResetEvent.WaitOne(3000);
canceledResetEvent.Reset();
}
Log.Trace("InteractiveBrokersBrokerageTests.Teardown(): Liquidating open positions...");
// liquidate all positions
var holdings = _interactiveBrokersBrokerage.GetAccountHoldings();
foreach (var holding in holdings.Where(x => x.Quantity != 0))
{
//var liquidate = new MarketOrder(holding.Symbol, (int) -holding.Quantity, DateTime.UtcNow, type: holding.Type);
//_interactiveBrokersBrokerage.PlaceOrder(liquidate);
//filledResetEvent.WaitOne(3000);
//filledResetEvent.Reset();
}
var openOrdersText = _interactiveBrokersBrokerage.GetOpenOrders().Select(x => x.Symbol.ToString() + " " + x.Quantity);
Log.Trace("InteractiveBrokersBrokerageTests.Teardown(): Open orders: " + string.Join(", ", openOrdersText));
//Assert.AreEqual(0, actualOpenOrderCount, "Failed to verify that there are zero open orders.");
var holdingsText = _interactiveBrokersBrokerage.GetAccountHoldings().Where(x => x.Quantity != 0).Select(x => x.Symbol.ToString() + " " + x.Quantity);
Log.Trace("InteractiveBrokersBrokerageTests.Teardown(): Account holdings: " + string.Join(", ", holdingsText));
//Assert.AreEqual(0, holdingsCount, "Failed to verify that there are zero account holdings.");
_interactiveBrokersBrokerage.Dispose();
_interactiveBrokersBrokerage = null;
_orders.Clear();
}
finally
{
InteractiveBrokersGatewayRunner.Stop();
}
}
