/*
* 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 System;
using QuantConnect.Orders;
using QuantConnect.Interfaces;
namespace QuantConnect.Tests.Brokerages;
///
/// Represents test parameters for a market-on-close order.
///
public class MarketOnCloseOrderTestParameters : MarketOrderTestParameters
{
///
/// Initializes a new instance of the class.
///
/// The trading symbol associated with the order.
/// Optional order properties.
/// Optional order submission data.
public MarketOnCloseOrderTestParameters(Symbol symbol, IOrderProperties properties = null, OrderSubmissionData orderSubmissionData = null)
: base(symbol, properties, orderSubmissionData)
{
}
///
/// Creates a short market-on-close order.
///
/// The quantity to sell (must be a positive value).
/// A new representing a short order.
public override Order CreateShortOrder(decimal quantity)
{
return new MarketOnCloseOrder(Symbol, -Math.Abs(quantity), DateTime.UtcNow, properties: Properties)
{
OrderSubmissionData = OrderSubmissionData,
PriceCurrency = GetSymbolProperties(Symbol).QuoteCurrency
};
}
///
/// Creates a long market-on-close order.
///
/// The quantity to buy (must be a positive value).
/// A new representing a long order.
public override Order CreateLongOrder(decimal quantity)
{
return new MarketOnCloseOrder(Symbol, Math.Abs(quantity), DateTime.UtcNow, properties: Properties)
{
OrderSubmissionData = OrderSubmissionData,
PriceCurrency = GetSymbolProperties(Symbol).QuoteCurrency
};
}
///
/// Gets the expected status of the market-on-close order during testing.
///
///
/// Returns because this order type is tested
/// when the market is open, meaning it remains in the submitted state until market close.
///
public override OrderStatus ExpectedStatus => OrderStatus.Submitted;
///
/// Gets a value indicating whether cancellation is expected for this order type.
///
///
/// Always returns true because market-on-close orders can be canceled before execution.
///
public override bool ExpectedCancellationResult => true;
}