/* * 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 System.Collections.Generic; using System.Linq; using System.Threading; using QuantConnect.Logging; using QuantConnect.Orders; using QuantConnect.Securities; namespace QuantConnect.Tests.Brokerages { /// /// Provides a test implementation of order mapping /// public class OrderProvider : IOrderProvider { private int _orderId; private int _groupOrderManagerId; private protected readonly IList _orders; private readonly object _lock = new object(); public OrderProvider(IList orders) { _orders = orders; } public OrderProvider() { _orders = new List(); } public void Add(Order order) { order.Id = Interlocked.Increment(ref _orderId); if (order.GroupOrderManager != null && order.GroupOrderManager.Id == 0) { order.GroupOrderManager.Id = Interlocked.Increment(ref _groupOrderManagerId); } lock (_lock) { _orders.Add(order); } } public int OrdersCount => _orders.Count; public Order GetOrderById(int orderId) { Order order; lock (_lock) { order = _orders.FirstOrDefault(x => x.Id == orderId); } return order; } public List GetOrdersByBrokerageId(string brokerageId) { lock (_lock) { return _orders.Where(o => o.BrokerId.Contains(brokerageId)).Select(o => o.Clone()).ToList(); } } public IEnumerable GetOrderTickets(Func filter = null) { throw new NotImplementedException("This method has not been implemented"); } public IEnumerable GetOpenOrderTickets(Func filter = null) { throw new NotImplementedException(); } public OrderTicket GetOrderTicket(int orderId) { throw new NotImplementedException("This method has not been implemented"); } public IEnumerable GetOrders(Func filter) { return _orders.Where(filter).Select(x => x.Clone()); } public List GetOpenOrders(Func filter = null) { return _orders.Where(x => x.Status.IsOpen() && (filter == null || filter(x))).Select(x => x.Clone()).ToList(); } /// /// Brokerage order id change is applied to the target order /// internal void HandlerBrokerageOrderIdChangedEvent(BrokerageOrderIdChangedEvent brokerageOrderIdChangedEvent) { lock (_lock) { var originalOrder = _orders.FirstOrDefault(x => x.Id == brokerageOrderIdChangedEvent.OrderId); if (originalOrder == null) { // shouldn't happen but let's be careful Log.Error($"OrderProvider.HandlerBrokerageOrderIdChangedEvent(): Lean order id {brokerageOrderIdChangedEvent.OrderId} not found"); return; } originalOrder.BrokerId = brokerageOrderIdChangedEvent.BrokerId; } } public ProjectedHoldings GetProjectedHoldings(Security security) { throw new NotImplementedException(); } } }