/*
* 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();
}
}
}