/* * 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.Interfaces; using QuantConnect.Orders; namespace QuantConnect.Tests.Brokerages { public class TrailingStopOrderTestParameters : OrderTestParameters { private readonly decimal _highLimit; private readonly decimal _lowLimit; private readonly decimal _trailingAmount; private readonly bool _trailingAsPercentage; public TrailingStopOrderTestParameters(Symbol symbol, decimal highLimit, decimal lowLimit, decimal trailingAmount, bool trailingAsPercentage, IOrderProperties properties = null, OrderSubmissionData orderSubmissionData = null) : base(symbol, properties, orderSubmissionData) { _highLimit = highLimit; _lowLimit = lowLimit; _trailingAmount = trailingAmount; _trailingAsPercentage = trailingAsPercentage; } public override Order CreateShortOrder(decimal quantity) { return new TrailingStopOrder(Symbol, -Math.Abs(quantity), _lowLimit, _trailingAmount, _trailingAsPercentage, DateTime.UtcNow, properties: Properties) { Status = OrderStatus.New, OrderSubmissionData = OrderSubmissionData, PriceCurrency = GetSymbolProperties(Symbol).QuoteCurrency }; } public override Order CreateLongOrder(decimal quantity) { return new TrailingStopOrder(Symbol, Math.Abs(quantity), _highLimit, _trailingAmount, _trailingAsPercentage, DateTime.UtcNow, properties: Properties) { Status = OrderStatus.New, OrderSubmissionData = OrderSubmissionData, PriceCurrency = GetSymbolProperties(Symbol).QuoteCurrency }; } public override bool ModifyOrderToFill(IBrokerage brokerage, Order order, decimal lastMarketPrice) => false; public override OrderStatus ExpectedStatus => OrderStatus.Submitted; public override bool ExpectedCancellationResult => false; } }