/* * 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 NUnit.Framework; using QuantConnect.Brokerages; using QuantConnect.Orders; using QuantConnect.Securities; using QuantConnect.Tests.Brokerages; using QuantConnect.Tests.Engine.DataFeeds; using System; using System.Collections.Generic; namespace QuantConnect.Tests.Common.Brokerages { [TestFixture, Parallelizable(ParallelScope.All)] public class AlpacaBrokerageModelTests { private static IEnumerable OrderOusideRegularHoursTestCases { get { yield return new(OrderType.Market, TimeInForce.Day, false); yield return new(OrderType.Market, TimeInForce.GoodTilCanceled, false); yield return new(OrderType.Market, TimeInForce.GoodTilDate(DateTime.UtcNow.AddDays(7)), false); yield return new(OrderType.StopMarket, TimeInForce.Day, false); yield return new(OrderType.StopMarket, TimeInForce.GoodTilCanceled, false); yield return new(OrderType.StopMarket, TimeInForce.GoodTilDate(DateTime.UtcNow.AddDays(7)), false); yield return new(OrderType.StopLimit, TimeInForce.Day, false); yield return new(OrderType.StopLimit, TimeInForce.GoodTilCanceled, false); yield return new(OrderType.StopLimit, TimeInForce.GoodTilDate(DateTime.UtcNow.AddDays(7)), false); yield return new(OrderType.Limit, TimeInForce.Day, true); // The only supported case yield return new(OrderType.Limit, TimeInForce.GoodTilCanceled, false); yield return new(OrderType.Limit, TimeInForce.GoodTilDate(DateTime.UtcNow.AddDays(7)), false); } } [TestCaseSource(nameof(OrderOusideRegularHoursTestCases))] public void CanSubmitOrderWhenOutsideRegularTradingHours(OrderType orderType, TimeInForce timeInForce, bool shouldSubmit) { var security = TestsHelpers.GetSecurity(symbol: "AAPL", securityType: SecurityType.Equity, market: Market.USA); var symbol = security.Symbol; var orderProperties = new AlpacaOrderProperties() { OutsideRegularTradingHours = true, TimeInForce = timeInForce }; Order order = orderType switch { OrderType.Market => new MarketOrder(symbol, 1, DateTime.UtcNow, properties: orderProperties), OrderType.Limit => new LimitOrder(symbol, 1, 100m, DateTime.UtcNow, properties: orderProperties), OrderType.StopMarket => new StopMarketOrder(symbol, 1, 100m, DateTime.UtcNow, properties: orderProperties), OrderType.StopLimit => new StopLimitOrder(symbol, 1, 100m, 90m, DateTime.UtcNow, properties: orderProperties), _ => throw new ArgumentException($"Unsupported order type: {orderType}"), }; var brokerageModel = new AlpacaBrokerageModel(); var canSubmit = brokerageModel.CanSubmitOrder(security, order, out var message); Assert.That(canSubmit, Is.EqualTo(shouldSubmit)); } } }