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Regression test assert order list hash

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- Regression tests assert order list hash value
- Normalizing some regression test behavior that had differences between
C# and Py
This commit is contained in:
Martin Molinero
2020-02-19 19:43:57 -03:00
parent 685b231890
commit 0027ab1e66
123 changed files with 391 additions and 201 deletions
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Algorithm.Python/UpdateOrderRegressionAlgorithm.py
+3 -3
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@@ -96,7 +96,7 @@ class UpdateOrderRegressionAlgorithm(QCAlgorithm):
self.Log("TICKET:: {0}".format(ticket))
updateOrderFields = UpdateOrderFields()
updateOrderFields.Quantity = ticket.Quantity + copysign(self.delta_quantity, self.quantity)
updateOrderFields.Tag = "Change quantity: {0}".format(self.Time)
updateOrderFields.Tag = "Change quantity: {0}".format(self.Time.day)
ticket.Update(updateOrderFields)
elif self.Time.day > 13 and self.Time.day < 20:
@@ -105,12 +105,12 @@ class UpdateOrderRegressionAlgorithm(QCAlgorithm):
updateOrderFields = UpdateOrderFields()
updateOrderFields.LimitPrice = self.security.Price*(1 - copysign(self.limit_percentage_delta, ticket.Quantity))
updateOrderFields.StopPrice = self.security.Price*(1 + copysign(self.stop_percentage_delta, ticket.Quantity))
updateOrderFields.Tag = "Change prices: {0}".format(self.Time)
updateOrderFields.Tag = "Change prices: {0}".format(self.Time.day)
ticket.Update(updateOrderFields)
else:
if len(ticket.UpdateRequests) == 2 and ticket.Status is not OrderStatus.Filled:
self.Log("TICKET:: {0}".format(ticket))
ticket.Cancel("{0} and is still open!".format(self.Time))
ticket.Cancel("{0} and is still open!".format(self.Time.day))
self.Log("CANCELLED:: {0}".format(ticket.CancelRequest))