Update Python regression tests to match C# equivalents
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@@ -117,18 +117,19 @@ class UpdateOrderRegressionAlgorithm(QCAlgorithm):
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def OnOrderEvent(self, orderEvent):
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order = self.Transactions.GetOrderById(orderEvent.OrderId)
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ticket = self.Transactions.GetOrderTicket(orderEvent.OrderId);
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#order cancelations update CanceledTime
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if order.Status == OrderStatus.Canceled and orderEvent.CanceledTime != orderEvent.UtcTime:
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if order.Status == OrderStatus.Canceled and order.CanceledTime != orderEvent.UtcTime:
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raise ValueError("Expected canceled order CanceledTime to equal canceled order event time.")
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#fills update LastFillTime
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if (order.Status == OrderStatus.Filled or order.Status == OrderStatus.PartiallyFilled) and order.LastFillTime != orderEvent.UtcTime:
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raise ValueError("Expected filled order LastFillTime to equal fill order event time.")
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#updates have a status of submitted and the created time will be different from the event time
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if order.Status == OrderStatus.Submitted and order.Time != orderEvent.UtcTime and order.LastUpdateTime != orderEvent.UtcTime:
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raise ValueError("Expected updated order LastUpdateTime to equal submitted update order event time")
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# check the ticket to see if the update was successfully processed
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if len([ur for ur in ticket.UpdateRequests if ur.Response is not None and ur.Response.IsSuccess]) > 0 and order.CreatedTime != self.UtcTime and order.LastUpdateTime == None:
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raise ValueError("Expected updated order LastUpdateTime to equal submitted update order event time");
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if orderEvent.Status == OrderStatus.Filled:
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self.Log("FILLED:: {0} FILL PRICE:: {1}".format(self.Transactions.GetOrderById(orderEvent.OrderId), orderEvent.FillPrice))
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