Update Python regression tests to match C# equivalents

This commit is contained in:
Stefano Raggi
2018-07-02 23:48:47 +02:00
parent f024e57ac1
commit 7a9fc44ccd
8 changed files with 58 additions and 46 deletions
@@ -117,18 +117,19 @@ class UpdateOrderRegressionAlgorithm(QCAlgorithm):
def OnOrderEvent(self, orderEvent):
order = self.Transactions.GetOrderById(orderEvent.OrderId)
ticket = self.Transactions.GetOrderTicket(orderEvent.OrderId);
#order cancelations update CanceledTime
if order.Status == OrderStatus.Canceled and orderEvent.CanceledTime != orderEvent.UtcTime:
if order.Status == OrderStatus.Canceled and order.CanceledTime != orderEvent.UtcTime:
raise ValueError("Expected canceled order CanceledTime to equal canceled order event time.")
#fills update LastFillTime
if (order.Status == OrderStatus.Filled or order.Status == OrderStatus.PartiallyFilled) and order.LastFillTime != orderEvent.UtcTime:
raise ValueError("Expected filled order LastFillTime to equal fill order event time.")
#updates have a status of submitted and the created time will be different from the event time
if order.Status == OrderStatus.Submitted and order.Time != orderEvent.UtcTime and order.LastUpdateTime != orderEvent.UtcTime:
raise ValueError("Expected updated order LastUpdateTime to equal submitted update order event time")
# check the ticket to see if the update was successfully processed
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:
raise ValueError("Expected updated order LastUpdateTime to equal submitted update order event time");
if orderEvent.Status == OrderStatus.Filled:
self.Log("FILLED:: {0} FILL PRICE:: {1}".format(self.Transactions.GetOrderById(orderEvent.OrderId), orderEvent.FillPrice))