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Roman Yavnikov 3f8fd6ac3d
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Feature: support ComboLimit Order type in TastyTrade and refactor BrokerageTests (#9003)
* feat: support new OrderType in TastytradeBrokerageModel

* feat: extension GetGroupQuantity

* refactor: WaitOneAssertFail to return bool

* refactor: GetOpenOrders in BrokerageTests

* feat: display holdings when begin/end test run

* refactor: brokerageTest class to support handle combo order
feat: comboOrderTestParameters
feat: tastytrade option strategy algo

* refactor: Tastytrade Algo BullCallSpread

* feat: Bull/Bear-CallSpread test cases in BrokerageTests
feat: ComboLimitOrderTestParameters

* fix: remove static in ComboLimitOrderTestParameters of ExpectedStatus

* feat: restrict submit combo limit cross zero orders in Tastytrade
test:feat: submit combo limit cross zero test cases in tastytrade

* test:fix: missed test helper to c9907b23

* refactor: GetGroupQuantityByEachLegQuantity
feat: overload GreatestCommonDivisor
test:feat: GetGroupQuantityByEachLegQuantity

* test:feat: extra test cases to GetGroupQuantity to 925c214a

* test:refactor: take out Cancel Status update in HandleEvents()

* feat: prop Direction in Leg

* Revert "feat: prop Direction in Leg"

This reverts commit 4f92f97b630a157d3972c2321473d87c330c26c8.

* refactor: ComboLimitOrderTestParameters

* test:refactor: CancelOrders

* test:feat: add missed xml description

* test:feat: support ModifyUntilFilled Combo orders

* test:feat: Long/Short-Combo unit tests

* test:fix: compare all status if it is combo order type

* test:refactor: applyOrderUpdate in gracefully way in LimitOrderTestParameters

* remover: Tastytrade algo

* test:feat: create new BaseOrderTestParameters with helper methods
test:rename: method in ComboOrderTestParameters
test:remove: duplication
2025-10-06 23:42:30 +03:00

59 lines
2.5 KiB
C#

/*
* 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.Threading;
using Newtonsoft.Json.Linq;
using NUnit.Framework;
namespace QuantConnect.Tests
{
/// <summary>
/// Provides extension methods to make test code easier to read/write
/// </summary>
public static class TestExtensions
{
/// <summary>
/// Calls <see cref="WaitHandle.WaitOne(int)"/> on the specified <see cref="WaitHandle"></see> and then
/// call <see cref="Assert.Fail(string)"/> if <paramref name="wait"/> was not set.
/// </summary>
/// <param name="wait">The <see cref="WaitHandle"/></param> instance to wait on
/// <param name="milliseconds">The timeout, in milliseconds</param>
/// <param name="message">The message to fail with, null to fail with no message</param>
/// <returns>True if the <see cref="WaitHandle"/> was signaled; otherwise, the test fails.</returns>
public static bool WaitOneAssertFail(this WaitHandle wait, int milliseconds, string message = null)
{
if (!wait.WaitOne(milliseconds))
{
Assert.Fail(message);
return false;
}
return true;
}
/// <summary>
/// Asserts that the two JObject instances are equal. This uses <see cref="JToken.DeepEquals"/> wrapped w/ better failure messages
/// </summary>
/// <param name="expected">The expected value</param>
/// <param name="actual">The actual value</param>
/// <param name="property">The property to assert</param>
public static void IsEqualTo(this JObject expected, JObject actual, string property)
{
var e = expected.SelectToken(property);
var a = actual.SelectToken(property);
Assert.IsTrue(JToken.DeepEquals(e, a), $"{property}: Expected {e}. Actual {a}");
}
}
}