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Merged
Martin-Molinero merged 1 commit into from
Jun 18, 2025
Merged

Improve brokerage test cases #26

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47 changes: 30 additions & 17 deletions QuantConnect.TemplateBrokerage.Tests/TemplateBrokerageTests.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -13,10 +13,12 @@
* limitations under the License.
*/

using System;
using NUnit.Framework;
using QuantConnect.Tests;
using QuantConnect.Interfaces;
using QuantConnect.Securities;
using System.Collections.Generic;
using QuantConnect.Tests.Brokerages;

namespace QuantConnect.Brokerages.Template.Tests
Expand All @@ -29,71 +31,82 @@ public partial class TemplateBrokerageTests : BrokerageTests

protected override IBrokerage CreateBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider)
{
throw new System.NotImplementedException();
throw new NotImplementedException();
}
protected override bool IsAsync()
{
throw new System.NotImplementedException();
throw new NotImplementedException();
}

protected override decimal GetAskPrice(Symbol symbol)
{
throw new System.NotImplementedException();
throw new NotImplementedException();
}


/// <summary>
/// Provides the data required to test each order type in various cases
/// </summary>
private static TestCaseData[] OrderParameters()
private static TestCaseData[] OrderParameters(string testName)
{
return new[]
var testCases = new List<TestCaseData>()
{
new TestCaseData(new MarketOrderTestParameters(Symbols.BTCUSD)).SetName("MarketOrder"),
new TestCaseData(new LimitOrderTestParameters(Symbols.BTCUSD, 10000m, 0.01m)).SetName("LimitOrder"),
new TestCaseData(new StopMarketOrderTestParameters(Symbols.BTCUSD, 10000m, 0.01m)).SetName("StopMarketOrder"),
new TestCaseData(new StopLimitOrderTestParameters(Symbols.BTCUSD, 10000m, 0.01m)).SetName("StopLimitOrder"),
new TestCaseData(new LimitIfTouchedOrderTestParameters(Symbols.BTCUSD, 10000m, 0.01m)).SetName("LimitIfTouchedOrder")
new TestCaseData(new MarketOrderTestParameters(Symbols.BTCUSD)).SetName($"{testName}_MarketOrder_BTCUSD"),
new TestCaseData(new LimitOrderTestParameters(Symbols.BTCUSD, 10000m, 0.01m)).SetName($"{testName}_LimitOrder_BTCUSD"),
new TestCaseData(new StopMarketOrderTestParameters(Symbols.BTCUSD, 10000m, 0.01m)).SetName($"{testName}_StopMarketOrder_BTCUSD"),
new TestCaseData(new StopLimitOrderTestParameters(Symbols.BTCUSD, 10000m, 0.01m)).SetName($"{testName}_StopLimitOrder_BTCUSD"),
new TestCaseData(new LimitIfTouchedOrderTestParameters(Symbols.BTCUSD, 10000m, 0.01m)).SetName($"{testName}_LimitIfTouchedOrder_BTCUSD")
};

var optionSymbol = Symbol.CreateOption(Symbols.SPY, Market.USA, OptionStyle.American, OptionRight.Call, 200m, new DateTime(2029, 12, 19));
testCases.Add(new TestCaseData(new MarketOrderTestParameters(optionSymbol)).SetName($"{testName}_MarketOrder_SPY_OPTION"));
return testCases.ToArray();
}
private static TestCaseData[] CancelOrderParameters() => OrderParameters("Cancel");
private static TestCaseData[] LongFromZeroOrderParameters() => OrderParameters("LongFromZero");
private static TestCaseData[] CloseFromLongOrderParameters() => OrderParameters("CloseFromLong");
private static TestCaseData[] ShortFromZeroOrderParameters() => OrderParameters("ShortFromZero");
private static TestCaseData[] CloseFromShortOrderParameters() => OrderParameters("CloseFromShort");
private static TestCaseData[] ShortFromLongOrderParameters() => OrderParameters("ShortFromLong");
private static TestCaseData[] LongFromShortOrderParameters() => OrderParameters("LongFromShort");

[Test, TestCaseSource(nameof(OrderParameters))]
[Test, TestCaseSource(nameof(CancelOrderParameters))]
public override void CancelOrders(OrderTestParameters parameters)
{
base.CancelOrders(parameters);
}

[Test, TestCaseSource(nameof(OrderParameters))]
[Test, TestCaseSource(nameof(LongFromZeroOrderParameters))]
public override void LongFromZero(OrderTestParameters parameters)
{
base.LongFromZero(parameters);
}

[Test, TestCaseSource(nameof(OrderParameters))]
[Test, TestCaseSource(nameof(CloseFromLongOrderParameters))]
public override void CloseFromLong(OrderTestParameters parameters)
{
base.CloseFromLong(parameters);
}

[Test, TestCaseSource(nameof(OrderParameters))]
[Test, TestCaseSource(nameof(ShortFromZeroOrderParameters))]
public override void ShortFromZero(OrderTestParameters parameters)
{
base.ShortFromZero(parameters);
}

[Test, TestCaseSource(nameof(OrderParameters))]
[Test, TestCaseSource(nameof(CloseFromShortOrderParameters))]
public override void CloseFromShort(OrderTestParameters parameters)
{
base.CloseFromShort(parameters);
}

[Test, TestCaseSource(nameof(OrderParameters))]
[Test, TestCaseSource(nameof(ShortFromLongOrderParameters))]
public override void ShortFromLong(OrderTestParameters parameters)
{
base.ShortFromLong(parameters);
}

[Test, TestCaseSource(nameof(OrderParameters))]
[Test, TestCaseSource(nameof(LongFromShortOrderParameters))]
public override void LongFromShort(OrderTestParameters parameters)
{
base.LongFromShort(parameters);
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