# # Copyright 2014 Quantopian, Inc. # # 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. from nose_parameterized import parameterized from unittest import TestCase from zipline.finance.blotter import Blotter from zipline.finance.execution import ( LimitOrder, MarketOrder, StopLimitOrder, StopOrder, ) from zipline.utils.test_utils import( setup_logger, teardown_logger, ) class BlotterTestCase(TestCase): def setUp(self): setup_logger(self) def tearDown(self): teardown_logger(self) @parameterized.expand([(MarketOrder(), None, None), (LimitOrder(10), 10, None), (StopOrder(10), None, 10), (StopLimitOrder(10, 20), 10, 20)]) def test_blotter_order_types(self, style_obj, expected_lmt, expected_stp): blotter = Blotter() blotter.order(24, 100, style_obj) result = blotter.open_orders[24][0] self.assertEqual(result.limit, expected_lmt) self.assertEqual(result.stop, expected_stp)