Feature: Validate FillPrice and FillQuantity in `class BrokerageT…

…est` (#8483) * test:feat: validate FillPrice and FillQuantity in Base Brokerage Test * test:refactor: use Exception instead of Log
QuantConnect · Dec 26, 2024 · 9175b86 · 9175b86
1 parent eca4f5b
commit 9175b86
Showing 1 changed file with 18 additions and 1 deletion.
diff --git a/Tests/Brokerages/BrokerageTests.cs b/Tests/Brokerages/BrokerageTests.cs
@@ -156,8 +156,25 @@ private void HandleFillEvents(object sender, List<OrderEvent> ordeEvents)
                     OrderFillEvent.Set();
                 }
 
+                var eventFillPrice = orderEvent.FillPrice;
+                var eventFillQuantity = orderEvent.FillQuantity;
+
+                Assert.Greater(eventFillPrice, 0m);
+
+                switch (orderEvent.Direction)
+                {
+                    case OrderDirection.Buy:
+                        Assert.Greater(eventFillQuantity, 0m);
+                        break;
+                    case OrderDirection.Sell:
+                        Assert.Less(eventFillQuantity, 0m);
+                        break;
+                    default:
+                        throw new ArgumentException($"{nameof(BrokerageTests)}.{nameof(HandleFillEvents)}: Not Recognize order Event Direction = {orderEvent.Direction}");
+                }
+
                 var holding = SecurityProvider.GetSecurity(orderEvent.Symbol).Holdings;
-                holding.SetHoldings(orderEvent.FillPrice, holding.Quantity + orderEvent.FillQuantity);
+                holding.SetHoldings(eventFillPrice, holding.Quantity + eventFillQuantity);
 
                 Log.Trace("--HOLDINGS: " + _securityProvider[orderEvent.Symbol].Holdings);