@Test
public void testGetDefaultTagList() {
List<TagValue> expected = new ArrayList<>();
expected.add(new TagValue("XYZ", "XYZ"));
assertEquals(expected, IbUtils.getDefaultTagList());
}
@Test
public void testGetContractMultiplier_NullMultiplier() {
FuturesTicker ticker = new FuturesTicker();
ticker.setSymbol("HG");
assertNull(IbUtils.getIbMultiplier(ticker));
}
@Test
public void testGetDefaultTagVector() {
Vector<TagValue> expected = new Vector<>();
expected.add(new TagValue("XYZ", "XYZ"));
assertEquals(expected, IbUtils.getDefaultTagVector());
}
@Test
public void testGetContractMultiplier() {
FuturesTicker ticker = new FuturesTicker();
ticker.setSymbol("ZC");
ticker.setContractMultiplier(new BigDecimal(50.0));
assertEquals(new BigDecimal(5000.0), IbUtils.getIbMultiplier(ticker));
ticker.setSymbol("ZS");
assertEquals(new BigDecimal(5000.0), IbUtils.getIbMultiplier(ticker));
ticker.setSymbol("ZW");
assertEquals(new BigDecimal(5000.0), IbUtils.getIbMultiplier(ticker));
ticker.setSymbol("HG");
assertEquals(new BigDecimal(50.0), IbUtils.getIbMultiplier(ticker));
}
@Test
public void testGetOrderStatus() {
assertEquals(OrderStatus.Status.NEW, IbUtils.getOrderStatus("PendingSubmit"));
assertEquals(OrderStatus.Status.PENDING_CANCEL, IbUtils.getOrderStatus("PendingCancel"));
assertEquals(OrderStatus.Status.NEW, IbUtils.getOrderStatus("PreSubmitted"));
assertEquals(OrderStatus.Status.NEW, IbUtils.getOrderStatus("Submitted"));
assertEquals(OrderStatus.Status.CANCELED, IbUtils.getOrderStatus("Cancelled"));
assertEquals(OrderStatus.Status.FILLED, IbUtils.getOrderStatus("Filled"));
assertEquals(OrderStatus.Status.CANCELED, IbUtils.getOrderStatus("Inactive"));
assertEquals(OrderStatus.Status.UNKNOWN, IbUtils.getOrderStatus("foo"));
}
@Test
public void testGetQuoteType() {
assertEquals(QuoteType.BID, IbUtils.getQuoteType(1));
assertEquals(QuoteType.ASK, IbUtils.getQuoteType(2));
assertEquals(QuoteType.LAST, IbUtils.getQuoteType(4));
assertEquals(QuoteType.CLOSE, IbUtils.getQuoteType(9));
assertEquals(QuoteType.OPEN, IbUtils.getQuoteType(14));
assertEquals(QuoteType.VOLUME, IbUtils.getQuoteType(8));
assertEquals(QuoteType.UNKNOWN, IbUtils.getQuoteType(99));
}
@Test
public void testTranslateFuturesSymbol() {
assertEquals("CAD", IbUtils.translateToIbFuturesSymbol("6C"));
assertEquals("EUR", IbUtils.translateToIbFuturesSymbol("6E"));
assertEquals("JPY", IbUtils.translateToIbFuturesSymbol("6J"));
assertEquals("CHF", IbUtils.translateToIbFuturesSymbol("6S"));
assertEquals("GBP", IbUtils.translateToIbFuturesSymbol("6B"));
assertEquals("GBP", IbUtils.translateToIbFuturesSymbol("GBP"));
}
@Test
public void testGetTif() {
TradeOrder.Duration[] values = TradeOrder.Duration.values();
for (TradeOrder.Duration value : values) {
assertNotNull(IbUtils.getTif(value));
}
assertEquals("DAY", IbUtils.getTif(TradeOrder.Duration.DAY));
assertEquals("GTC", IbUtils.getTif(TradeOrder.Duration.GOOD_UNTIL_CANCELED));
assertEquals("IOC", IbUtils.getTif(TradeOrder.Duration.FILL_OR_KILL));
assertEquals("GTD", IbUtils.getTif(TradeOrder.Duration.GOOD_UTNIL_TIME));
assertEquals("OPG", IbUtils.getTif(TradeOrder.Duration.MARKET_ON_OPEN));
assertEquals("DAY", IbUtils.getTif(null));
}
@Test
public void testGetSecurityType() {
InstrumentType[] values = InstrumentType.values();
for (InstrumentType value : values) {
assertNotNull(IbUtils.getSecurityType(value));
}
assertEquals("STK", IbUtils.getSecurityType(InstrumentType.STOCK));
assertEquals("OPT", IbUtils.getSecurityType(InstrumentType.OPTION));
assertEquals("CASH", IbUtils.getSecurityType(InstrumentType.FOREX));
assertEquals("FUT", IbUtils.getSecurityType(InstrumentType.FUTURES));
assertEquals("IND", IbUtils.getSecurityType(InstrumentType.INDEX));
assertEquals("BAG", IbUtils.getSecurityType(InstrumentType.COMBO));
}
@Test
public void testGetAction() {
TradeDirection[] values = TradeDirection.values();
for (TradeDirection value : values) {
assertNotNull(IbUtils.getAction(value));
}
assertEquals("BUY", IbUtils.getAction(TradeDirection.BUY));
assertEquals("SELL", IbUtils.getAction(TradeDirection.SELL));
assertEquals("SELL", IbUtils.getAction(TradeDirection.SELL_SHORT));
assertEquals("BUY", IbUtils.getAction(TradeDirection.BUY_TO_COVER));
try {
IbUtils.getAction(null);
fail();
} catch (IllegalStateException ex) {
// this should happen
}
}
@Test
public void testGetOrderType() {
// First make sure we have a mapping for all types.
TradeOrder.Type[] values = TradeOrder.Type.values();
for (TradeOrder.Type value : values) {
assertNotNull(IbUtils.getOrderType(value));
}
assertEquals("MKT", IbUtils.getOrderType(TradeOrder.Type.MARKET));
assertEquals("LMT", IbUtils.getOrderType(TradeOrder.Type.LIMIT));
assertEquals("STP", IbUtils.getOrderType(TradeOrder.Type.STOP));
assertEquals("MKT", IbUtils.getOrderType(TradeOrder.Type.MARKET_ON_OPEN));
assertEquals("MOC", IbUtils.getOrderType(TradeOrder.Type.MARKET_ON_CLOSE));
try {
IbUtils.getOrderType(null);
fail();
} catch (IllegalStateException ex) {
// this should happen
}
}
