feat: global OrderProperties property in abstract Brokerage class to liquidate positions with specific properties (#8938)

fix: missed OrderStatus in ...OrderTestParameters classes
feat: override ToString() in ...OrderTestParameters classes

Author: Romazes

Tests/Brokerages/BrokerageTests.cs

@@ -279,6 +279,16 @@ protected void CancelOpenOrders()
         /// </summary>
         protected abstract SecurityType SecurityType { get; }
 
+        /// <summary>
+        /// Global order properties used to manage and properly liquidate positions.
+        /// </summary>
+        /// <remarks>
+        /// This property is initialized before/after each brokerage test. It is used to
+        /// ensure that any pre-existing positions are liquidated correctly and that
+        /// new orders are created with the necessary properties (e.g., specific Route,
+        /// Account) to ensure proper execution during the test.
+        protected virtual OrderProperties OrderProperties { get; }
+
         /// <summary>
         /// Returns whether or not the brokers order methods implementation are async
         /// </summary>
@@ -775,10 +785,10 @@ protected static void ProcessFeed(IEnumerator<BaseData> enumerator, Cancellation
             }, cancellationToken.Token);
         }
 
-        private MarketOrder GetMarketOrder(Symbol symbol, decimal quantity)
+        private Order GetMarketOrder(Symbol symbol, decimal quantity)
         {
-            var properties = SymbolPropertiesDatabase.FromDataFolder().GetSymbolProperties(symbol.ID.Market, symbol, symbol.SecurityType, Brokerage?.AccountBaseCurrency ?? Currencies.USD);
-            return new MarketOrder(symbol, quantity, DateTime.UtcNow) { Id = 1, PriceCurrency = properties.QuoteCurrency };
+            var mkt = new MarketOrderTestParameters(symbol, OrderProperties);
+            return quantity > 0 ? mkt.CreateLongOrder(quantity) : mkt.CreateShortOrder(quantity);
         }
     }
 }

Tests/Brokerages/LimitIfTouchedOrderTestParameters.cs

@@ -85,6 +85,11 @@ public override bool ModifyOrderToFill(IBrokerage brokerage, Order order, decima
         public override OrderStatus ExpectedStatus => OrderStatus.Submitted;
 
         public override bool ExpectedCancellationResult => true;
+
+        public override string ToString()
+        {
+            return $"{OrderType.LimitIfTouched}: {SecurityType}, {Symbol}";
+        }
     }
 
     // to be used with brokerages which do not support UpdateOrder

Tests/Brokerages/LimitOrderTestParameters.cs

@@ -76,6 +76,11 @@ public override bool ModifyOrderToFill(IBrokerage brokerage, Order order, decima
         public override OrderStatus ExpectedStatus => OrderStatus.Submitted;
 
         public override bool ExpectedCancellationResult => true;
+
+        public override string ToString()
+        {
+            return $"{OrderType.Limit}: {SecurityType}, {Symbol}";
+        }
     }
 
     // to be used with brokerages which do not support UpdateOrder

Tests/Brokerages/MarketOnCloseOrderTestParameters.cs

@@ -44,6 +44,7 @@ public override Order CreateShortOrder(decimal quantity)
     {
         return new MarketOnCloseOrder(Symbol, -Math.Abs(quantity), DateTime.UtcNow, properties: Properties)
         {
+            Status = OrderStatus.New,
             OrderSubmissionData = OrderSubmissionData,
             PriceCurrency = GetSymbolProperties(Symbol).QuoteCurrency
         };
@@ -58,6 +59,7 @@ public override Order CreateLongOrder(decimal quantity)
     {
         return new MarketOnCloseOrder(Symbol, Math.Abs(quantity), DateTime.UtcNow, properties: Properties)
         {
+            Status = OrderStatus.New,
             OrderSubmissionData = OrderSubmissionData,
             PriceCurrency = GetSymbolProperties(Symbol).QuoteCurrency
         };
@@ -79,4 +81,9 @@ public override Order CreateLongOrder(decimal quantity)
     /// Always returns <c>true</c> because market-on-close orders can be canceled before execution.
     /// </remarks>
     public override bool ExpectedCancellationResult => true;
+
+    public override string ToString()
+    {
+        return $"{OrderType.MarketOnClose}: {SecurityType}, {Symbol}";
+    }
 }

Tests/Brokerages/MarketOnOpenOrderTestParameters.cs

@@ -44,6 +44,7 @@ public override Order CreateShortOrder(decimal quantity)
     {
         return new MarketOnOpenOrder(Symbol, -Math.Abs(quantity), DateTime.UtcNow, properties: Properties)
         {
+            Status = OrderStatus.New,
             OrderSubmissionData = OrderSubmissionData,
             PriceCurrency = GetSymbolProperties(Symbol).QuoteCurrency
         };
@@ -58,6 +59,7 @@ public override Order CreateLongOrder(decimal quantity)
     {
         return new MarketOnOpenOrder(Symbol, Math.Abs(quantity), DateTime.UtcNow, properties: Properties)
         {
+            Status = OrderStatus.New,
             OrderSubmissionData = OrderSubmissionData,
             PriceCurrency = GetSymbolProperties(Symbol).QuoteCurrency
         };
@@ -79,4 +81,9 @@ public override Order CreateLongOrder(decimal quantity)
     /// Always returns <c>true</c> because market-on-open orders can be canceled before execution.
     /// </remarks>
     public override bool ExpectedCancellationResult => true;
+
+    public override string ToString()
+    {
+        return $"{OrderType.MarketOnOpen}: {SecurityType}, {Symbol}";
+    }
 }

Tests/Brokerages/MarketOrderTestParameters.cs

@@ -57,5 +57,10 @@ public override bool ModifyOrderToFill(IBrokerage brokerage, Order order, decima
         public override OrderStatus ExpectedStatus => OrderStatus.Filled;
 
         public override bool ExpectedCancellationResult => false;
+
+        public override string ToString()
+        {
+            return $"{OrderType.Market}: {SecurityType}, {Symbol}";
+        }
     }
 }

Tests/Brokerages/OrderTestParameters.cs

@@ -44,6 +44,7 @@ public MarketOrder CreateLongMarketOrder(decimal quantity)
         {
             return new MarketOrder(Symbol, Math.Abs(quantity), DateTime.Now, properties: Properties)
             {
+                Status = OrderStatus.New,
                 OrderSubmissionData = OrderSubmissionData,
                 PriceCurrency = GetSymbolProperties(Symbol).QuoteCurrency
             };
@@ -52,6 +53,7 @@ public MarketOrder CreateShortMarketOrder(decimal quantity)
         {
             return new MarketOrder(Symbol, -Math.Abs(quantity), DateTime.Now, properties: Properties)
             {
+                Status = OrderStatus.New,
                 OrderSubmissionData = OrderSubmissionData,
                 PriceCurrency = GetSymbolProperties(Symbol).QuoteCurrency
             };

Tests/Brokerages/StopLimitOrderTestParameters.cs

@@ -74,6 +74,11 @@ public override bool ModifyOrderToFill(IBrokerage brokerage, Order order, decima
         public override OrderStatus ExpectedStatus => OrderStatus.Submitted;
 
         public override bool ExpectedCancellationResult => true;
+
+        public override string ToString()
+        {
+            return $"{OrderType.StopLimit}: {SecurityType}, {Symbol}";
+        }
     }
 
     // to be used with brokerages which do not support UpdateOrder

Tests/Brokerages/StopMarketOrderTestParameters.cs

@@ -72,6 +72,11 @@ public override bool ModifyOrderToFill(IBrokerage brokerage, Order order, decima
         public override OrderStatus ExpectedStatus => OrderStatus.Submitted;
 
         public override bool ExpectedCancellationResult => true;
+
+        public override string ToString()
+        {
+            return $"{OrderType.StopMarket}: {SecurityType}, {Symbol}";
+        }
     }
 
     // to be used with brokerages which do not support UpdateOrder

Tests/Brokerages/TrailingStopOrderTestParameters.cs

@@ -61,5 +61,10 @@ public override Order CreateLongOrder(decimal quantity)
         public override OrderStatus ExpectedStatus => OrderStatus.Submitted;
 
         public override bool ExpectedCancellationResult => false;
+
+        public override string ToString()
+        {
+            return $"{OrderType.TrailingStop}: {SecurityType}, {Symbol}";
+        }
     }
 }