Fix: Get GroupOrders ByBrokerageId (#8310)

* fix: Get GroupOrders ByBrokerageId * test:feat: return all combo orders with the same brokerageId
QuantConnect · Sep 10, 2024 · bef045a · bef045a
1 parent 49bf436
commit bef045a
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diff --git a/Engine/TransactionHandlers/BrokerageTransactionHandler.cs b/Engine/TransactionHandlers/BrokerageTransactionHandler.cs
@@ -559,7 +559,9 @@ public List<Order> GetOrdersByBrokerageId(string brokerageId)
         {
             var openOrders = GetOrdersByBrokerageId(brokerageId, _openOrders);
 
-            if (openOrders.Count > 0)
+            if (openOrders.Count > 0
+                // if it's part of a group, some leg could be filled already, not part of open orders
+                && (openOrders[0].GroupOrderManager == null || openOrders[0].GroupOrderManager.Count == openOrders.Count))
             {
                 return openOrders;
             }

diff --git a/Tests/Engine/BrokerageTransactionHandlerTests/BrokerageTransactionHandlerTests.cs b/Tests/Engine/BrokerageTransactionHandlerTests/BrokerageTransactionHandlerTests.cs
@@ -85,6 +85,39 @@ private static SubmitOrderRequest MakeOrderRequest(Security security, OrderType
             };
         }
 
+        [TestCase("1", 3)]
+        public void RetrieveComboOrdersWithTheSameBrokerageIdEvenIfOneOfThemIsFilled(string brokerageOrderId, int expectedComboOrdersCount)
+        {
+            var symbol = Symbols.AAPL;
+            _algorithm.AddSecurity(symbol);
+            _algorithm.Securities[symbol].SetMarketPrice(new Tick(DateTime.UtcNow.AddDays(-1), symbol, 220m, 220m, 220m));
+
+            var brokerageTransactionHandler = new BrokerageTransactionHandler();
+
+            var groupOrderManager = new GroupOrderManager(1, 3, 10);
+
+            var comboOrders = new List<ComboMarketOrder>
+            {
+                new ComboMarketOrder(symbol, 10m, DateTime.UtcNow, groupOrderManager) { Status = OrderStatus.Submitted },
+                new ComboMarketOrder(symbol, -10m, DateTime.UtcNow, groupOrderManager) { Status = OrderStatus.PartiallyFilled },
+                new ComboMarketOrder(symbol, 10m, DateTime.UtcNow, groupOrderManager) { Status = OrderStatus.Filled }
+            };
+
+            foreach (var comboOrder in comboOrders)
+            {
+                comboOrder.BrokerId.Add(brokerageOrderId);
+                brokerageTransactionHandler.AddOpenOrder(comboOrder, _algorithm);
+            }
+
+            var openOrders = brokerageTransactionHandler.GetOrdersByBrokerageId(brokerageOrderId);
+
+            Assert.IsNotEmpty(openOrders);
+            Assert.That(openOrders.Count, Is.EqualTo(expectedComboOrdersCount));
+            Assert.True(openOrders.Any(o => o.Status == OrderStatus.Submitted));
+            Assert.True(openOrders.Any(o => o.Status == OrderStatus.PartiallyFilled));
+            Assert.True(openOrders.Any(o => o.Status == OrderStatus.Filled));
+        }
+
         [Test]
         public void OrderTagIsSetToTheDefaultOne([Values] OrderType orderType)
         {