Introduce new OrderPosition enum (#7730)

Brokerages/Brokerage.cs

@@ -411,6 +411,24 @@ public virtual IEnumerable<BaseData> GetHistory(HistoryRequest request)
             return Enumerable.Empty<BaseData>();
         }
 
+        /// <summary>
+        /// Gets the position that might result given the specified order direction and the current holdings quantity.
+        /// This is useful for brokerages that require more specific direction information than provided by the OrderDirection enum
+        /// (e.g. Tradier differentiates Buy/Sell and BuyToOpen/BuyToCover/SellShort/SellToClose)
+        /// </summary>
+        /// <param name="orderDirection">The order direction</param>
+        /// <param name="holdingsQuantity">The current holdings quantity</param>
+        /// <returns>The order position</returns>
+        protected static OrderPosition GetOrderPosition(OrderDirection orderDirection, decimal holdingsQuantity)
+        {
+            return orderDirection switch
+            {
+                OrderDirection.Buy => holdingsQuantity >= 0 ? OrderPosition.BuyToOpen : OrderPosition.BuyToClose,
+                OrderDirection.Sell => holdingsQuantity <= 0 ? OrderPosition.SellToOpen : OrderPosition.SellToClose,
+                _ => throw new ArgumentOutOfRangeException(nameof(orderDirection), orderDirection, "Invalid order direction")
+            };
+        }
+
         #region IBrokerageCashSynchronizer implementation
 
         /// <summary>

Common/Orders/OrderTypes.cs

@@ -106,6 +106,32 @@ public enum OrderDirection
         Hold
     }
 
+    /// <summary>
+    /// Position of the order
+    /// </summary>
+    public enum OrderPosition
+    {
+        /// <summary>
+        /// Indicates the buy order will result in a long position, starting either from zero or an existing long position (0)
+        /// </summary>
+        BuyToOpen,
+
+        /// <summary>
+        /// Indicates the buy order is starting from an existing short position, resulting in a closed or long position (1)
+        /// </summary>
+        BuyToClose,
+
+        /// <summary>
+        /// Indicates the sell order will result in a short position, starting either from zero or an existing short position (2)
+        /// </summary>
+        SellToOpen,
+
+        /// <summary>
+        /// Indicates the sell order is starting from an existing long position, resulting in a closed or short position (3)
+        /// </summary>
+        SellToClose,
+    }
+
     /// <summary>
     /// Fill status of the order class.
     /// </summary>

Tests/Brokerages/DefaultBrokerageTests.cs

@@ -0,0 +1,96 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * 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.
+*/
+
+using System;
+using System.Collections.Generic;
+using NUnit.Framework;
+using QuantConnect.Brokerages;
+using QuantConnect.Orders;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Tests.Brokerages
+{
+    /// <summary>
+    /// Additional tests for the base <see cref="Brokerage"/> class
+    /// </summary>
+    public class DefaultBrokerageTests
+    {
+        [TestCase(OrderDirection.Buy, 0, ExpectedResult = OrderPosition.BuyToOpen)]
+        [TestCase(OrderDirection.Buy, 100, ExpectedResult = OrderPosition.BuyToOpen)]
+        [TestCase(OrderDirection.Buy, -100, ExpectedResult = OrderPosition.BuyToClose)]
+        [TestCase(OrderDirection.Sell, 0, ExpectedResult = OrderPosition.SellToOpen)]
+        [TestCase(OrderDirection.Sell, 100, ExpectedResult = OrderPosition.SellToClose)]
+        [TestCase(OrderDirection.Sell, -100, ExpectedResult = OrderPosition.SellToOpen)]
+        public OrderPosition GetsOrderPosition(OrderDirection direction, decimal holdingsQuantity)
+        {
+            return TestableBrokerage.GetOrderPositionPublic(direction, holdingsQuantity);
+        }
+
+        private class TestableBrokerage : Brokerage
+        {
+            public TestableBrokerage(string name) : base(name)
+            {
+            }
+
+            public override bool IsConnected => throw new NotImplementedException();
+
+            public override bool CancelOrder(Order order)
+            {
+                throw new NotImplementedException();
+            }
+
+            public override void Connect()
+            {
+                throw new NotImplementedException();
+            }
+
+            public override void Disconnect()
+            {
+                throw new NotImplementedException();
+            }
+
+            public override List<Holding> GetAccountHoldings()
+            {
+                throw new NotImplementedException();
+            }
+
+            public override List<CashAmount> GetCashBalance()
+            {
+                throw new NotImplementedException();
+            }
+
+            public override List<Order> GetOpenOrders()
+            {
+                throw new NotImplementedException();
+            }
+
+            public override bool PlaceOrder(Order order)
+            {
+                throw new NotImplementedException();
+            }
+
+            public override bool UpdateOrder(Order order)
+            {
+                throw new NotImplementedException();
+            }
+
+            public static OrderPosition GetOrderPositionPublic(OrderDirection direction, decimal holdingsQuantity)
+            {
+                return GetOrderPosition(direction, holdingsQuantity);
+            }
+        }
+
+    }
+}