[bugfix] partial order execution iterpending reported incorrectly (me…

…mentum#403)

Community discussion:
https://community.backtrader.com/topic/2256/partial-order-execution-question

Issue:
backtrader2#7

backtrader/order.py

@@ -214,8 +214,8 @@ def markpending(self):
         self.p1, self.p2 = self.p2, len(self.exbits)
 
     def clone(self):
+        self.markpending()
         obj = copy(self)
-        obj.markpending()
         return obj
 
 

tests/test_order.py

@@ -0,0 +1,125 @@
+#!/usr/bin/env python
+# -*- coding: utf-8; py-indent-offset:4 -*-
+###############################################################################
+#
+# Copyright (C) 2015-2020 Daniel Rodriguez
+#
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+#
+# You should have received a copy of the GNU General Public License
+# along with this program.  If not, see <http://www.gnu.org/licenses/>.
+#
+###############################################################################
+from __future__ import (absolute_import, division, print_function,
+                        unicode_literals)
+
+import backtrader as bt
+from backtrader import Order, Position
+
+
+class FakeCommInfo(object):
+    def getvaluesize(self, size, price):
+        return 0
+
+    def profitandloss(self, size, price, newprice):
+        return 0
+
+    def getoperationcost(self, size, price):
+        return 0.0
+
+    def getcommission(self, size, price):
+        return 0.0
+
+
+class FakeData(object):
+    '''
+    Minimal interface to avoid errors when trade tries to get information from
+    the data during the test
+    '''
+    def __len__(self):
+        return 0
+
+    @property
+    def datetime(self):
+        return [0.0]
+
+    @property
+    def close(self):
+        return [0.0]
+
+
+def _execute(position, order, size, price, partial):
+    # Find position and do a real update - accounting happens here
+    pprice_orig = position.price
+    psize, pprice, opened, closed = position.update(size, price)
+
+    comminfo = order.comminfo
+    closedvalue = comminfo.getoperationcost(closed, pprice_orig)
+    closedcomm = comminfo.getcommission(closed, price)
+
+    openedvalue = comminfo.getoperationcost(opened, price)
+    openedcomm = comminfo.getcommission(opened, price)
+
+    pnl = comminfo.profitandloss(-closed, pprice_orig, price)
+    margin = comminfo.getvaluesize(size, price)
+
+    order.execute(order.data.datetime[0],
+                  size, price,
+                  closed, closedvalue, closedcomm,
+                  opened, openedvalue, openedcomm,
+                  margin, pnl,
+                  psize, pprice)  # pnl
+
+    if partial:
+        order.partial()
+    else:
+        order.completed()
+
+
+def test_run(main=False):
+    position = Position()
+    comminfo = FakeCommInfo()
+    order = bt.BuyOrder(data=FakeData(),
+                        size=100, price=1.0,
+                        exectype=bt.Order.Market,
+                        simulated=True)
+    order.addcomminfo(comminfo)
+
+    ### Test that partially updating order will maintain correct iterpending sequence
+    ### (Orders are cloned for each notification. The pending bits should be reported
+    ###  related to the previous notification (clone))
+
+    # Add two bits and validate we have two pending bits
+    _execute(position, order, 10, 1.0, True)
+    _execute(position, order, 20, 1.1, True)
+
+    clone = order.clone()
+    pending = clone.executed.getpending()
+    assert len(pending) == 2
+    assert pending[0].size == 10
+    assert pending[0].price == 1.0
+    assert pending[1].size == 20
+    assert pending[1].price == 1.1
+
+    # Add additional two bits and validate we still have two pending bits after clone
+    _execute(position, order, 30, 1.2, True)
+    _execute(position, order, 40, 1.3, False)
+
+    clone = order.clone()
+    pending = clone.executed.getpending()
+    assert len(pending) == 2
+    assert pending[0].size == 30
+    assert pending[0].price == 1.2
+    assert pending[1].size == 40
+    assert pending[1].price == 1.3
+
+if __name__ == '__main__':
+    test_run(main=True)