public void TestInitialize()
{
symbol1 = "INFY";
symbol2 = "WIPRO";
tick1 = new Tick(1, symbol1, 0.1, DateTime.Now);
tick2 = new Tick(2, symbol2, 2.1, DateTime.Now);
strategy1 = new Mock <IStrategy>();
strategy1.Setup(s => s.Name).Returns("strategy1");
strategy1.Setup(s => s.Symbol).Returns(symbol1);
strategy1.Setup(s => s.OnTick(It.IsNotNull <Tick>())).Verifiable();
strategy2 = new Mock <IStrategy>();
strategy2.Setup(s => s.Name).Returns("strategy2");
strategy2.Setup(s => s.Symbol).Returns(symbol2);
strategy2.Setup(s => s.OnTick(It.IsNotNull <Tick>())).Verifiable();
IUnityContainer container = new UnityContainer();
container.RegisterType <IFeedProvider, CsvFeedProvider>();
List <IFeedProvider> feedProviders = new List <IFeedProvider>();
var symbol1FeedProvider = container.Resolve <IFeedProvider>(new ResolverOverride[] { new ParameterOverride("symbol", symbol1) });
var symbol2FeedProvider = container.Resolve <IFeedProvider>(new ResolverOverride[] { new ParameterOverride("symbol", symbol2) });
feedProviders.Add(symbol1FeedProvider);
feedProviders.Add(symbol2FeedProvider);
FeedAggregator feedAggregator = new FeedAggregator(feedProviders);
dataFeed = new DataFeed(feedAggregator);
}
private int previousTickId = 0;//potential risk in multithreaded environment???? need to check
//constructor
public DataFeed(FeedAggregator feedAggregator)
{
this.FeedAggregator = feedAggregator;
FeedAggregator.NewTickEvent += OnNewTick;
Start();
}