/// <summary>
/// Constructor
/// </summary>
/// <param name="pricingSource">Pricing source </param>
/// <param name="updateInterval"> interval between price updates in milli seconds </param>
public PricingEngine(IPricingSource pricingSource, int updateInterval)
{
myPricingSource = pricingSource;
myDispatcherToOwnerThread = Dispatcher.FromThread(Thread.CurrentThread);
myTimer.Interval = updateInterval;
myTimer.Elapsed += OnTimerElapsed;
}
public void TestSetup()
{
mySupportedInstruments = new List <string>()
{
"a", "b", "c", "d"
};
myTestee = new CompositePricingSource(new List <IPricingSource>()
{
myPricingSource1.Object, myPricingSource2.Object
});
myPricingSource1.SetupGet(m => m.SupportedInstruments).Returns(new List <string>()
{
"a", "b"
});
myPricingSource1.Setup(m => m.GetPrice("a")).Returns(10.25);
myPricingSource1.Setup(m => m.GetPrice("b")).Returns(15.25);
myPricingSource2.SetupGet(m => m.SupportedInstruments).Returns(new List <string>()
{
"c", "d"
});
myPricingSource2.Setup(m => m.GetPrice("c")).Returns(80.25);
myPricingSource2.Setup(m => m.GetPrice("d")).Returns(45.25);
}
public void TestSetup()
{
mySupportedInstruments = new List <string>()
{
"a", "b", "c", "d"
};
myTestee = new SimulatedPricingSource(mySupportedInstruments);
}
public void TestTeardown()
{
myTestee = null;
}