/// <summary>
/// Called when a publisher has committed an event to the <see cref="T:Disruptor.RingBuffer`1"/>
/// </summary>
/// <param name="data">Data committed to the <see cref="T:Disruptor.RingBuffer`1"/></param><param name="sequence">Sequence number committed to the <see cref="T:Disruptor.RingBuffer`1"/></param><param name="endOfBatch">flag to indicate if this is the last event in a batch from the <see cref="T:Disruptor.RingBuffer`1"/></param>
public void OnNext(Dictionary <TradeParameters, string> data, long sequence, bool endOfBatch)
{
// Send Request to Client
_reportingEngineClient.RequestProfitLossReport(data);
}
public void RequestProfitLossReport_AddTradesToDatabaseForTheIntendedReport__RetrieveResults_Successful_DeleteAddedEntries()
{
var dataEventReceived = false;
ProfitLossStats report = null;
var arguments = new Dictionary <TradeParameters, string>();
#region Insert Trade Data in DB
ITradeRepository tradeRespository = ContextRegistry.GetContext()["TradeRepository"] as ITradeRepository;
// Contains Trades which are created in the Test Case
IList <Trade> localTradesList = new List <Trade>();
// Save New Trade
{
Trade trade = new Trade(TradeSide.Buy, 20, 113, "FilterTestCase", "C00", new Security()
{
Symbol = "GOOG"
}, new DateTime(2015, 01, 21, 18, 20, 57));
trade.CompletionTime = new DateTime(2015, 01, 21, 18, 20, 58);
Dictionary <string, int> executionDetails = new Dictionary <string, int>();
executionDetails.Add("C00", 20);
executionDetails.Add("C01", -20);
trade.ExecutionDetails = executionDetails;
//add Trade to database
tradeRespository.AddUpdate(trade);
// Add to list
localTradesList.Add(trade);
}
// Save New Trade
{
Trade trade = new Trade(TradeSide.Sell, 20, 113, "FilterTestCase", "C02", new Security()
{
Symbol = "GOOG"
}, new DateTime(2015, 01, 21, 18, 20, 58));
trade.CompletionTime = new DateTime(2015, 01, 21, 18, 20, 59);
Dictionary <string, int> executionDetails = new Dictionary <string, int>();
executionDetails.Add("C02", -20);
executionDetails.Add("C03", 20);
trade.ExecutionDetails = executionDetails;
//add Trade to database
tradeRespository.AddUpdate(trade);
// Add to list
localTradesList.Add(trade);
}
// Save New Trade
{
Trade trade = new Trade(TradeSide.Buy, 20, 113, "FilterTestCase", "C04", new Security()
{
Symbol = "GOOG"
}, new DateTime(2015, 01, 21, 18, 20, 59));
trade.CompletionTime = new DateTime(2015, 01, 21, 18, 21, 00);
Dictionary <string, int> executionDetails = new Dictionary <string, int>();
executionDetails.Add("C04", 20);
executionDetails.Add("C05", -20);
trade.ExecutionDetails = executionDetails;
//add Trade to database
tradeRespository.AddUpdate(trade);
// Add to list
localTradesList.Add(trade);
}
// Wait for Transactions to complete
Thread.Sleep(1000);
// Add Filter Parameters
arguments.Add(TradeParameters.TradeSide, Convert.ChangeType(TradeSide.Buy, TradeSide.Buy.GetTypeCode()).ToString());
arguments.Add(TradeParameters.TradeSize, "20");
arguments.Add(TradeParameters.StartTime, "2015-01-21 18:20:57");
arguments.Add(TradeParameters.CompletionTime, "2015-01-21 18:21:00");
arguments.Add(TradeParameters.ExecutionProvider, "FilterTestCase");
#endregion
if (_reportingEngineClient != null)
{
var manualReportEvent = new ManualResetEvent(false);
// Hook Event
_reportingEngineClient.ProfitLossReportReceivedEvent += delegate(ProfitLossStats obj)
{
report = obj;
dataEventReceived = true;
manualReportEvent.Set();
};
// Request Profit Loss Report
_reportingEngineClient.RequestProfitLossReport(arguments);
manualReportEvent.WaitOne(3000, false);
}
Assert.IsNotNull(report);
Assert.IsTrue(dataEventReceived, "Report Event");
Assert.AreEqual(2, report.Trades.Count, "Return Count");
// Delete Trades Generated for Test Case
foreach (Trade trade in localTradesList)
{
tradeRespository.Delete(trade);
}
}
