public void GivenTheFixedIncomeClosePrices(Table table)
{
var rows = TableHelpers.ToEnumerableDictionary(table);
foreach (var row in rows)
{
var item = new SecurityTimeBarQuerySubResponse
{
Identifiers = new SecurityIdentifiers
{
Ric = row["_FixedIncomeSecurity"],
Isin = row["_FixedIncomeSecurity"],
Sedol = row["_FixedIncomeSecurity"],
ExternalIdentifiers = row["_FixedIncomeSecurity"]
},
Timebars =
{
new TimeBar
{
CloseAsk = double.Parse(row["ClosePrice"]),
CloseBid = double.Parse(row["ClosePrice"]),
CurrencyCode = "GBP",
EpochUtc = DateTime.Parse(row["Date"]).ToUniversalTime().ToTimestamp()
}
}
};
_ruleRunner.FixedIncomeClosePriceMock.Add(item);
}
}
public void Add(SecurityTimeBarQuerySubResponse item)
{
_allData.Add(item);
}