/// <summary>
/// Overrides required data events for backtesting strategy
/// </summary>
private void OverrideStrategyDataEvents()
{
//NOTE: LOCAL Data
_tradeHubStrategy.OverrideTickSubscriptionRequest(_marketRequestListener.SubscribeTickData);
_tradeHubStrategy.OverrideTickUnsubscriptionRequest(_marketRequestListener.UnsubscribeTickData);
_tradeHubStrategy.OverrideBarSubscriptionRequest(_marketRequestListener.SubscribeLiveBars);
_tradeHubStrategy.OverrideBarSubscriptionRequest(_marketRequestListener.SubscribeMultipleLiveBars);
_tradeHubStrategy.OverriderBarUnsubscriptionRequest(_marketRequestListener.UnsubcribeLiveBars);
}
/// <summary>
/// Overrides required data events for backtesting strategy
/// </summary>
private void OverrideStrategyDataEvents()
{
//NOTE: LOCAL Data
_tradeHubStrategy.OverrideTickSubscriptionRequest(_marketRequestListener.SubscribeTickData);
_tradeHubStrategy.OverrideTickUnsubscriptionRequest(_marketRequestListener.UnsubscribeTickData);
_tradeHubStrategy.OverrideBarSubscriptionRequest(_marketRequestListener.SubscribeLiveBars);
_tradeHubStrategy.OverrideBarSubscriptionRequest(_marketRequestListener.SubscribeMultipleLiveBars);
_tradeHubStrategy.OverriderBarUnsubscriptionRequest(_marketRequestListener.UnsubcribeLiveBars);
////NOTE: SX Data
//_tradeHubStrategy.InitializeMarketDataServiceDisruptor(new IEventHandler<RabbitMqMessage>[] { _marketDataListener });
}
public void OverRideTickRequestTestCase()
{
//_tradeHubStrategy.InitializeMarketDataServiceDisruptor(new IEventHandler<RabbitMqMessage>[] { this });
Subscribe subscribe = SubscriptionMessage.TickSubscription("1", new Security()
{
Symbol = "AAPL"
},
"SimulatedExchange");
_tradeHubStrategy.OverrideTickSubscriptionRequest(TickSubscribedRequestReceived);
_tickRequestArrived = false;
_manualTickRequestEvent = new ManualResetEvent(false);
Thread.Sleep(5000);
_tradeHubStrategy.Run();
_manualTickRequestEvent.WaitOne(30000, false);
Assert.AreEqual(true, _tickRequestArrived, "Tick Request Arrived");
}