public void GivenIHaveTheWashTradeRuleParameterValues(Table ruleParameters)
{
if (ruleParameters.RowCount != 1)
{
this._scenarioContext.Pending();
return;
}
var parameters = ruleParameters.CreateInstance <WashTradeApiParameters>();
this._washTradeRuleEquitiesParameters = new WashTradeRuleEquitiesParameters(
"0",
new TimeSpan(parameters.WindowHours, 0, 0),
parameters.UseAverageNetting.GetValueOrDefault(false),
parameters.UseClustering.GetValueOrDefault(false),
parameters.MinimumNumberOfTrades,
parameters.MaximumPositionChangeValue,
parameters.MaximumAbsoluteValueChange,
parameters.MaximumAbsoluteValueChangeCurrency,
parameters.ClusteringPositionMinimumNumberOfTrades,
parameters.ClusteringPercentageValueDifferenceThreshold,
new[] { ClientOrganisationalFactors.None },
true,
true);
}
public void Tuner_AdjustWashTradeField_AsExpected()
{
var tuner = new RuleParameterTuner(this._logger);
var ruleParameters = new WashTradeRuleEquitiesParameters(
"id",
TimeSpan.FromHours(1),
true,
true,
2,
8,
0.3m,
"GBP",
4,
0.2m,
null,
true,
true);
var result = tuner.ParametersFramework(ruleParameters);
Assert.That(result, Is.Not.Null);
Assert.That(result.Count, Is.EqualTo(31));
}
