public void Build_Has_Non_Null_Response()
{
var factory = new EquityRuleHighVolumeFactory(_orderFilterService, _equityFactory, _fixedIncomeFactory, _tradingHoursService, this.currencyConverterService, _logger, _tradingHistoryLogger);
var result = factory.Build(_equitiesParameters, _opCtx, _alertStream, _dataRequestSubscriber, RuleRunMode.ForceRun);
Assert.IsNotNull(result);
}
public HighVolumeSteps(ScenarioContext scenarioContext, UniverseSelectionState universeSelectionState)
{
_scenarioContext = scenarioContext;
_universeSelectionState = universeSelectionState;
var exchangeRateApiRepository = A.Fake <IExchangeRateApiCachingDecorator>();
var exchangeRateDto = new ExchangeRateDto
{
DateTime = new DateTime(2018, 01, 01), Name = "GBX/USD", FixedCurrency = "GBX", VariableCurrency = "USD", Rate = 0.02d
};
var exchangeRateDtoJpy = new ExchangeRateDto
{
DateTime = new DateTime(2018, 01, 01),
Name = "USD/JPY",
FixedCurrency = "USD",
VariableCurrency = "JPY",
Rate = 100
};
var exchangeRateDtoGbx = new ExchangeRateDto
{
DateTime = new DateTime(2018, 01, 01),
Name = "GBX/GBX",
FixedCurrency = "GBX",
VariableCurrency = "GBX",
Rate = 1
};
A.CallTo(() =>
exchangeRateApiRepository.GetAsync(A <DateTime> .Ignored, A <DateTime> .Ignored))
.Returns(new Dictionary <DateTime, IReadOnlyCollection <ExchangeRateDto> >
{
{ new DateTime(2018, 01, 01), new ExchangeRateDto[]
{
exchangeRateDto,
exchangeRateDtoJpy,
exchangeRateDtoGbx
} }
});
var repository = A.Fake <IMarketOpenCloseApiCachingDecorator>();
A
.CallTo(() => repository.GetAsync()).
Returns(new ExchangeDto[]
{
new ExchangeDto
{
Code = "XLON",
MarketOpenTime = TimeSpan.FromHours(8),
MarketCloseTime = TimeSpan.FromHours(16),
IsOpenOnMonday = true,
IsOpenOnTuesday = true,
IsOpenOnWednesday = true,
IsOpenOnThursday = true,
IsOpenOnFriday = true,
IsOpenOnSaturday = true,
IsOpenOnSunday = true,
},
new ExchangeDto
{
Code = "NASDAQ",
MarketOpenTime = TimeSpan.FromHours(15),
MarketCloseTime = TimeSpan.FromHours(23),
IsOpenOnMonday = true,
IsOpenOnTuesday = true,
IsOpenOnWednesday = true,
IsOpenOnThursday = true,
IsOpenOnFriday = true,
IsOpenOnSaturday = true,
IsOpenOnSunday = true,
}
});
_tradingHoursService = new MarketTradingHoursService(repository, new NullLogger <MarketTradingHoursService>());
_equityMarketCacheFactory = new UniverseEquityMarketCacheFactory(
new StubRuleRunDataRequestRepository(),
new StubRuleRunDataRequestRepository(),
new NullLogger <UniverseEquityMarketCacheFactory>());
_fixedIncomeMarketCacheFactory = new UniverseFixedIncomeMarketCacheFactory(
new StubRuleRunDataRequestRepository(),
new StubRuleRunDataRequestRepository(),
new NullLogger <UniverseFixedIncomeMarketCacheFactory>());
var currencyLogger = new NullLogger <CurrencyConverterService>();
currencyConverterService = new CurrencyConverterService(exchangeRateApiRepository, currencyLogger);
_universeOrderFilterService = A.Fake <IUniverseEquityOrderFilterService>();
_logger = new NullLogger <HighVolumeRule>();
_tradingLogger = new NullLogger <TradingHistoryStack>();
_ruleCtx = A.Fake <ISystemProcessOperationRunRuleContext>();
_alertStream = A.Fake <IUniverseAlertStream>();
_dataRequestSubscriber = A.Fake <IUniverseDataRequestsSubscriber>();
_equityRuleHighVolumeFactory = new EquityRuleHighVolumeFactory(
_universeOrderFilterService,
_equityMarketCacheFactory,
_fixedIncomeMarketCacheFactory,
_tradingHoursService,
this.currencyConverterService,
_logger,
_tradingLogger);
}