public void Build_RuleCtx_Null_Throws_Exception()
{
var factory = new EquityRuleWashTradeFactory(
this._currencyConverterService,
this._clustering,
this._orderFilterService,
this._equityFactory,
this._fixedIncomeFactory,
this._logger,
this._tradingHistoryLogger);
Assert.Throws <ArgumentNullException>(
() => factory.Build(this._equitiesParameters, null, this._alertStream, RuleRunMode.ForceRun));
}
public WashTradeSteps(ScenarioContext scenarioContext, UniverseSelectionState universeSelectionState)
{
this._scenarioContext = scenarioContext;
this._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 = 200d
};
A.CallTo(() => exchangeRateApiRepository.GetAsync(A <DateTime> .Ignored, A <DateTime> .Ignored)).Returns(
new Dictionary <DateTime, IReadOnlyCollection <ExchangeRateDto> >
{
{ new DateTime(2018, 01, 01), new[] { exchangeRateDto } }
});
var currencyLogger = new NullLogger <CurrencyConverterService>();
this._currencyConverterService = new CurrencyConverterService(exchangeRateApiRepository, currencyLogger);
this._washTradeClustering = new ClusteringService();
this._universeOrderFilterService = A.Fake <IUniverseEquityOrderFilterService>();
this._equityMarketCacheFactory = A.Fake <IUniverseEquityMarketCacheFactory>();
this._fixedIncomeMarketCacheFactory = A.Fake <IUniverseFixedIncomeMarketCacheFactory>();
this._logger = new NullLogger <WashTradeRule>();
this._tradingLogger = new NullLogger <TradingHistoryStack>();
this._equityRuleWashTradeFactory = new EquityRuleWashTradeFactory(
this._currencyConverterService,
this._washTradeClustering,
this._universeOrderFilterService,
this._equityMarketCacheFactory,
this._fixedIncomeMarketCacheFactory,
this._logger,
this._tradingLogger);
this._ruleCtx = A.Fake <ISystemProcessOperationRunRuleContext>();
this._alertStream = A.Fake <IUniverseAlertStream>();
}
public void Build_Returns_A_WashTrade_Rule()
{
var factory = new EquityRuleWashTradeFactory(
this._currencyConverterService,
this._clustering,
this._orderFilterService,
this._equityFactory,
this._fixedIncomeFactory,
this._logger,
this._tradingHistoryLogger);
var result = factory.Build(
this._equitiesParameters,
this._ruleCtx,
this._alertStream,
RuleRunMode.ForceRun);
Assert.IsNotNull(result);
Assert.IsInstanceOf <WashTradeRule>(result);
}
