public void SetUp()
{
_dataProvider = StockDataProviderUtils.CreateSubstitute(DateTime.MinValue);
_dataLoader = SystemDataLoaderUtils.CreateSubstituteWithConstantPriceInRange(PricesCount, StartingPrice, PriceRange, LastDate);
_dataDefinitionProvider = Substitute.For <ISystemDataDefinitionProvider>();
_signalGeneratorOnOpen = Substitute.For <ISignalGeneratorOnOpen>();
_signalGeneratorOnClose = Substitute.For <ISignalGeneratorOnClose>();
_commission = CommissionUtils.CreateSubstitute();
_slippage = SlippageUtils.CreateSusbstitute();
_mmPositionCloseCalculator = Substitute.For <IMMPositionCloseCalculator>();
_systemState = new SystemState()
{
Cash = InitialCash
};
_slippage.CalculateOpen(default, default, default, default).ReturnsForAnyArgs(args => args.ArgAt <float>(3));
public SystemProcessor(
IStockDataProvider dataProvider,
ISystemDataLoader dataLoader,
ISystemDataDefinitionProvider dataDefinitionProvider,
ISignalGeneratorOnOpen signalGeneratorOnOpen,
ISignalGeneratorOnClose signalGeneratorOnClose,
ICommission commission,
ISlippage slippage,
IMMPositionCloseCalculator mmPositionCloseCalculator)
{
_dataProvider = dataProvider;
_dataLoader = dataLoader;
_dataDefinitionProvider = dataDefinitionProvider;
_signalGeneratorOnOpen = signalGeneratorOnOpen;
_signalGeneratorOnClose = signalGeneratorOnClose;
_commission = commission;
_slippage = slippage;
_mmPositionCloseCalculator = mmPositionCloseCalculator;
_signalsProcessor = new SignalsProcessor(_dataLoader, _commission, _slippage);
_positionCloser = new PositionsCloser(_dataLoader, _commission, _slippage);
}