public void OnNext_CallsOnCompleted_ForBlackListTrueSubscribers_Markets()
{
var markets = new RuleFilter {
Ids = new[] { "abc", "ghi" }, Type = RuleFilterType.Exclude
};
var filter = new UniverseFilterService(
this._unsubscriber,
this._highMarketCapFilter,
this._filteredRule,
null,
null,
markets,
null,
null,
null,
null,
null,
null,
this._logger);
filter.Subscribe(this._observer);
var accOne = ((Order)null).Random();
accOne.Market = new Market("1", "abc", "abc", MarketTypes.STOCKEXCHANGE);
var eventOne = new UniverseEvent(UniverseStateEvent.Order, DateTime.UtcNow, accOne);
var accTwo = ((Order)null).Random();
accTwo.Market = new Market("1", "def", "def", MarketTypes.STOCKEXCHANGE);
var eventTwo = new UniverseEvent(UniverseStateEvent.Order, DateTime.UtcNow, accTwo);
var exchangeOne = new EquityIntraDayTimeBarCollection(
new Market("1", "ghi", "ghi", MarketTypes.STOCKEXCHANGE),
DateTime.UtcNow,
new EquityInstrumentIntraDayTimeBar[0]);
var eventThree = new UniverseEvent(UniverseStateEvent.EquityIntraDayTick, DateTime.UtcNow, exchangeOne);
var exchangeTwo = new EquityIntraDayTimeBarCollection(
new Market("1", "jkl", "jkl", MarketTypes.STOCKEXCHANGE),
DateTime.UtcNow,
new EquityInstrumentIntraDayTimeBar[0]);
var eventFour = new UniverseEvent(UniverseStateEvent.EquityIntraDayTick, DateTime.UtcNow, exchangeTwo);
filter.OnNext(eventOne);
filter.OnNext(eventTwo);
filter.OnNext(eventThree);
filter.OnNext(eventFour);
A.CallTo(() => this._observer.OnNext(eventOne)).MustNotHaveHappened();
A.CallTo(() => this._observer.OnNext(eventTwo)).MustHaveHappenedOnceExactly();
A.CallTo(() => this._observer.OnNext(eventThree)).MustNotHaveHappened();
A.CallTo(() => this._observer.OnNext(eventFour)).MustHaveHappenedOnceExactly();
}
public void OnNext_CallsOnCompleted_ForWhiteListTrueSubscribers_HighMarketCapFilter()
{
var fundOne = ((Order)null).Random();
var eventOne = new UniverseEvent(UniverseStateEvent.Order, DateTime.UtcNow, fundOne);
A.CallTo(() => this._highMarketCapFilter.Filter(eventOne)).Returns(false);
var filter = new UniverseFilterService(
this._unsubscriber,
this._highMarketCapFilter,
this._filteredRule,
null,
null,
null,
null,
null,
null,
null,
null,
null,
this._logger);
filter.Subscribe(this._observer);
filter.OnNext(eventOne);
A.CallTo(() => this._observer.OnNext(eventOne)).MustHaveHappenedOnceExactly();
}
public void OnNext_CallsOnCompleted_ForWhiteListTrueSubscribers_Industries()
{
var industry = new RuleFilter {
Ids = new[] { "abc" }, Type = RuleFilterType.Include
};
var filter = new UniverseFilterService(
this._unsubscriber,
this._highMarketCapFilter,
this._filteredRule,
null,
null,
null,
null,
null,
null,
industry,
null,
null,
this._logger);
filter.Subscribe(this._observer);
var strategyOne = ((Order)null).Random();
strategyOne.Instrument.IndustryCode = "abc";
var eventOne = new UniverseEvent(UniverseStateEvent.Order, DateTime.UtcNow, strategyOne);
var strategyTwo = ((Order)null).Random();
strategyTwo.Instrument.IndustryCode = "def";
var eventTwo = new UniverseEvent(UniverseStateEvent.Order, DateTime.UtcNow, strategyTwo);
filter.OnNext(eventOne);
filter.OnNext(eventTwo);
A.CallTo(() => this._observer.OnNext(eventOne)).MustHaveHappenedOnceExactly();
A.CallTo(() => this._observer.OnNext(eventTwo)).MustNotHaveHappened();
}
public void OnNext_CallsOnCompleted_ForWhiteListTrueSubscribers_Accounts()
{
var account = new RuleFilter {
Ids = new[] { "abc" }, Type = RuleFilterType.Include
};
var filter = new UniverseFilterService(
this._unsubscriber,
this._highMarketCapFilter,
this._filteredRule,
account,
null,
null,
null,
null,
null,
null,
null,
null,
this._logger);
filter.Subscribe(this._observer);
var accOne = ((Order)null).Random();
accOne.OrderClientAccountAttributionId = "abc";
var eventOne = new UniverseEvent(UniverseStateEvent.Order, DateTime.UtcNow, accOne);
var accTwo = ((Order)null).Random();
accTwo.OrderClientAccountAttributionId = "def";
var eventTwo = new UniverseEvent(UniverseStateEvent.Order, DateTime.UtcNow, accTwo);
filter.OnNext(eventOne);
filter.OnNext(eventTwo);
A.CallTo(() => this._observer.OnNext(eventOne)).MustHaveHappenedOnceExactly();
A.CallTo(() => this._observer.OnNext(eventTwo)).MustNotHaveHappened();
}
public void OnNext_CallsOnCompleted_ForNoneTrueSubscribers_Strategies()
{
var strategy = new RuleFilter {
Ids = new[] { "abc" }, Type = RuleFilterType.None
};
var filter = new UniverseFilterService(
this._unsubscriber,
this._highMarketCapFilter,
this._filteredRule,
null,
null,
null,
null,
strategy,
null,
null,
null,
null,
this._logger);
filter.Subscribe(this._observer);
var fundOne = ((Order)null).Random();
fundOne.OrderStrategy = "abc";
var eventOne = new UniverseEvent(UniverseStateEvent.Order, DateTime.UtcNow, fundOne);
var fundTwo = ((Order)null).Random();
fundTwo.OrderStrategy = "def";
var eventTwo = new UniverseEvent(UniverseStateEvent.Order, DateTime.UtcNow, fundTwo);
filter.OnNext(eventOne);
filter.OnNext(eventTwo);
A.CallTo(() => this._observer.OnNext(eventOne)).MustHaveHappenedOnceExactly();
A.CallTo(() => this._observer.OnNext(eventTwo)).MustHaveHappenedOnceExactly();
}
public void OnNext_CallsOnCompleted_ForSubscribers()
{
var filter = new UniverseFilterService(
this._unsubscriber,
this._highMarketCapFilter,
this._filteredRule,
null,
null,
null,
null,
null,
null,
null,
null,
null,
this._logger);
filter.Subscribe(this._observer);
filter.OnNext(new UniverseEvent(UniverseStateEvent.Genesis, DateTime.UtcNow, new object()));
A.CallTo(() => this._observer.OnNext(A <IUniverseEvent> .Ignored)).MustHaveHappenedOnceExactly();
}