public void Setup()
{
this._currencyConverterService = A.Fake <ICurrencyConverterService>();
this._ruleCtx = A.Fake <ISystemProcessOperationRunRuleContext>();
this._alertStream = A.Fake <IUniverseAlertStream>();
this._clustering = new ClusteringService();
this._equitiesParameters = A.Fake <IWashTradeRuleEquitiesParameters>();
this._logger = A.Fake <ILogger>();
this._ruleRunRepository = A.Fake <IRuleRunDataRequestRepository>();
this._stubRuleRunRepository = A.Fake <IStubRuleRunDataRequestRepository>();
this._loggerEquityCache = A.Fake <ILogger <UniverseEquityMarketCacheFactory> >();
this._loggerFixedIncomeCache = A.Fake <ILogger <UniverseFixedIncomeMarketCacheFactory> >();
this._tradingLogger = A.Fake <ILogger <TradingHistoryStack> >();
this._orderFilter = A.Fake <IUniverseOrderFilter>();
this._equityFactory = new UniverseEquityMarketCacheFactory(
this._stubRuleRunRepository,
this._ruleRunRepository,
this._loggerEquityCache);
this._fixedIncomeFactory = new UniverseFixedIncomeMarketCacheFactory(
this._stubRuleRunRepository,
this._ruleRunRepository,
this._loggerFixedIncomeCache);
A.CallTo(() => this._orderFilter.Filter(A <IUniverseEvent> .Ignored))
.ReturnsLazily(i => (IUniverseEvent)i.Arguments[0]);
A.CallTo(() => this._equitiesParameters.PerformClusteringPositionAnalysis).Returns(true);
A.CallTo(() => this._equitiesParameters.ClusteringPercentageValueDifferenceThreshold).Returns(0.05m);
}
/// <summary>
/// Initializes a new instance of the <see cref="FixedIncomeWashTradeRule"/> class.
/// </summary>
/// <param name="parameters">
/// The parameters.
/// </param>
/// <param name="orderFilterService">
/// The order filter service.
/// </param>
/// <param name="ruleContext">
/// The rule context.
/// </param>
/// <param name="equityFactory">
/// The factory.
/// </param>
/// <param name="fixedIncomeFactory">
/// The factory.
/// </param>
/// <param name="runMode">
/// The run mode.
/// </param>
/// <param name="alertStream">
/// The alert stream.
/// </param>
/// <param name="clusteringService">
/// The clustering service.
/// </param>
/// <param name="portfolioFactory">
/// The portfolio factory.
/// </param>
/// <param name="logger">
/// The logger.
/// </param>
/// <param name="tradingStackLogger">
/// The trading stack logger.
/// </param>
public FixedIncomeWashTradeRule(
IWashTradeRuleFixedIncomeParameters parameters,
IUniverseFixedIncomeOrderFilterService orderFilterService,
ISystemProcessOperationRunRuleContext ruleContext,
IUniverseEquityMarketCacheFactory equityFactory,
IUniverseFixedIncomeMarketCacheFactory fixedIncomeFactory,
RuleRunMode runMode,
IUniverseAlertStream alertStream,
IClusteringService clusteringService,
IPortfolioFactory portfolioFactory,
ILogger <FixedIncomeWashTradeRule> logger,
ILogger <TradingHistoryStack> tradingStackLogger)
: base(
parameters?.Windows?.BackwardWindowSize ?? TimeSpan.FromDays(1),
parameters?.Windows?.BackwardWindowSize ?? TimeSpan.FromDays(1),
parameters?.Windows?.FutureWindowSize ?? TimeSpan.Zero,
Rules.FixedIncomeWashTrades,
Versioner.Version(1, 0),
$"{nameof(FixedIncomeWashTradeRule)}",
ruleContext,
equityFactory,
fixedIncomeFactory,
runMode,
logger,
tradingStackLogger)
{
this.parameters = parameters ?? throw new ArgumentNullException(nameof(parameters));
this.orderFilterService = orderFilterService ?? throw new ArgumentNullException(nameof(orderFilterService));
this.alertStream = alertStream ?? throw new ArgumentNullException(nameof(alertStream));
this.clusteringService = clusteringService ?? throw new ArgumentNullException(nameof(clusteringService));
this.portfolioFactory = portfolioFactory ?? throw new ArgumentNullException(nameof(portfolioFactory));
this.logger = logger ?? throw new ArgumentNullException(nameof(logger));
}
/// <summary>
/// Initializes a new instance of the
/// <see cref="T:com.kiranpatel.crimecluster.webservice.Controllers.ClusterController"/> class.
/// </summary>
/// <param name="repository">Repository.</param>
/// <param name="configService">Config service.</param>
/// <param name="logger">Logger.</param>
/// <param name="serialisationService">Serialisation service.</param>
/// <param name="incidentService">Incident service.</param>
public ClusterController(
IRepository repository,
IConfigurationService configService,
ILogger logger,
ISerialisationService serialisationService,
IIncidentService incidentService,
IClusteringService clusteringService)
: base(repository, configService, logger, serialisationService)
{
this.incidentService = incidentService;
this.clusteringService = clusteringService;
var googleMapsKey = this.configService.Get(ConfigurationKey.GoogleMapsKey, string.Empty);
if (String.IsNullOrEmpty(googleMapsKey))
{
throw new InvalidOperationException(nameof(googleMapsKey));
}
this.logger.debug("Google Maps Key Loaded");
ViewBag.GoogleMapsKey = googleMapsKey;
int counter = 0;
this.crimeTypes = new Dictionary <int, CrimeType>();
foreach (CrimeType currentType in Enum.GetValues(typeof(CrimeType)))
{
crimeTypes.Add(counter, currentType);
counter++;
}
}
/// <summary>
/// Initializes a new instance of the <see cref="WashTradeRule"/> class.
/// </summary>
/// <param name="equitiesParameters">
/// The equities parameters.
/// </param>
/// <param name="ruleContext">
/// The rule context.
/// </param>
/// <param name="clustering">
/// The clustering.
/// </param>
/// <param name="alertStream">
/// The alert stream.
/// </param>
/// <param name="currencyConverterService">
/// The currency converter service.
/// </param>
/// <param name="orderFilter">
/// The order filter.
/// </param>
/// <param name="equityMarketCacheFactory">
/// The market cache factory.
/// </param>
/// <param name="fixedIncomeMarketCacheFactory">
/// The market cache factory.
/// </param>
/// <param name="runMode">
/// The run mode.
/// </param>
/// <param name="logger">
/// The logger.
/// </param>
/// <param name="tradingHistoryLogger">
/// The trading history logger.
/// </param>
public WashTradeRule(
IWashTradeRuleEquitiesParameters equitiesParameters,
ISystemProcessOperationRunRuleContext ruleContext,
IClusteringService clustering,
IUniverseAlertStream alertStream,
ICurrencyConverterService currencyConverterService,
IUniverseOrderFilter orderFilter,
IUniverseEquityMarketCacheFactory equityMarketCacheFactory,
IUniverseFixedIncomeMarketCacheFactory fixedIncomeMarketCacheFactory,
RuleRunMode runMode,
ILogger logger,
ILogger <TradingHistoryStack> tradingHistoryLogger)
: base(
equitiesParameters?.Windows?.BackwardWindowSize ?? TimeSpan.FromDays(1),
equitiesParameters?.Windows?.BackwardWindowSize ?? TimeSpan.FromDays(1),
equitiesParameters?.Windows?.FutureWindowSize ?? TimeSpan.Zero,
Rules.WashTrade,
EquityRuleWashTradeFactory.Version,
"Wash Trade Rule",
ruleContext,
equityMarketCacheFactory,
fixedIncomeMarketCacheFactory,
runMode,
logger,
tradingHistoryLogger)
{
this.equitiesParameters =
equitiesParameters ?? throw new ArgumentNullException(nameof(equitiesParameters));
this.clustering = clustering ?? throw new ArgumentNullException(nameof(clustering));
this.currencyConverterService =
currencyConverterService ?? throw new ArgumentNullException(nameof(currencyConverterService));
this.orderFilter = orderFilter ?? throw new ArgumentNullException(nameof(orderFilter));
this.alertStream = alertStream ?? throw new ArgumentNullException(nameof(alertStream));
this.logger = logger ?? throw new ArgumentNullException(nameof(logger));
}
public MachineLearningController(IAnomalyDetectionsService <object> anomalyDetectionsService,
IMulticlassClassificationsService <CustomerOrdersMulticlassClassificationsModel> multiclassClassificationsService,
IClusteringService <FactStrategyPlanClusteringData> clusteringService,
IMainDirectories dropDownList)
{
_dropDownList = dropDownList;
_anomalyDetectionsService = anomalyDetectionsService;
_multiclassClassificationsService = multiclassClassificationsService;
_clusteringService = clusteringService;
}
public ClusteringController(
IRecordsService service,
IMapper mapper,
IClusteringService clusteringService,
ITranslateService translateService)
{
this.service = service;
this.mapper = mapper;
this._clusteringService = clusteringService;
this._translateService = translateService;
}
public void Setup()
{
this._parameters = A.Fake <IWashTradeRuleFixedIncomeParameters>();
this._fixedIncomeOrderFile = A.Fake <IUniverseFixedIncomeOrderFilterService>();
this._ruleCtx = A.Fake <ISystemProcessOperationRunRuleContext>();
this._equityMarketCacheFactory = A.Fake <IUniverseEquityMarketCacheFactory>();
this._fixedIncomeMarketCacheFactory = A.Fake <IUniverseFixedIncomeMarketCacheFactory>();
this._alertStream = A.Fake <IUniverseAlertStream>();
this._clusteringService = A.Fake <IClusteringService>();
this._portfolioFactory = A.Fake <IPortfolioFactory>();
this._logger = new NullLogger <FixedIncomeHighProfitsRule>();
this._tradingStackLogger = new NullLogger <TradingHistoryStack>();
}
public void Setup()
{
this._currencyConverterService = A.Fake <ICurrencyConverterService>();
this._clustering = A.Fake <IClusteringService>();
this._orderFilterService = A.Fake <IUniverseEquityOrderFilterService>();
this._equityFactory = A.Fake <IUniverseEquityMarketCacheFactory>();
this._fixedIncomeFactory = A.Fake <IUniverseFixedIncomeMarketCacheFactory>();
this._logger = new NullLogger <WashTradeRule>();
this._tradingHistoryLogger = new NullLogger <TradingHistoryStack>();
this._equitiesParameters = A.Fake <IWashTradeRuleEquitiesParameters>();
this._ruleCtx = A.Fake <ISystemProcessOperationRunRuleContext>();
this._alertStream = A.Fake <IUniverseAlertStream>();
}
/// <summary>
/// Initializes a new instance of the <see cref="T:com.kiranpatel.crimecluster.framework.MixedMarkovModel"/> class.
/// </summary>
/// <param name="clusteringService">Clustering service.</param>
/// <param name="incidentService">Incident service.</param>
/// <param name="logger">Logger service.</param>
/// <param name="start">Start date of the incidents in the MMM.</param>
/// <param name="end">End date of the incidents in the MMM.</param>
public MixedMarkovModel(
IClusteringService clusteringService,
IIncidentService incidentService,
ILogger logger,
DateTime start,
DateTime end)
{
this.modelLookup = new Dictionary <CrimeType, MarkovModel>();
this.incidentCache = new Dictionary <CrimeType, HashSet <Incident> >();
this.clusteringService = clusteringService;
this.incidentService = incidentService;
this.logger = logger;
this.start = start;
this.end = end;
}
private void Setup()
{
this._orderFilterService = A.Fake <IUniverseFixedIncomeOrderFilterService>();
this._ruleCtx = A.Fake <ISystemProcessOperationRunRuleContext>();
this._alertStream = A.Fake <IUniverseAlertStream>();
this._portfolioFactory = new PortfolioFactory();
this._clusteringService = new ClusteringService();
this._equityMarketCacheFactory = new UniverseEquityMarketCacheFactory(
new StubRuleRunDataRequestRepository(),
new StubRuleRunDataRequestRepository(),
new NullLogger <UniverseEquityMarketCacheFactory>());
this._fixedIncomeMarketCacheFactory = new UniverseFixedIncomeMarketCacheFactory(
new StubRuleRunDataRequestRepository(),
new StubRuleRunDataRequestRepository(),
new NullLogger <UniverseFixedIncomeMarketCacheFactory>());
}
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 DetectedObjectController(
IDetectedObjectRepository detectedObjectRepository,
IOperationsRepository operationRepository,
IMissionRepository missionRepository,
IUserRepository userRepository,
IHubContext <NotificationHub> notificationHub,
IClusteringService clusteringService,
IMapper mapper
)
{
_detectedObjectRepository = detectedObjectRepository;
_operationRepository = operationRepository;
_missionRepository = missionRepository;
_userRepository = userRepository;
_clusteringService = clusteringService;
_notificationHub = notificationHub;
_mapper = mapper;
}
public EquityRuleWashTradeFactory(
ICurrencyConverterService currencyConverterService,
IClusteringService clustering,
IUniverseEquityOrderFilterService orderFilterService,
IUniverseEquityMarketCacheFactory equityFactory,
IUniverseFixedIncomeMarketCacheFactory fixedIncomeFactory,
ILogger <WashTradeRule> logger,
ILogger <TradingHistoryStack> tradingHistoryLogger)
{
this._currencyConverterService = currencyConverterService
?? throw new ArgumentNullException(nameof(currencyConverterService));
this._clustering = clustering ?? throw new ArgumentNullException(nameof(clustering));
this._orderFilterService =
orderFilterService ?? throw new ArgumentNullException(nameof(orderFilterService));
this._equityFactory = equityFactory ?? throw new ArgumentNullException(nameof(equityFactory));
this._fixedIncomeFactory = fixedIncomeFactory ?? throw new ArgumentNullException(nameof(fixedIncomeFactory));
this._logger = logger ?? throw new ArgumentNullException(nameof(logger));
this._tradingHistoryLogger =
tradingHistoryLogger ?? throw new ArgumentNullException(nameof(tradingHistoryLogger));
}
public ClusteringTests()
{
_clusteringService = new KMeansClusteringService();
}
public ClusteringController(IClusteringService clusteringService)
{
_clusteringService = clusteringService;
}