/// <summary>
/// Initializes a new instance of the <see cref="JudgementServiceFactory"/> class.
/// </summary>
/// <param name="ruleViolationServiceFactory">
/// The rule violation service factory.
/// </param>
/// <param name="judgementRepository">
/// The judgement repository.
/// </param>
/// <param name="highProfitJudgementMapper">
/// The high profit judgement mapper.
/// </param>
/// <param name="fixedIncomeHighProfitJudgementMapper">
/// The fixed income high profit judgement mapper.
/// </param>
/// <param name="fixedIncomeHighVolumeJudgementMapper">
/// The fixed income high volume judgement mapper.
/// </param>
/// <param name="logger">
/// The logger.
/// </param>
public JudgementServiceFactory(
IRuleViolationServiceFactory ruleViolationServiceFactory,
IJudgementRepository judgementRepository,
IHighProfitJudgementMapper highProfitJudgementMapper,
IFixedIncomeHighProfitJudgementMapper fixedIncomeHighProfitJudgementMapper,
IFixedIncomeHighVolumeJudgementMapper fixedIncomeHighVolumeJudgementMapper,
ILogger <JudgementService> logger)
{
this.ruleViolationServiceFactory =
ruleViolationServiceFactory ?? throw new ArgumentNullException(nameof(ruleViolationServiceFactory));
this.judgementRepository =
judgementRepository ?? throw new ArgumentNullException(nameof(judgementRepository));
this.highProfitJudgementMapper =
highProfitJudgementMapper ?? throw new ArgumentNullException(nameof(highProfitJudgementMapper));
this.fixedIncomeHighProfitJudgementMapper =
fixedIncomeHighProfitJudgementMapper ?? throw new ArgumentNullException(nameof(fixedIncomeHighProfitJudgementMapper));
this.fixedIncomeHighVolumeJudgementMapper =
fixedIncomeHighVolumeJudgementMapper ?? throw new ArgumentNullException(nameof(fixedIncomeHighVolumeJudgementMapper));
this.logger =
logger ?? throw new ArgumentNullException(nameof(logger));
}
public void Setup()
{
this.ruleViolationServiceFactory = A.Fake <IRuleViolationServiceFactory>();
this.fixedIncomeJudgementMapper = A.Fake <IFixedIncomeHighProfitJudgementMapper>();
this.judgementRepository = A.Fake <IJudgementRepository>();
this.highProfitJudgementMapper = A.Fake <IHighProfitJudgementMapper>();
this.fixedIncomeHighVolumeJudgementMapper = A.Fake <IFixedIncomeHighVolumeJudgementMapper>();
this.logger = A.Fake <ILogger <JudgementService> >();
}
public void Setup()
{
this.judgementRepository = A.Fake <IJudgementRepository>();
this.highProfitJudgementContext = A.Fake <IHighProfitJudgementContext>();
this.cancelledOrderJudgementContext = A.Fake <ICancelledOrderJudgement>();
this.highVolumeJudgementContext = A.Fake <IHighVolumeJudgement>();
this.layeringJudgementContext = A.Fake <ILayeringJudgement>();
this.placingOrdersWithNoIntentJudgementContext = A.Fake <IPlacingOrdersWithNoIntentToExecuteJudgement>();
this.rampingJudgementContext = A.Fake <IRampingJudgement>();
this.markingTheCloseJudgementContext = A.Fake <IMarkingTheCloseJudgement>();
this.spoofingJudgementContext = A.Fake <ISpoofingJudgement>();
this.highProfitJudgementMapper = A.Fake <IHighProfitJudgementMapper>();
this.fixedIncomeProfitJudgementMapper = A.Fake <IFixedIncomeHighProfitJudgementMapper>();
this.fixedIncomeProfitJudgementContext = A.Fake <IFixedIncomeHighProfitJudgementContext>();
this.fixedIncomeHighVolumeJudgementMapper = A.Fake <IFixedIncomeHighVolumeJudgementMapper>();
this.fixedIncomeHighVolumeJudgementContext = A.Fake <IFixedIncomeHighVolumeJudgementContext>();
this.ruleViolationService = A.Fake <IRuleViolationService>();
this.logger = A.Fake <ILogger <JudgementService> >();
}
/// <summary>
/// Initializes a new instance of the <see cref="JudgementService"/> class.
/// </summary>
/// <param name="judgementRepository">
/// The judgement repository.
/// </param>
/// <param name="ruleViolationService">
/// The rule violation service.
/// </param>
/// <param name="equityHighProfitJudgementMapper">
/// The high profit judgement mapper.
/// </param>
/// <param name="fixedIncomeHighProfitJudgementMapper">
/// The fixed income high profit judgement mapper
/// </param>
/// <param name="fixedIncomeHighVolumeJudgementMapper">
/// The fixed income high volume judgement mapper for secondary market and percentage issuance
/// </param>
/// <param name="logger">
/// The logger.
/// </param>
public JudgementService(
IJudgementRepository judgementRepository,
IRuleViolationService ruleViolationService,
IHighProfitJudgementMapper equityHighProfitJudgementMapper,
IFixedIncomeHighProfitJudgementMapper fixedIncomeHighProfitJudgementMapper,
IFixedIncomeHighVolumeJudgementMapper fixedIncomeHighVolumeJudgementMapper,
ILogger <JudgementService> logger)
{
this.judgementRepository =
judgementRepository ?? throw new ArgumentNullException(nameof(judgementRepository));
this.equityHighProfitJudgementMapper =
equityHighProfitJudgementMapper ?? throw new ArgumentNullException(nameof(equityHighProfitJudgementMapper));
this.fixedIncomeHighProfitJudgementMapper =
fixedIncomeHighProfitJudgementMapper ?? throw new ArgumentNullException(nameof(fixedIncomeHighProfitJudgementMapper));
this.fixedIncomeHighVolumeJudgementMapper =
fixedIncomeHighVolumeJudgementMapper ?? throw new ArgumentNullException(nameof(fixedIncomeHighVolumeJudgementMapper));
this.ruleViolationService =
ruleViolationService ?? throw new ArgumentNullException(nameof(ruleViolationService));
this.logger = logger ?? throw new ArgumentNullException(nameof(logger));
}
/// <summary>
/// The test setup.
/// </summary>
private void Setup()
{
this.tradingHoursService = A.Fake <IMarketTradingHoursService>();
A.CallTo(() => this.tradingHoursService.GetTradingHoursForMic("XLON")).Returns(
new TradingHours
{
CloseOffsetInUtc = TimeSpan.FromHours(16),
IsValid = true,
Mic = "XLON",
OpenOffsetInUtc = TimeSpan.FromHours(8)
});
A.CallTo(() => this.tradingHoursService.GetTradingHoursForMic("NASDAQ")).Returns(
new TradingHours
{
CloseOffsetInUtc = TimeSpan.FromHours(23),
IsValid = true,
Mic = "NASDAQ",
OpenOffsetInUtc = TimeSpan.FromHours(15)
});
this.equityMarketCacheFactory = new UniverseEquityMarketCacheFactory(
new StubRuleRunDataRequestRepository(),
new StubRuleRunDataRequestRepository(),
new NullLogger <UniverseEquityMarketCacheFactory>());
this.fixedIncomeMarketCacheFactory = new UniverseFixedIncomeMarketCacheFactory(
new StubRuleRunDataRequestRepository(),
new StubRuleRunDataRequestRepository(),
new NullLogger <UniverseFixedIncomeMarketCacheFactory>());
this.universeOrderFilterService = A.Fake <IUniverseEquityOrderFilterService>();
this.logger = new NullLogger <HighProfitsRule>();
this.tradingLogger = new NullLogger <TradingHistoryStack>();
this.ruleContext = A.Fake <ISystemProcessOperationRunRuleContext>();
this.dataRequestSubscriber = A.Fake <IUniverseDataRequestsSubscriber>();
this.exchangeRateProfitCalculator = A.Fake <IExchangeRateProfitCalculator>();
this.marketDataCacheStrategyFactory = new EquityMarketDataCacheStrategyFactory();
this.costCalculatorFactory = new CostCalculatorFactory(
new CurrencyConverterService(
this.exchangeRateSelection.ExchangeRateRepository,
new NullLogger <CurrencyConverterService>()),
new NullLogger <CostCalculator>(),
new NullLogger <CostCurrencyConvertingCalculator>());
this.revenueCalculatorFactory = new RevenueCalculatorFactory(
this.tradingHoursService,
new CurrencyConverterService(
this.exchangeRateSelection.ExchangeRateRepository,
new NullLogger <CurrencyConverterService>()),
new NullLogger <RevenueCurrencyConvertingCalculator>(),
new NullLogger <RevenueCalculator>());
this.equityRuleHighProfitFactory = new EquityRuleHighProfitFactory(
this.costCalculatorFactory,
this.revenueCalculatorFactory,
this.exchangeRateProfitCalculator,
this.universeOrderFilterService,
this.equityMarketCacheFactory,
this.fixedIncomeMarketCacheFactory,
this.marketDataCacheStrategyFactory,
new CurrencyConverterService(
this.exchangeRateSelection.ExchangeRateRepository,
new NullLogger <CurrencyConverterService>()),
this.logger,
this.tradingLogger);
this.judgementRepository = A.Fake <IJudgementRepository>();
this.ruleViolationService = A.Fake <IRuleViolationService>();
this.judgementService = new JudgementService(
this.judgementRepository,
this.ruleViolationService,
new HighProfitJudgementMapper(new NullLogger <HighProfitJudgementMapper>()),
new FixedIncomeHighProfitJudgementMapper(new NullLogger <FixedIncomeHighProfitJudgementMapper>()),
new FixedIncomeHighVolumeJudgementMapper(new NullLogger <FixedIncomeHighVolumeJudgementMapper>()),
new NullLogger <JudgementService>());
this.exchangeRateProfitCalculator = A.Fake <IExchangeRateProfitCalculator>();
this.marketDataCacheStrategyFactory = new EquityMarketDataCacheStrategyFactory();
}
/// <summary>
/// The test setup.
/// </summary>
private void Setup()
{
this.orderFilterService = A.Fake <IUniverseFixedIncomeOrderFilterService>();
this.ruleContext = A.Fake <ISystemProcessOperationRunRuleContext>();
this.dataRequestSubscriber = A.Fake <IUniverseDataRequestsSubscriber>();
this.marketTradingHoursService = A.Fake <IMarketTradingHoursService>();
this.judgementRepository = A.Fake <IJudgementRepository>();
this.ruleViolationService = A.Fake <IRuleViolationService>();
this.judgementService = new JudgementService(
this.judgementRepository,
this.ruleViolationService,
new HighProfitJudgementMapper(new NullLogger <HighProfitJudgementMapper>()),
new FixedIncomeHighProfitJudgementMapper(new NullLogger <FixedIncomeHighProfitJudgementMapper>()),
new FixedIncomeHighVolumeJudgementMapper(new NullLogger <FixedIncomeHighVolumeJudgementMapper>()),
new NullLogger <JudgementService>());
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 = "Diversity",
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,
}
});
this.marketTradingHoursService = new MarketTradingHoursService(repository, new NullLogger <MarketTradingHoursService>());
this.equityMarketCacheFactory = new UniverseEquityMarketCacheFactory(
new StubRuleRunDataRequestRepository(),
new StubRuleRunDataRequestRepository(),
new NullLogger <UniverseEquityMarketCacheFactory>());
this.fixedIncomeMarketCacheFactory = new UniverseFixedIncomeMarketCacheFactory(
new StubRuleRunDataRequestRepository(),
new StubRuleRunDataRequestRepository(),
new NullLogger <UniverseFixedIncomeMarketCacheFactory>());
}
