public void Setup() { this.tradingData = new TradingDataContext(); this.rawData = new RawTradingDataContext(); this.strategyHeader = new StrategyHeader(1, "Strategy", "ST12345-RF-01", "RTS-9.14", 10); this.tradingData.Get <ICollection <StrategyHeader> >().Add(this.strategyHeader); this.signal = new Signal(this.strategyHeader, DateTime.Now, TradeAction.Buy, OrderType.Stop, 121000, 121000, 0); this.order = this.tradingData.AddSignalAndItsOrder(this.signal); this.handler = new ExpireOrderOnUpdateOrder(this.tradingData, this.rawData, new NullLogger()); Assert.IsFalse(this.order.IsExpired); }
public AdapterHandlers() { this.RejectOrderOnOrderFailedHandler = new RejectOrderOnOrderFailed(); this.RejectOrderOnUpdateOrderHandler = new RejectOrderOnUpdateOrder(); this.CancelOrderOnUpdateOrderHandler = new CancelOrderOnUpdateOrder(); this.CancelOrderOnUpdateOrderWithWrongCookie = new CancelOrderOnUpdateOrderWithWrongCookie(); this.MakeOrderDeliveryConfirmationOnOrderSucceededHandler = new MakeOrderDeliveryConfirmationOnOrderSucceeded(); this.UpdateOrderBookOnBidAskHandler = new UpdateOrderBookOnBidAsk(); this.MakeExpectedTradeInfoOnUpdateOrderHandler = new MakeCookieToOrderNoAssociationOnUpdateOrder(); this.MakeExpectedUpdateOrderOnTradeInfo = new MakePendingTradeInfoOnTradeInfo(); this.MakeCookieToOrderNoAssociationOnUpdateOrderWithZeroCookie = new MakeCookieToOrderNoAssociationOnUpdateOrderWithZeroCookie(); this.MakeTradeOnExpectedTradeInfo = new MakeTradeOnCookieToOrderNoAssociation(); this.MakeTradeOnExpectedUpdateOrder = new MakeTradeOnPendingTradeInfo(); this.ExpireOrderOnUpdateOrder = new ExpireOrderOnUpdateOrder(); }