/// <summary>
/// Initializes a new instance of the <see cref="LayeringEquitySubscriber"/> class.
/// </summary>
/// <param name="equityRuleLayeringFactory">
/// The equity rule layering factory.
/// </param>
/// <param name="ruleParameterMapper">
/// The rule parameter mapper.
/// </param>
/// <param name="universeFilterFactory">
/// The universe filter factory.
/// </param>
/// <param name="brokerServiceFactory">
/// The broker service factory.
/// </param>
/// <param name="decoratorFilterFactory">
/// The decorator filter factory.
/// </param>
/// <param name="logger">
/// The logger.
/// </param>
public LayeringEquitySubscriber(
IEquityRuleLayeringFactory equityRuleLayeringFactory,
IRuleParameterToRulesMapperDecorator ruleParameterMapper,
IUniverseFilterFactory universeFilterFactory,
IOrganisationalFactorBrokerServiceFactory brokerServiceFactory,
IHighVolumeVenueDecoratorFilterFactory decoratorFilterFactory,
ILogger <LayeringEquitySubscriber> logger)
{
this.equityRuleLayeringFactory = equityRuleLayeringFactory
?? throw new ArgumentNullException(nameof(equityRuleLayeringFactory));
this.ruleParameterMapper =
ruleParameterMapper ?? throw new ArgumentNullException(nameof(ruleParameterMapper));
this.universeFilterFactory =
universeFilterFactory ?? throw new ArgumentNullException(nameof(universeFilterFactory));
this.brokerServiceFactory =
brokerServiceFactory ?? throw new ArgumentNullException(nameof(brokerServiceFactory));
this.decoratorFilterFactory =
decoratorFilterFactory ?? throw new ArgumentNullException(nameof(decoratorFilterFactory));
this.logger = logger ?? throw new ArgumentNullException(nameof(logger));
}
public LayeringSteps(ScenarioContext scenarioContext, UniverseSelectionState universeSelectionState)
{
this._scenarioContext = scenarioContext ?? throw new ArgumentNullException(nameof(scenarioContext));
this._universeSelectionState =
universeSelectionState ?? throw new ArgumentNullException(nameof(universeSelectionState));
this._orderAnalysisService = new OrderAnalysisService();
this._ruleCtx = A.Fake <ISystemProcessOperationRunRuleContext>();
this._alertStream = A.Fake <IUniverseAlertStream>();
var equityMarketCacheFactory = new UniverseEquityMarketCacheFactory(
new StubRuleRunDataRequestRepository(),
new StubRuleRunDataRequestRepository(),
new NullLogger <UniverseEquityMarketCacheFactory>());
var fixedIncomeMarketCacheFactory = new UniverseFixedIncomeMarketCacheFactory(
new StubRuleRunDataRequestRepository(),
new StubRuleRunDataRequestRepository(),
new NullLogger <UniverseFixedIncomeMarketCacheFactory>());
var repository = A.Fake <IMarketOpenCloseApiCachingDecorator>();
A.CallTo(() => repository.GetAsync()).Returns(
new[]
{
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 = "NASDAQ",
MarketOpenTime = TimeSpan.FromHours(15),
MarketCloseTime = TimeSpan.FromHours(23),
IsOpenOnMonday = true,
IsOpenOnTuesday = true,
IsOpenOnWednesday = true,
IsOpenOnThursday = true,
IsOpenOnFriday = true,
IsOpenOnSaturday = true,
IsOpenOnSunday = true
}
});
this._tradingHoursService = new MarketTradingHoursService(
repository,
new NullLogger <MarketTradingHoursService>());
this._equityRuleLayeringFactory = new EquityRuleLayeringFactory(
new UniverseEquityOrderFilterService(new NullLogger <UniverseEquityOrderFilterService>()),
_tradingHoursService,
equityMarketCacheFactory,
fixedIncomeMarketCacheFactory,
new NullLogger <EquityRuleLayeringFactory>(),
new NullLogger <TradingHistoryStack>());
}