public void Setup()
{
this.fixedIncomeHighProfitJudgement = A.Fake <IFixedIncomeHighProfitJudgement>();
this.ruleBreachContext = A.Fake <IRuleBreachContext>();
this.fixedIncomeParameters = A.Fake <IHighProfitsRuleFixedIncomeParameters>();
this.profitBreakdown = A.Fake <IExchangeRateProfitBreakdown>();
}
public void Setup()
{
this.logger = A.Fake <ILogger <FixedIncomeHighProfitJudgementMapper> >();
this.judgementContext = A.Fake <IFixedIncomeHighProfitJudgementContext>();
this.ruleBreachContext = A.Fake <IRuleBreachContext>();
this.parameters = A.Fake <IHighProfitsRuleFixedIncomeParameters>();
this.profitBreakdown = A.Fake <IExchangeRateProfitBreakdown>();
}
/// <summary>
/// Initializes a new instance of the <see cref="FixedIncomeHighVolumeJudgementContext"/> class.
/// </summary>
/// <param name="judgement">
/// The judgement.
/// </param>
/// <param name="raiseRuleViolation">
/// The raise rule violation.
/// </param>
/// <param name="ruleBreachContext">
/// The rule breach context.
/// </param>
/// <param name="fixedIncomeParameters">
/// The fixed income parameters.
/// </param>
/// <param name="totalOrdersTradedInWindow">
/// The total orders traded in window.
/// </param>
/// <param name="security">
/// The security.
/// </param>
/// <param name="isIssuanceBreach">
/// The is issuance breach.
/// </param>
/// <param name="tradePosition">
/// The trade Position.
/// </param>
/// <param name="venue">
/// The venue.
/// </param>
public FixedIncomeHighVolumeJudgementContext(
IFixedIncomeHighVolumeJudgement judgement,
bool raiseRuleViolation,
IRuleBreachContext ruleBreachContext,
IHighVolumeIssuanceRuleFixedIncomeParameters fixedIncomeParameters,
decimal totalOrdersTradedInWindow,
FinancialInstrument security,
bool isIssuanceBreach,
TradePosition tradePosition,
Market venue)
{
this.Judgement = judgement;
this.RaiseRuleViolation = raiseRuleViolation;
this.RuleBreachContext = ruleBreachContext;
this.FixedIncomeParameters = fixedIncomeParameters;
this.TotalOrdersTradedInWindow = totalOrdersTradedInWindow;
this.Security = security;
this.IsIssuanceBreach = isIssuanceBreach;
this.TradePosition = tradePosition;
this.Venue = venue;
}
/// <summary>
/// Initializes a new instance of the <see cref="FixedIncomeHighProfitJudgementContext"/> class.
/// </summary>
/// <param name="judgement">
/// The judgement.
/// </param>
/// <param name="projectToAlert">
/// The project to alert.
/// </param>
/// <param name="ruleBreachContext">
/// The rule breach context.
/// </param>
/// <param name="fixedIncomeParameters">
/// The fixed income parameters.
/// </param>
/// <param name="absoluteProfits">
/// The absolute profits.
/// </param>
/// <param name="absoluteProfitCurrency">
/// The absolute profit currency.
/// </param>
/// <param name="relativeProfits">
/// The relative profits.
/// </param>
/// <param name="hasAbsoluteProfitBreach">
/// The has absolute profit breach.
/// </param>
/// <param name="hasRelativeProfitBreach">
/// The has relative profit breach.
/// </param>
/// <param name="profitBreakdown">
/// The profit breakdown.
/// </param>
public FixedIncomeHighProfitJudgementContext(
IFixedIncomeHighProfitJudgement judgement,
bool projectToAlert,
IRuleBreachContext ruleBreachContext,
IHighProfitsRuleFixedIncomeParameters fixedIncomeParameters,
Money?absoluteProfits,
string absoluteProfitCurrency,
decimal?relativeProfits,
bool hasAbsoluteProfitBreach,
bool hasRelativeProfitBreach,
IExchangeRateProfitBreakdown profitBreakdown)
{
this.Judgement = judgement;
this.RaiseRuleViolation = projectToAlert;
this.RuleBreachContext = ruleBreachContext;
this.FixedIncomeParameters = fixedIncomeParameters;
this.AbsoluteProfits = absoluteProfits;
this.AbsoluteProfitCurrency = absoluteProfitCurrency;
this.RelativeProfits = relativeProfits;
this.HasAbsoluteProfitBreach = hasAbsoluteProfitBreach;
this.HasRelativeProfitBreach = hasRelativeProfitBreach;
this.ExchangeRateProfits = profitBreakdown;
}
/// <summary>
/// Initializes a new instance of the <see cref="RuleBreach"/> class.
/// </summary>
/// <param name="ruleBreachContext">
/// The rule breach context.
/// </param>
/// <param name="description">
/// The description.
/// </param>
/// <param name="caseTitle">
/// The case title.
/// </param>
public RuleBreach(IRuleBreachContext ruleBreachContext, string description, string caseTitle)
{
if (ruleBreachContext == null)
{
this.Description = description;
this.CaseTitle = caseTitle;
return;
}
this.Window = ruleBreachContext.Window;
this.Trades = ruleBreachContext.Trades;
this.Security = ruleBreachContext.Security;
this.IsBackTestRun = ruleBreachContext.IsBackTestRun;
this.RuleParameterId = ruleBreachContext.RuleParameterId;
this.SystemOperationId = ruleBreachContext.SystemOperationId;
this.CorrelationId = ruleBreachContext.CorrelationId;
this.FactorValue = ruleBreachContext.FactorValue;
this.RuleParameters = ruleBreachContext.RuleParameters;
this.UniverseDateTime = ruleBreachContext.UniverseDateTime;
this.Description = description;
this.CaseTitle = caseTitle;
}
