public void InitiateWalk_GeneratesSubsequentTicks_AsExpected()
        {
            var randomWalkStrategy = new MarkovEquityStrategy();
            var randomWalk         = new EquitiesMarkovProcess(
                new NasdaqInitialiser(),
                randomWalkStrategy,
                this._heartbeat,
                this._logger);
            var stream   = new ExchangeStream(new UnsubscriberFactory <EquityIntraDayTimeBarCollection>());
            var observer = new RecordingObserver <EquityIntraDayTimeBarCollection>(this._logger, 5);

            stream.Subscribe(observer);

            randomWalk.InitiateWalk(stream);

            var timeOut = DateTime.UtcNow.AddSeconds(5);

            while (observer.Buffer.Count < 2 && DateTime.UtcNow < timeOut)
            {
                // don't sleep the thread
            }

            Assert.AreEqual(observer.Buffer.Count, 2);

            randomWalk.TerminateWalk();
        }
        public void InitiateWalk_ReceivesTicks_AfterInitiationImmediately()
        {
            var randomWalkStrategy = new MarkovEquityStrategy();
            var randomWalk         = new EquitiesMarkovProcess(
                this._exchangeTickInitialiser,
                randomWalkStrategy,
                this._heartbeat,
                this._logger);
            var stream   = new ExchangeStream(new UnsubscriberFactory <EquityIntraDayTimeBarCollection>());
            var observer = new RecordingObserver <EquityIntraDayTimeBarCollection>(this._logger, 10);

            stream.Subscribe(observer);

            randomWalk.InitiateWalk(stream);

            Assert.AreEqual(observer.Buffer.Count, 1);

            randomWalk.TerminateWalk();
        }
        public void InitiateWalk_WaitThenTerminateWalk_EnsuresNoMoreTicksTocked()
        {
            var randomWalk = new EquitiesMarkovProcess(
                new NasdaqInitialiser(),
                this._strategy,
                this._heartbeat,
                this._logger);
            var stream   = new ExchangeStream(new UnsubscriberFactory <EquityIntraDayTimeBarCollection>());
            var observer = new RecordingObserver <EquityIntraDayTimeBarCollection>(this._logger, 5);

            stream.Subscribe(observer);

            randomWalk.InitiateWalk(stream);

            var timeOut = DateTime.UtcNow.AddSeconds(5);

            while (observer.Buffer.Count < 2 && DateTime.UtcNow < timeOut)
            {
                // don't sleep the thread
            }

            randomWalk.TerminateWalk();

            Assert.AreEqual(observer.Buffer.Count, 2);

            var timerForStragglers = DateTime.UtcNow.AddSeconds(2);

            while (DateTime.UtcNow < timerForStragglers)
            {
                // don't sleep the thread
            }

            Assert.AreEqual(observer.Buffer.Count, 2);

            A.CallTo(() => this._logger.LogInformation("Random walk generator terminating walk"))
            .MustHaveHappenedOnceExactly();
        }