public void MergeTwoFieldHashSets()
{
_marketDataFilter.WithBestPrices();
var newDataFilter = new MarketDataFilter().WithLastTradedPrice();
_marketDataFilter.Merge(newDataFilter);
Assert.Contains("EX_BEST_OFFERS", _marketDataFilter.Fields);
Assert.Contains("EX_LTP", _marketDataFilter.Fields);
Assert.Equal(2, _marketDataFilter.Fields.Count);
}
private MarketDataFilter GetMergedDataFilters()
{
var dataFiler = new MarketDataFilter();
foreach (var marketDataFilter in
_strategies.Select(s => s.DataFilter).ToList())
{
dataFiler.Merge(marketDataFilter);
}
return(dataFiler);
}
