public void LeadingTimespan_Returns_Value_When_TwoAlternatives_WashTrade()
{
var calculator = new RuleParameterAdjustedTimespanService();
var dto = new RuleParameterDto
{
WashTrades = new[]
{
new WashTradeRuleParameterDto
{
WindowSize = TimeSpan.FromMinutes(8)
},
new WashTradeRuleParameterDto
{
WindowSize = TimeSpan.FromMinutes(11)
},
new WashTradeRuleParameterDto
{
WindowSize = TimeSpan.FromMinutes(2)
}
}
};
var result = calculator.LeadingTimespan(dto);
Assert.AreEqual(result, TimeSpan.FromMinutes(11));
}
public void LeadingTimespan_Returns_Zero_For_Null()
{
var calculator = new RuleParameterAdjustedTimespanService();
var result = calculator.LeadingTimespan(null);
Assert.AreEqual(result, TimeSpan.Zero);
}
public void LeadingTimespan_Returns_Value_When_Only_Layering()
{
var calculator = new RuleParameterAdjustedTimespanService();
var dto = new RuleParameterDto
{
Layerings = new[]
{
new LayeringRuleParameterDto {
WindowSize = TimeSpan.FromMinutes(9)
}
}
};
var result = calculator.LeadingTimespan(dto);
Assert.AreEqual(result, TimeSpan.FromMinutes(9));
}
public void LeadingTimespan_Returns_Value_When_Only_Cancelled()
{
var calculator = new RuleParameterAdjustedTimespanService();
var dto = new RuleParameterDto
{
CancelledOrders = new[]
{
new CancelledOrderRuleParameterDto
{
WindowSize = TimeSpan.FromMinutes(5)
}
}
};
var result = calculator.LeadingTimespan(dto);
Assert.AreEqual(result, TimeSpan.FromMinutes(5));
}
