private double MakeSellSpread() { IGenericFactory <double> factory = new SellSpreadFactory(this.leftLeg, this.rightLeg, this.quotesProvider); return(factory.Make()); }
public void SellSpreadFactory_returns_zero() { this.orderBook.Update(0, "Si-12.13_FT", 32000, 85, 32001, 25); this.orderBook.Update(0, "Eu-12.13_FT", 43800, 200, 43805, 210); IGenericFactory <double> factory = new SellSpreadFactory(this.leftLeg, this.rightLeg, this.orderBook); Assert.AreEqual(0, factory.Make()); }