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();
}