예제 #1
0
 public ExchangeStream(IUnsubscriberFactory <EquityIntraDayTimeBarCollection> unsubscriberFactory)
 {
     this._observers =
         new ConcurrentDictionary <IObserver <EquityIntraDayTimeBarCollection>,
                                   IObserver <EquityIntraDayTimeBarCollection> >();
     this._factory = unsubscriberFactory ?? throw new ArgumentNullException(nameof(unsubscriberFactory));
 }
예제 #2
0
 public void Setup()
 {
     this._logger      = A.Fake <ILogger <HighVolumeVenueFilter> >();
     this._baseService = A.Fake <IUniverseFilterService>();
     this._universeUnsubscriberFactory = A.Fake <IUnsubscriberFactory <IUniverseEvent> >();
     this._highVolumeVenueFilter       = A.Fake <IHighVolumeVenueFilter>();
 }
예제 #3
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 /// <summary>
 /// Initializes a new instance of the <see cref="UniverseFilterService"/> class.
 /// </summary>
 /// <param name="universeUnsubscriberFactory">
 /// The universe un subscriber factory.
 /// </param>
 /// <param name="highMarketCapFilter">
 /// The high market cap filter.
 /// </param>
 /// <param name="accounts">
 /// The accounts.
 /// </param>
 /// <param name="traders">
 /// The traders.
 /// </param>
 /// <param name="markets">
 /// The markets.
 /// </param>
 /// <param name="funds">
 /// The funds.
 /// </param>
 /// <param name="strategies">
 /// The strategies.
 /// </param>
 /// <param name="sectors">
 /// The sectors.
 /// </param>
 /// <param name="industries">
 /// The industries.
 /// </param>
 /// <param name="regions">
 /// The regions.
 /// </param>
 /// <param name="countries">
 /// The countries.
 /// </param>
 /// <param name="logger">
 /// The logger.
 /// </param>
 public UniverseFilterService(
     IUnsubscriberFactory <IUniverseEvent> universeUnsubscriberFactory,
     IHighMarketCapFilter highMarketCapFilter,
     IUniverseRule filteredRule,
     RuleFilter accounts,
     RuleFilter traders,
     RuleFilter markets,
     RuleFilter funds,
     RuleFilter strategies,
     RuleFilter sectors,
     RuleFilter industries,
     RuleFilter regions,
     RuleFilter countries,
     ILogger <UniverseFilterService> logger)
 {
     this.universeUnsubscriberFactory =
         universeUnsubscriberFactory ?? throw new ArgumentNullException(nameof(universeUnsubscriberFactory));
     this.highMarketCapFilter =
         highMarketCapFilter ?? throw new ArgumentNullException(nameof(highMarketCapFilter));
     this.filteredRule      = filteredRule;
     this.accounts          = accounts;
     this.traders           = traders;
     this.markets           = markets;
     this.funds             = funds;
     this.strategies        = strategies;
     this.sectors           = sectors;
     this.industries        = industries;
     this.regions           = regions;
     this.countries         = countries;
     this.universeObservers = new ConcurrentDictionary <IObserver <IUniverseEvent>, IObserver <IUniverseEvent> >();
     this.logger            = logger ?? throw new ArgumentNullException(nameof(logger));
 }
예제 #4
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 public UniverseAlertStreamFactory(
     IUnsubscriberFactory <IUniverseAlertEvent> unsubscriberFactory,
     ILogger <UniverseAlertStream> logger)
 {
     this._unsubscriberFactory =
         unsubscriberFactory ?? throw new ArgumentNullException(nameof(unsubscriberFactory));
     this._logger = logger ?? throw new ArgumentNullException(nameof(logger));
 }
 public void Setup()
 {
     this._unsubscriber        = A.Fake <IUnsubscriberFactory <IUniverseEvent> >();
     this._filteredRule        = A.Fake <IUniverseRule>();
     this._highMarketCapFilter = A.Fake <IHighMarketCapFilter>();
     this._observer            = A.Fake <IUniverseCloneableRule>();
     this._logger = A.Fake <ILogger <UniverseFilterService> >();
 }
예제 #6
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 public UniverseAlertStream(
     IUnsubscriberFactory <IUniverseAlertEvent> unsubscriberFactory,
     ILogger <UniverseAlertStream> logger)
 {
     this._observers =
         new ConcurrentDictionary <IObserver <IUniverseAlertEvent>, IObserver <IUniverseAlertEvent> >();
     this._factory = unsubscriberFactory ?? throw new ArgumentNullException(nameof(unsubscriberFactory));
     this._logger  = logger ?? throw new ArgumentNullException(nameof(logger));
 }
예제 #7
0
 public UniverseFilterFactory(
     IUnsubscriberFactory <IUniverseEvent> unsubscriberFactory,
     IHighMarketCapFilterFactory highMarketCapFilterFactory,
     ILoggerFactory loggerFactory)
 {
     this._unsubscriberFactory =
         unsubscriberFactory ?? throw new ArgumentNullException(nameof(unsubscriberFactory));
     this._highMarketCapFilterFactory = highMarketCapFilterFactory
                                        ?? throw new ArgumentNullException(nameof(highMarketCapFilterFactory));
     this._loggerFactory = loggerFactory ?? throw new ArgumentNullException(nameof(loggerFactory));
 }
 /// <summary>
 /// Initializes a new instance of the <see cref="UniversePlayer"/> class.
 /// </summary>
 /// <param name="cancellationToken">
 /// The cancellation token.
 /// </param>
 /// <param name="universeUnsubscriberFactory">
 /// The universe unsubscriber factory.
 /// </param>
 /// <param name="logger">
 /// The logger.
 /// </param>
 public UniversePlayer(
     CancellationToken cancellationToken,
     IUnsubscriberFactory <IUniverseEvent> universeUnsubscriberFactory,
     ILogger <UniversePlayer> logger)
 {
     this.cancellationToken           = cancellationToken;
     this.universeObservers           = new ConcurrentDictionary <IObserver <IUniverseEvent>, IObserver <IUniverseEvent> >();
     this.universeUnsubscriberFactory =
         universeUnsubscriberFactory ?? throw new ArgumentNullException(nameof(universeUnsubscriberFactory));
     this.logger = logger ?? throw new ArgumentNullException(nameof(logger));
 }
예제 #9
0
 public OrderAllocationStream(IUnsubscriberFactory <T> unsubscriberFactory)
 {
     this._observers           = new ConcurrentDictionary <IObserver <T>, IObserver <T> >();
     this._unsubscriberFactory =
         unsubscriberFactory ?? throw new ArgumentNullException(nameof(unsubscriberFactory));
 }
 public void Setup()
 {
     this._factory = A.Fake <IUnsubscriberFactory <IUniverseAlertEvent> >();
     this._logger  = A.Fake <ILogger <UniverseAlertStream> >();
 }
예제 #11
0
 public void Setup()
 {
     this._universeEventUnsubscriberFactory = A.Fake <IUnsubscriberFactory <IUniverseEvent> >();
     this._logger = new NullLogger <UniversePlayer>();
 }