public void SetUp() { _dataLoader = SystemDataLoaderUtils.CreateSubstitute(PricesCount, LastDate); _commission = CommissionUtils.CreateSubstitute(); _slippage = SlippageUtils.CreateSusbstitute(); TestObj = new SignalsProcessor(_dataLoader, _commission, _slippage); _signalSelectorCalled = false; _openPriceLevelCalled = false; }
public MessageProcessor() { m_nodes = new Dictionary <Int32, Node>(); SendMessageBuffer = new BufferBlock <(Node Node, IList <Byte[]> Message)>(); SendSignalBuffer = new BufferBlock <(Node Node, IList <Byte[]> Message)>(); SendCommandBuffer = new BufferBlock <(Int32 Node, IList <Byte[]> Message)>(); m_signalsProcessor = new SignalsProcessor(); var sendSignal = new TransformBlock <(Int32 Id, IList <Byte[]> Data), (Node, IList <Byte[]>)>(signalData => (m_nodes[signalData.Id], signalData.Data)); m_signalsProcessor.SendSignalBuffer.LinkTo(sendSignal); sendSignal.LinkTo(SendSignalBuffer); }