public void SetUp() { _dataLoader = SystemDataLoaderUtils.CreateSubstitute(PricesCount, LastDate); _commission = CommissionUtils.CreateSubstitute(); _slippage = SlippageUtils.CreateSusbstitute(); TestObj = new PositionsRebalancer(_dataLoader, _commission, _slippage); _openPriceLevelCalled = false; }
public void SetUp() { _dataProvider = StockDataProviderUtils.CreateSubstitute(DateTime.MinValue); _dataLoader = SystemDataLoaderUtils.CreateSubstitute(2 * BackBufRange, BackBufRange, DateTime.Now.Date); TestObj = new StocksDataPreloader(_dataProvider, _dataLoader); _stat = new StockStatMock("", BackBufRange); }
public void SetUp() { _dataLoader = SystemDataLoaderUtils.CreateSubstitute(PricesCount, LastDate); _commission = CommissionUtils.CreateSubstitute(); _slippage = SlippageUtils.CreateSusbstitute(); TestObj = new PositionsCloser(_dataLoader, _commission, _slippage); _positionSelectorCalled = false; _closePriceSelectorCalled = false; }
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 void SetUp() { _stock = new StockDefinition() { Type = StockType.Stock }; _stock2 = new StockDefinition(); _testObj = new SystemState() { Cash = CashValue }; _stockPrices = new StockPricesData(1); _dataLoader = SystemDataLoaderUtils.CreateSubstitute(_stockPrices); _commission = CommissionUtils.CreateSubstitute(Commission); _slippage = SlippageUtils.CreateSusbstitute(); EntrySignal.Stock = _stock; }