public void Setup()
{
var time = new DateTime(2017, 1, 3, 0, 0, 0);
var nextTime = time.AddSeconds(1);
_symbol = Symbol.Create("BTCUSD", SecurityType.Crypto, "GDAX");
_quote = new QuoteBar(time, _symbol, new Bar(1, 1, 1, 1), 1, new Bar(2, 2, 2, 2), 2);
_trade = new TradeBar(nextTime, _symbol, 3, 3, 3, 3, 3);
_fillModel = new TestableLatestFillModel();
}
public void Setup()
{
_fillModel = new TestableLatestFillModel();
}
