/// <summary>
/// Initializes a new instance of the <see cref="HighProfitsFixedIncomeSubscriber"/> class.
/// </summary>
/// <param name="fixedIncomeRuleHighVolumeFactory">
/// The fixed income rule high volume factory.
/// </param>
/// <param name="ruleParameterMapper">
/// The rule parameter mapper.
/// </param>
/// <param name="universeFilterFactory">
/// The universe filter factory.
/// </param>
/// <param name="brokerServiceFactory">
/// The broker service factory.
/// </param>
/// <param name="logger">
/// The logger.
/// </param>
public HighProfitsFixedIncomeSubscriber(
IFixedIncomeHighProfitFactory fixedIncomeRuleHighVolumeFactory,
IRuleParameterToRulesMapperDecorator ruleParameterMapper,
IUniverseFilterFactory universeFilterFactory,
IOrganisationalFactorBrokerServiceFactory brokerServiceFactory,
ILogger <HighVolumeFixedIncomeSubscriber> logger)
{
this.fixedIncomeRuleHighProfitsFactory =
fixedIncomeRuleHighVolumeFactory ?? throw new ArgumentNullException(nameof(fixedIncomeRuleHighVolumeFactory));
this.ruleParameterMapper =
ruleParameterMapper ?? throw new ArgumentNullException(nameof(ruleParameterMapper));
this.universeFilterFactory =
universeFilterFactory ?? throw new ArgumentNullException(nameof(universeFilterFactory));
this.brokerServiceFactory =
brokerServiceFactory ?? throw new ArgumentNullException(nameof(brokerServiceFactory));
this.logger =
logger ?? throw new ArgumentNullException(nameof(logger));
}
/// <summary>
/// The test setup.
/// </summary>
private void Setup()
{
this.tradingHoursService = A.Fake <IMarketTradingHoursService>();
A.CallTo(() => this.tradingHoursService.GetTradingHoursForMic("XLON")).Returns(
new TradingHours
{
CloseOffsetInUtc = TimeSpan.FromHours(16),
IsValid = true,
Mic = "XLON",
OpenOffsetInUtc = TimeSpan.FromHours(8)
});
A.CallTo(() => this.tradingHoursService.GetTradingHoursForMic("NASDAQ")).Returns(
new TradingHours
{
CloseOffsetInUtc = TimeSpan.FromHours(23),
IsValid = true,
Mic = "NASDAQ",
OpenOffsetInUtc = TimeSpan.FromHours(15)
});
A.CallTo(() => this.tradingHoursService.GetTradingHoursForMic("Diversity")).Returns(
new TradingHours
{
CloseOffsetInUtc = TimeSpan.FromHours(16),
IsValid = true,
Mic = "Diversity",
OpenOffsetInUtc = TimeSpan.FromHours(8)
});
this.ruleContext = A.Fake <ISystemProcessOperationRunRuleContext>();
this.dataRequestSubscriber = A.Fake <IUniverseDataRequestsSubscriber>();
this.fixedIncomeOrderFilterService =
new UniverseFixedIncomeOrderFilterService(
new NullLogger <UniverseFixedIncomeOrderFilterService>());
this.logger = A.Fake <ILogger <FixedIncomeHighProfitsRule> >();
this.stackLogger = A.Fake <ILogger <TradingHistoryStack> >();
this.equityMarketCacheFactory = new UniverseEquityMarketCacheFactory(
new StubRuleRunDataRequestRepository(),
new StubRuleRunDataRequestRepository(),
new NullLogger <UniverseEquityMarketCacheFactory>());
this.fixedIncomeMarketCacheFactory = new UniverseFixedIncomeMarketCacheFactory(
new StubRuleRunDataRequestRepository(),
new StubRuleRunDataRequestRepository(),
new NullLogger <UniverseFixedIncomeMarketCacheFactory>());
this.marketDataCacheStrategyFactory = new FixedIncomeMarketDataCacheStrategyFactory();
this.costCalculatorFactory = new CostCalculatorFactory(
new CurrencyConverterService(
this.exchangeRateSelection.ExchangeRateRepository,
new NullLogger <CurrencyConverterService>()),
new NullLogger <CostCalculator>(),
new NullLogger <CostCurrencyConvertingCalculator>());
this.revenueCalculatorFactory = new RevenueCalculatorFactory(
this.tradingHoursService,
new CurrencyConverterService(
this.exchangeRateSelection.ExchangeRateRepository,
new NullLogger <CurrencyConverterService>()),
new NullLogger <RevenueCurrencyConvertingCalculator>(),
new NullLogger <RevenueCalculator>());
this.exchangeRateProfitCalculator = A.Fake <IExchangeRateProfitCalculator>();
this.judgementRepository = A.Fake <IJudgementRepository>();
this.ruleViolationService = A.Fake <IRuleViolationService>();
this.judgementService = new JudgementService(
this.judgementRepository,
this.ruleViolationService,
new HighProfitJudgementMapper(new NullLogger <HighProfitJudgementMapper>()),
new FixedIncomeHighProfitJudgementMapper(new NullLogger <FixedIncomeHighProfitJudgementMapper>()),
new FixedIncomeHighVolumeJudgementMapper(new NullLogger <FixedIncomeHighVolumeJudgementMapper>()),
new NullLogger <JudgementService>());
this.factory = new FixedIncomeHighProfitFactory(
this.fixedIncomeOrderFilterService,
this.equityMarketCacheFactory,
this.fixedIncomeMarketCacheFactory,
this.marketDataCacheStrategyFactory,
this.costCalculatorFactory,
this.revenueCalculatorFactory,
this.exchangeRateProfitCalculator,
new CurrencyConverterService(
this.exchangeRateSelection.ExchangeRateRepository,
new NullLogger <CurrencyConverterService>()),
this.logger,
this.stackLogger);
}