Exemplo n.º 1
0
        public void InitialTick_ContainsExpectedNumberOfSecurities()
        {
            var initialiser = new NasdaqInitialiser();

            var tick = initialiser.InitialFrame();

            Assert.AreEqual(tick.Exchange.Name, "NASDAQ");
            Assert.AreEqual(tick.Securities.Count, 3109);
        }
        public IEquityDataGenerator Finish()
        {
            var equityDataStrategy  = new MarkovEquityStrategy();
            var nasdaqInitialiser   = new NasdaqInitialiser();
            var equityDataGenerator = new EquitiesMarkovProcess(
                nasdaqInitialiser,
                equityDataStrategy,
                this._heartbeat,
                this._logger);

            return(equityDataGenerator);
        }