public BondSpreadCalculator(BondSpreadServiceModel bondSpreadServiceModel, CurveBuilder curveBuilder,
FutureBuilder futureBuilder, FutureEnrichment futureEnricher, ForwardBuilder forwardBuilder,
InterestCurves curves)
{
this.bondSpreadServiceModel = bondSpreadServiceModel;
this.curveBuilder = curveBuilder;
this.futureBuilder = futureBuilder;
this.futureEnricher = futureEnricher;
this.forwardBuilder = forwardBuilder;
this.curves = curves;
carbonFieldMap = CarbonModel.GetEnumToFieldMapping(new[] { "bid", "ask", "primAct1", "secAct1" });
dataObserver = new DataObserver(bondPriceCache, carbonFieldMap, FutureCache);
dataObserver.Subscribe(dataObserveSubject);
}
public void ShouldGiveCorrectBondLivePricesWithoutRicSubscription()
{
AutoResetEvent reset = new AutoResetEvent(false);
DIContainer.RegisterSingletonType<FutureBuilder>();
Mock<IRepoAssumptions> mockRepo = new Mock<IRepoAssumptions>();
mockRepo.Setup(t => t.LoadDefaultRepo());
//DIContainer.GetInstance().RegisterType<ForwardBuilder>(new InjectionConstructor(mockRepo.Object));
DIContainer.RegisterSingletonType<BondSpreadServiceModel>();
DIContainer.RegisterSingletonType<BondSpreadCalculator>();
DIContainer.RegisterSingletonType<CurveBuilder>();
DIContainer.RegisterSingletonType<FutureBuilder>();
DIContainer.RegisterSingletonType<FutureEnrichment>();
var bondSpreadServiceModel = DIContainer.Resolve<BondSpreadServiceModel>();
var curveBuilder = DIContainer.Resolve<CurveBuilder>();
var futureBuilder = DIContainer.Resolve<FutureBuilder>();
var futureEnrichment = DIContainer.Resolve<FutureEnrichment>();
var forwardBuilder = new ForwardBuilder(futureBuilder, mockRepo.Object);
var curves = new InterestCurves(curveBuilder);
var bondspreadcalc = new BondSpreadCalculator(bondSpreadServiceModel, curveBuilder, futureBuilder, futureEnrichment, forwardBuilder, curves);
bondspreadcalc.GetMarketDataStreamFromCarbon("US912828P956", new[] { "Bid", "Ask" });
bondspreadcalc.BondPriceObservable()
.Subscribe(ProcessMethod);
reset.WaitOne(TimeSpan.FromMinutes(1));
}
