public void OnNext_SubscribeObserverAndOnNextValid_ReturnsNonNullAndCallsFactory()
{
var baseDate = new DateTime(2018, 01, 01);
var timeWindows = new TimeWindows("1", TimeSpan.FromDays(1));
var venueFilter = new HighVolumeVenueDecoratorFilter(
timeWindows,
this._baseService,
this._highVolumeVenueFilter);
var anObserver = A.Fake <IObserver <IUniverseEvent> >();
var onNext1 = A.Fake <IUniverseEvent>();
A.CallTo(() => onNext1.EventTime).Returns(baseDate);
var onNext2 = A.Fake <IUniverseEvent>();
A.CallTo(() => onNext2.EventTime).Returns(baseDate);
A.CallTo(() => onNext2.StateChange).Returns(UniverseStateEvent.Eschaton);
var result = venueFilter.Subscribe(anObserver);
venueFilter.OnNext(onNext1);
venueFilter.OnNext(onNext2);
A.CallTo(() => this._baseService.Subscribe(anObserver)).MustHaveHappenedOnceExactly();
Assert.IsNotNull(result);
A.CallTo(() => this._baseService.OnNext(onNext1)).MustHaveHappenedOnceExactly();
A.CallTo(() => this._baseService.OnNext(onNext2)).MustHaveHappenedOnceExactly();
}
public IHighVolumeVenueDecoratorFilter Build(
TimeWindows timeWindows,
IUniverseFilterService baseService,
DecimalRangeRuleFilter venueVolumeFilterSetting,
ISystemProcessOperationRunRuleContext ruleRunContext,
IUniverseDataRequestsSubscriber dataRequestSubscriber,
DataSource dataSource,
RuleRunMode ruleRunMode)
{
var filterRule = new HighVolumeVenueFilter(
timeWindows,
venueVolumeFilterSetting,
this._equityOrderFilterService,
ruleRunContext,
this._equityMarketCacheFactory,
this._fixedIncomeMarketCacheFactory,
ruleRunMode,
this._marketTradingHoursService,
dataRequestSubscriber,
dataSource,
this._tradingHistoryLogger,
this._venueLogger);
var filter = new HighVolumeVenueDecoratorFilter(timeWindows, baseService, filterRule);
return(filter);
}
public void OnCompleted_DelegatesCallToSubscriber()
{
var timeWindows = new TimeWindows("1", TimeSpan.FromDays(1));
var venueFilter = new HighVolumeVenueDecoratorFilter(
timeWindows,
this._baseService,
this._highVolumeVenueFilter);
venueFilter.OnCompleted();
A.CallTo(() => this._baseService.OnCompleted()).MustHaveHappenedOnceExactly();
}
public void Version_DelegatesCallToDecoratee()
{
var timeWindows = new TimeWindows("1", TimeSpan.FromDays(1));
var venueFilter = new HighVolumeVenueDecoratorFilter(
timeWindows,
this._baseService,
this._highVolumeVenueFilter);
var result = venueFilter.Version;
A.CallTo(() => this._baseService.Version).MustHaveHappenedOnceExactly();
}
public void Subscribe_SubscribeObserver_ReturnsNonNullAndCallsFactory()
{
var timeWindows = new TimeWindows("1", TimeSpan.FromDays(1));
var venueFilter = new HighVolumeVenueDecoratorFilter(
timeWindows,
this._baseService,
this._highVolumeVenueFilter);
var anObserver = A.Fake <IObserver <IUniverseEvent> >();
var result = venueFilter.Subscribe(anObserver);
A.CallTo(() => this._baseService.Subscribe(anObserver)).MustHaveHappenedOnceExactly();
Assert.IsNotNull(result);
}
public void Subscribe_SubscribeNullObserver_ReturnsNullAndDoesNotCallFactory()
{
var timeWindows = new TimeWindows("1", TimeSpan.FromDays(1));
var venueFilter = new HighVolumeVenueDecoratorFilter(
timeWindows,
this._baseService,
this._highVolumeVenueFilter);
var result = venueFilter.Subscribe(null);
A.CallTo(
() => this._universeUnsubscriberFactory.Create(
A <ConcurrentDictionary <IObserver <IUniverseEvent>, IObserver <IUniverseEvent> > > .Ignored,
A <IObserver <IUniverseEvent> > .Ignored)).MustNotHaveHappened();
Assert.IsNull(result);
}
public void WhenIRunTheHighVolumeVenueFilter()
{
this._filter = new HighVolumeVenueFilter(
this._timeWindows,
new DecimalRangeRuleFilter
{
Max = this._venueFilterApiParameters.Max,
Min = this._venueFilterApiParameters.Min,
Type = RuleFilterType.Include
},
new UniverseEquityOrderFilterService(new NullLogger <UniverseEquityOrderFilterService>()),
this._ruleCtx,
new UniverseEquityMarketCacheFactory(
new StubRuleRunDataRequestRepository(),
new RuleRunDataRequestRepository(
A.Fake <IConnectionStringFactory>(),
new NullLogger <RuleRunDataRequestRepository>()),
new NullLogger <UniverseEquityMarketCacheFactory>()),
new UniverseFixedIncomeMarketCacheFactory(
new StubRuleRunDataRequestRepository(),
new RuleRunDataRequestRepository(
A.Fake <IConnectionStringFactory>(),
new NullLogger <RuleRunDataRequestRepository>()),
new NullLogger <UniverseFixedIncomeMarketCacheFactory>()),
RuleRunMode.ValidationRun,
this._tradingHoursService,
this._universeDataRequestsSubscriber,
DataSource.AnyIntraday,
new NullLogger <TradingHistoryStack>(),
new NullLogger <HighVolumeVenueFilter>());
this._baseUniverseFilterService = A.Fake <IUniverseFilterService>();
var filterDecorator = new HighVolumeVenueDecoratorFilter(
this._timeWindows,
this._baseUniverseFilterService,
this._filter);
filterDecorator.Subscribe(this._observer);
foreach (var universeEvent in this._universeSelectionState.SelectedUniverse.UniverseEvents)
{
filterDecorator.OnNext(universeEvent);
}
}
