private async Task <(IStrategy[], IEnumerable <MarketData>)> Initialise()
{
var dataTask = _marketDataProvider.GetPriceData();
var strategies = _strategyProvider.GetStrategies();
_investorProvider.Initialise();
var data = (await dataTask).ToArray();
_marketDataCache.Initialise(data);
return(strategies, data);
}
public async Task MarketDataProvider_DeltaCorrectAtJoinPoint()
{
var dataRepository = new Mock <IRepository <MarketData> >();
dataRepository
.Setup(x => x.Get())
.ReturnsAsync(new[]
{
new MarketData {
Date = new DateTime(2000, 1, 1), Price = 1, Volume = 1
},
new MarketData {
Date = new DateTime(2000, 1, 2), Price = 1, Delta = 2, Volume = 2
},
});
var apiDataProvider = new Mock <IApiDataProvider>();
apiDataProvider
.Setup(x => x.GetData())
.ReturnsAsync(new[]
{
new MarketData {
Date = new DateTime(2000, 1, 3), Price = 5, Volume = 5
},
});
var target = new MarketDataProvider(
apiDataProvider.Object,
dataRepository.Object);
var actual = await target.GetPriceData();
var last = actual.Last();
new
{
Delta = 4m,
DeltaPercent = -0.5m,
VolumePercent = -0.6m
}.ToExpectedObject().ShouldEqual(new
{
last.Delta,
last.DeltaPercent,
last.VolumePercent
});
}
public async Task MarketDataProvider_MergesHistoricAndLiveData()
{
var dataRepository = new Mock <IRepository <MarketData> >();
dataRepository
.Setup(x => x.Get())
.ReturnsAsync(new[]
{
new MarketData {
Date = new DateTime(2000, 1, 1)
},
new MarketData {
Date = new DateTime(2000, 1, 3)
},
});
var apiDataProvider = new Mock <IApiDataProvider>();
apiDataProvider
.Setup(x => x.GetData())
.ReturnsAsync(new[]
{
new MarketData {
Date = new DateTime(2000, 1, 2)
},
new MarketData {
Date = new DateTime(2000, 1, 4)
},
});
var target = new MarketDataProvider(
apiDataProvider.Object,
dataRepository.Object);
var actual = await target.GetPriceData();
CollectionAssert.AreEqual(
new[] { 1, 2, 3, 4 },
actual.Select(x => x.Date.Day));
}