public void MergeTwoFieldHashSets() { _marketDataFilter.WithBestPrices(); var newDataFilter = new MarketDataFilter().WithLastTradedPrice(); _marketDataFilter.Merge(newDataFilter); Assert.Contains("EX_BEST_OFFERS", _marketDataFilter.Fields); Assert.Contains("EX_LTP", _marketDataFilter.Fields); Assert.Equal(2, _marketDataFilter.Fields.Count); }
private MarketDataFilter GetMergedDataFilters() { var dataFiler = new MarketDataFilter(); foreach (var marketDataFilter in _strategies.Select(s => s.DataFilter).ToList()) { dataFiler.Merge(marketDataFilter); } return(dataFiler); }