public void SetUp()
{
_dataLoader = SystemDataLoaderUtils.CreateSubstitute(PricesCount, LastDate);
_commission = CommissionUtils.CreateSubstitute();
_slippage = SlippageUtils.CreateSusbstitute();
TestObj = new SignalsProcessor(_dataLoader, _commission, _slippage);
_signalSelectorCalled = false;
_openPriceLevelCalled = false;
}
public MessageProcessor()
{
m_nodes = new Dictionary <Int32, Node>();
SendMessageBuffer = new BufferBlock <(Node Node, IList <Byte[]> Message)>();
SendSignalBuffer = new BufferBlock <(Node Node, IList <Byte[]> Message)>();
SendCommandBuffer = new BufferBlock <(Int32 Node, IList <Byte[]> Message)>();
m_signalsProcessor = new SignalsProcessor();
var sendSignal = new TransformBlock <(Int32 Id, IList <Byte[]> Data), (Node, IList <Byte[]>)>(signalData =>
(m_nodes[signalData.Id], signalData.Data));
m_signalsProcessor.SendSignalBuffer.LinkTo(sendSignal);
sendSignal.LinkTo(SendSignalBuffer);
}
