public void SetUp() { _dataProvider = StockDataProviderUtils.CreateSubstitute(DateTime.MinValue); _dataLoader = SystemDataLoaderUtils.CreateSubstitute(2 * BackBufRange, BackBufRange, DateTime.Now.Date); TestObj = new StocksDataPreloader(_dataProvider, _dataLoader); _stat = new StockStatMock("", BackBufRange); }
public void SetUp() { _dataProvider = StockDataProviderUtils.CreateSubstitute(DateTime.MinValue); _dataLoader = SystemDataLoaderUtils.CreateSubstituteWithConstantPriceInRange(PricesCount, StartingPrice, PriceRange, LastDate); _dataDefinitionProvider = Substitute.For <ISystemDataDefinitionProvider>(); _signalGeneratorOnOpen = Substitute.For <ISignalGeneratorOnOpen>(); _signalGeneratorOnClose = Substitute.For <ISignalGeneratorOnClose>(); _commission = CommissionUtils.CreateSubstitute(); _slippage = SlippageUtils.CreateSusbstitute(); _mmPositionCloseCalculator = Substitute.For <IMMPositionCloseCalculator>(); _systemState = new SystemState() { Cash = InitialCash }; _slippage.CalculateOpen(default, default, default, default).ReturnsForAnyArgs(args => args.ArgAt <float>(3));