/// <summary> /// Overrides required data events for backtesting strategy /// </summary> private void OverrideStrategyDataEvents() { //NOTE: LOCAL Data _tradeHubStrategy.OverrideTickSubscriptionRequest(_marketRequestListener.SubscribeTickData); _tradeHubStrategy.OverrideTickUnsubscriptionRequest(_marketRequestListener.UnsubscribeTickData); _tradeHubStrategy.OverrideBarSubscriptionRequest(_marketRequestListener.SubscribeLiveBars); _tradeHubStrategy.OverrideBarSubscriptionRequest(_marketRequestListener.SubscribeMultipleLiveBars); _tradeHubStrategy.OverriderBarUnsubscriptionRequest(_marketRequestListener.UnsubcribeLiveBars); }
/// <summary> /// Overrides required data events for backtesting strategy /// </summary> private void OverrideStrategyDataEvents() { //NOTE: LOCAL Data _tradeHubStrategy.OverrideTickSubscriptionRequest(_marketRequestListener.SubscribeTickData); _tradeHubStrategy.OverrideTickUnsubscriptionRequest(_marketRequestListener.UnsubscribeTickData); _tradeHubStrategy.OverrideBarSubscriptionRequest(_marketRequestListener.SubscribeLiveBars); _tradeHubStrategy.OverrideBarSubscriptionRequest(_marketRequestListener.SubscribeMultipleLiveBars); _tradeHubStrategy.OverriderBarUnsubscriptionRequest(_marketRequestListener.UnsubcribeLiveBars); ////NOTE: SX Data //_tradeHubStrategy.InitializeMarketDataServiceDisruptor(new IEventHandler<RabbitMqMessage>[] { _marketDataListener }); }
public void OverRideTickRequestTestCase() { //_tradeHubStrategy.InitializeMarketDataServiceDisruptor(new IEventHandler<RabbitMqMessage>[] { this }); Subscribe subscribe = SubscriptionMessage.TickSubscription("1", new Security() { Symbol = "AAPL" }, "SimulatedExchange"); _tradeHubStrategy.OverrideTickSubscriptionRequest(TickSubscribedRequestReceived); _tickRequestArrived = false; _manualTickRequestEvent = new ManualResetEvent(false); Thread.Sleep(5000); _tradeHubStrategy.Run(); _manualTickRequestEvent.WaitOne(30000, false); Assert.AreEqual(true, _tickRequestArrived, "Tick Request Arrived"); }