public void Filter_NonOrderEvent_ReturnsEvent() { var orderFilter = new UniverseEquityOrderFilterService(this._logger); var universeEvent = new UniverseEvent(UniverseStateEvent.Order, DateTime.UtcNow, "not-an-order"); var filteredEvent = orderFilter.Filter(universeEvent); Assert.AreEqual(universeEvent, filteredEvent); }
public void Filter_FiltersOutCredit_Cfi(string nonEquityCfi) { var orderFilter = new UniverseEquityOrderFilterService(this._logger); var order = ((Order)null).Random(); var universeEvent = new UniverseEvent(UniverseStateEvent.Order, DateTime.UtcNow, order); order.Instrument.Cfi = nonEquityCfi; var filteredEvent = orderFilter.Filter(universeEvent); Assert.IsNull(filteredEvent); }
public void Filter_DoesNotFiltersOutEquity_Cfi(string equityCfi) { var orderFilter = new UniverseEquityOrderFilterService(this._logger); var order = ((Order)null).Random(); var universeEvent = new UniverseEvent(UniverseStateEvent.Order, DateTime.UtcNow, order); order.Instrument.Cfi = equityCfi; var filteredEvent = orderFilter.Filter(universeEvent); Assert.AreEqual(universeEvent, filteredEvent); }