private List <Message> GenerateMessages()
{
List <Message> result = new List <Message>();
var ireq = (IntradayTickRequest)base._request;
string security = ireq.Security;
bool isResponseError = Types.Rules.IsSecurityError(security);
if (isResponseError)
{
IntradayTickMessage msg = new IntradayTickMessage(base._request.correlationId, ireq.Service);
result.Add(msg);
}
else
{
var tickData = new SortedDictionary <DateTime, Types.Tuple3 <string, double, int> >();
if (ireq.DtStart.HasValue)
{
foreach (var dtCurrent in ireq.GetDates())
{
if ((dtCurrent.DayOfWeek != DayOfWeek.Sunday) && (dtCurrent.DayOfWeek != DayOfWeek.Saturday))
{
var value = new Types.Tuple3 <string, double, int>("TRADE", Types.RandomDataGenerator.RandomDouble(), Types.RandomDataGenerator.IntradayTickTradeSize());
tickData.Add(dtCurrent, value);
}
}
}
IntradayTickMessage msg = new IntradayTickMessage(base._request.correlationId, ireq.Service, tickData, ireq.IncludeConditionCodes);
result.Add(msg);
}
return(result);
}
public IntradayTickElementData(DateTime datetime, Types.Tuple3 <string, double, int> values, bool includeConditionCodes)
{
this._fields = new Dictionary <string, Element>();
Element elmTime = new IntradayTickElementDateTime(datetime);
this._fields.Add(elmTime.Name.ToString(), elmTime);
//TODO: This should actually be an enumeration, not a string
Element elmType = new IntradayTickElementString("type", values.Item1);
this._fields.Add(elmType.Name.ToString(), elmType);
Element elmValue = new IntradayTickElementDouble("value", values.Item2);
this._fields.Add(elmValue.Name.ToString(), elmValue);
Element elmSize = new IntradayTickElementInt("size", values.Item3);
this._fields.Add(elmSize.Name.ToString(), elmSize);
if (includeConditionCodes)
{
Element elmConditionCodes = new IntradayTickElementString("conditionCodes", "R6,IS");
this._fields.Add(elmConditionCodes.Name.ToString(), elmConditionCodes);
}
}