private List <Message> GenerateMessages() { List <Message> result = new List <Message>(); var hreq = (RequestHistoric)base._request; foreach (var security in hreq.Securities) { var fieldData = new Dictionary <DateTime, Dictionary <string, object> >(); if (hreq.DtStart.HasValue) { foreach (var dtCurrent in hreq.GetDates()) { if ((dtCurrent.DayOfWeek != DayOfWeek.Sunday) && (dtCurrent.DayOfWeek != DayOfWeek.Saturday)) { var fields = new Dictionary <string, object>(); fieldData.Add(dtCurrent, fields); foreach (var field in hreq.Fields) { fields.Add(field, Types.RandomDataGenerator.RandomDouble()); } } } } MessageHistoric msg = new MessageHistoric(base._request.correlationId, security, fieldData, result.Count); result.Add(msg); } return(result); }
private List<Message> GenerateMessages() { List<Message> result = new List<Message>(); var hreq = (RequestHistoric)base._request; var badFields = new List<string>(); for (int i = hreq.Fields.Count - 1; i >= 0; i--) { if (Types.Rules.IsBadField(hreq.Fields[i])) { badFields.Add(hreq.Fields[i]); hreq.Fields.RemoveAt(i); } } foreach (var security in hreq.Securities) { var fieldData = new Dictionary<DateTime, Dictionary<string, object>>(); if (hreq.DtStart.HasValue) { foreach (var dtCurrent in hreq.GetDates()) { if ((dtCurrent.DayOfWeek != DayOfWeek.Sunday) && (dtCurrent.DayOfWeek != DayOfWeek.Saturday)) { var fields = new Dictionary<string, object>(); fieldData.Add(dtCurrent, fields); foreach (var field in hreq.Fields) { fields.Add(field, Types.RandomDataGenerator.RandomDouble()); } } } } MessageHistoric msg = new MessageHistoric(base._request.correlationId, security, badFields, fieldData, result.Count); result.Add(msg); } return result; }
internal ElementReference(MessageHistoric msg) { this._security = (ElementHistoricSecurityData)msg.Elements.First(); }
internal ElementReference(MessageHistoric msg) { this._security = (ElementHistoricSecurityData)msg.Elements.First(); }