private List<Message> GenerateMessages() { List<Message> result = new List<Message>(); var ireq = (RequestIntradayBar)base._request; string security = ireq.Security; bool securityError = Types.Rules.IsSecurityError(security); if (securityError) { MessageIntradayBar msg = new MessageIntradayBar(base._request.correlationId, ireq.Service, security); result.Add(msg); } else { var barData = new List<BarTickDataType>(); if (ireq.DtStart.HasValue) { foreach (var dtCurrent in ireq.GetDateTimes()) { var value = Types.RandomDataGenerator.GenerateBarData(dtCurrent); barData.Add(value); } } MessageIntradayBar msg = new MessageIntradayBar(base._request.correlationId, ireq.Service, barData); result.Add(msg); } return result; }
private List <Message> GenerateMessages() { List <Message> result = new List <Message>(); var ireq = (RequestIntradayBar)base._request; var barData = new List <BarTickDataType>(); if (ireq.DtStart.HasValue) { foreach (var dtCurrent in ireq.GetDateTimes()) { var value = Types.RandomDataGenerator.GenerateBarData(dtCurrent); barData.Add(value); } } MessageIntradayBar msg = new MessageIntradayBar(base._request.correlationId, barData, ireq.Service); result.Add(msg); return(result); }