예제 #1
0
        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;
        }
예제 #2
0
        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);
        }