Пример #1
0
        /// <summary>
        /// The empty manifest interpreter.
        /// </summary>
        /// <param name="execution">
        /// The execution.
        /// </param>
        /// <param name="systemProcessOperationContext">
        /// The system process operation context.
        /// </param>
        /// <returns>
        /// The <see cref="IDataManifestInterpreter"/>.
        /// </returns>
        private IDataManifestInterpreter EmptyManifestInterpreter(
            ScheduledExecution execution,
            ISystemProcessOperationContext systemProcessOperationContext)
        {
            var dataManifest =
                new DataManifest(
                    execution,
                    new Stack <UnfilteredOrdersQuery>(),
                    new Stack <BmllTimeBarQuery>(),
                    new Stack <FactSetTimeBarQuery>(),
                    new Stack <RefinitivIntraDayTimeBarQuery>(),
                    new Stack <RefinitivInterDayTimeBarQuery>());

            return(new DataManifestInterpreter(
                       dataManifest,
                       this.universeBuilder,
                       this.ordersRepository,
                       this.allocateOrdersProjector,
                       systemProcessOperationContext,
                       this.marketOpenCloseEventService,
                       this.marketRepository,
                       this.refinitivTickPriceHistoryApi));
        }