private List <Message> GenerateMessages() { List <Message> result = new List <Message>(); var ireq = (RequestIntradayTick)base._request; var tickData = new Dictionary <DateTime, Tuple <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 Tuple <string, double, int>("TRADE", Types.RandomDataGenerator.RandomDouble(), Types.RandomDataGenerator.IntradayTickTradeSize()); tickData.Add(dtCurrent, value); } } } MessageIntradayTick msg = new MessageIntradayTick(base._request.correlationId, tickData, ireq.IncludeConditionCodes, ireq.Service); result.Add(msg); return(result); }
private List<Message> GenerateMessages() { List<Message> result = new List<Message>(); var ireq = (RequestIntradayTick)base._request; string security = ireq.Security; bool isResponseError = Types.Rules.IsSecurityError(security); if (isResponseError) { MessageIntradayTick msg = new MessageIntradayTick(base._request.correlationId, ireq.Service); result.Add(msg); } else { var tickData = new Dictionary<DateTime, Tuple<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 Tuple<string, double, int>("TRADE", Types.RandomDataGenerator.RandomDouble(), Types.RandomDataGenerator.IntradayTickTradeSize()); tickData.Add(dtCurrent, value); } } } MessageIntradayTick msg = new MessageIntradayTick(base._request.correlationId, ireq.Service, tickData, ireq.IncludeConditionCodes); result.Add(msg); } return result; }
internal ElementReference(MessageIntradayTick msg) { this._parent = (ElementIntradayTickDataParent)msg.Elements.First(); }