private List <Message> GenerateMessages()
{
List <Message> result = new List <Message>();
var hreq = (HistoricRequest)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());
}
}
}
}
HistoricMessage msg = new HistoricMessage(base._request.correlationId, security, badFields, fieldData, result.Count);
result.Add(msg);
}
return(result);
}
internal HistoricElementReference(HistoricMessage msg)
{
this._security = (HistoricElementSecurityData)msg.Elements.First();
}