17 using System.Collections.Generic;
34 private bool _initialized;
42 _brokerage = brokerage;
54 throw new InvalidOperationException(
"BrokerageHistoryProvider can only be initialized once");
67 public override IEnumerable<Slice>
GetHistory(IEnumerable<HistoryRequest> requests, DateTimeZone sliceTimeZone)
70 var subscriptions =
new List<Subscription>();
71 foreach (var request
in requests)
81 _dataPermissionManager.
AssertConfiguration(subscription.Configuration, request.StartTimeLocal, request.EndTimeLocal);
83 subscriptions.Add(subscription);
86 if (subscriptions.Count == 0)