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Handle history provider returning null #7804

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merged 1 commit into from
Feb 21, 2024
Merged

Handle history provider returning null #7804

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9 changes: 9 additions & 0 deletions Engine/HistoricalData/BrokerageHistoryProvider.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -71,13 +71,22 @@ public override IEnumerable<Slice> GetHistory(IEnumerable<HistoryRequest> reques
foreach (var request in requests)
{
var history = _brokerage.GetHistory(request);
if (history == null)
{
// doesn't support this history request, that's okay
continue;
}
var subscription = CreateSubscription(request, history);

_dataPermissionManager.AssertConfiguration(subscription.Configuration, request.StartTimeLocal, request.EndTimeLocal);

subscriptions.Add(subscription);
}

if (subscriptions.Count == 0)
{
return null;
}
return CreateSliceEnumerableFromSubscriptions(subscriptions, sliceTimeZone);
}
}
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10 changes: 10 additions & 0 deletions Engine/HistoricalData/HistoryProviderManager.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -88,6 +88,11 @@ public override void Initialize(HistoryProviderInitializeParameters parameters)
dataQueueHandler = Composer.Instance.GetExportedValueByTypeName<IDataQueueHandler>(brokerageName);
// initialize it
dataQueueHandler.SetJob((Packets.LiveNodePacket)parameters.Job);
Log.Trace($"HistoryProviderManager.Initialize(): Created and wrapped '{brokerageName}' as '{typeof(BrokerageHistoryProvider).Name}'");
}
else
{
Log.Trace($"HistoryProviderManager.Initialize(): Wrapping '{brokerageName}' instance as '{typeof(BrokerageHistoryProvider).Name}'");
}

// wrap it
Expand Down Expand Up @@ -130,6 +135,11 @@ public override IEnumerable<Slice> GetHistory(IEnumerable<HistoryRequest> reques
try
{
var history = historyProvider.GetHistory(historyRequets, sliceTimeZone);
if (history == null)
{
// doesn't support this history request, that's okay
continue;
}
historyEnumerators.Add(history.GetEnumerator());
}
catch (Exception e)
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