From 16c893deb6f63806c8642d729478a85d1bf9dcde Mon Sep 17 00:00:00 2001
From: Martin-Molinero <martin@quantconnect.com>
Date: Mon, 7 Oct 2024 10:40:28 -0300
Subject: [PATCH] Fix history manager configuration assertion (#8361)

---
 Engine/HistoricalData/BrokerageHistoryProvider.cs   |  3 ---
 Engine/HistoricalData/HistoryProviderManager.cs     | 13 ++++++++++++-
 .../SubscriptionDataReaderHistoryProvider.cs        |  1 -
 3 files changed, 12 insertions(+), 5 deletions(-)

diff --git a/Engine/HistoricalData/BrokerageHistoryProvider.cs b/Engine/HistoricalData/BrokerageHistoryProvider.cs
index b143898746d1..cc89883cb620 100644
--- a/Engine/HistoricalData/BrokerageHistoryProvider.cs
+++ b/Engine/HistoricalData/BrokerageHistoryProvider.cs
@@ -78,9 +78,6 @@ public override IEnumerable<Slice> GetHistory(IEnumerable<HistoryRequest> reques
                     continue;
                 }
                 var subscription = CreateSubscription(request, history);
-
-                _dataPermissionManager.AssertConfiguration(subscription.Configuration, request.StartTimeLocal, request.EndTimeLocal);
-
                 subscriptions.Add(subscription);
             }
 
diff --git a/Engine/HistoricalData/HistoryProviderManager.cs b/Engine/HistoricalData/HistoryProviderManager.cs
index c96ebc0f1b2f..116ee3b6201f 100644
--- a/Engine/HistoricalData/HistoryProviderManager.cs
+++ b/Engine/HistoricalData/HistoryProviderManager.cs
@@ -17,6 +17,7 @@
 using QuantConnect.Configuration;
 using QuantConnect.Data;
 using QuantConnect.Interfaces;
+using QuantConnect.Lean.Engine.DataFeeds;
 using QuantConnect.Lean.Engine.DataFeeds.Enumerators;
 using QuantConnect.Logging;
 using QuantConnect.Util;
@@ -33,6 +34,7 @@ namespace QuantConnect.Lean.Engine.HistoricalData
     /// </summary>
     public class HistoryProviderManager : HistoryProviderBase
     {
+        private IDataPermissionManager _dataPermissionManager;
         private IBrokerage _brokerage;
         private bool _initialized;
 
@@ -75,6 +77,7 @@ public override void Initialize(HistoryProviderInitializeParameters parameters)
                 dataProvidersList.AddRange(Config.Get("history-provider", "SubscriptionDataReaderHistoryProvider").DeserializeList());
             }
 
+            _dataPermissionManager = parameters.DataPermissionManager;
             foreach (var historyProviderName in dataProvidersList)
             {
                 IHistoryProvider historyProvider;
@@ -129,7 +132,15 @@ public override void Initialize(HistoryProviderInitializeParameters parameters)
         public override IEnumerable<Slice> GetHistory(IEnumerable<HistoryRequest> requests, DateTimeZone sliceTimeZone)
         {
             List<IEnumerator<Slice>> historyEnumerators = new(_historyProviders.Count);
-            var historyRequets = requests.ToList();
+
+            var historyRequets = new List<HistoryRequest>();
+            foreach (var request in requests)
+            {
+                var config = request.ToSubscriptionDataConfig();
+                _dataPermissionManager?.AssertConfiguration(config, request.StartTimeLocal, request.EndTimeLocal);
+                historyRequets.Add(request);
+            }
+
             foreach (var historyProvider in _historyProviders)
             {
                 try
diff --git a/Engine/HistoricalData/SubscriptionDataReaderHistoryProvider.cs b/Engine/HistoricalData/SubscriptionDataReaderHistoryProvider.cs
index de97829bddca..556d7f006aee 100644
--- a/Engine/HistoricalData/SubscriptionDataReaderHistoryProvider.cs
+++ b/Engine/HistoricalData/SubscriptionDataReaderHistoryProvider.cs
@@ -104,7 +104,6 @@ public override IEnumerable<Slice> GetHistory(IEnumerable<HistoryRequest> reques
         private Subscription CreateSubscription(HistoryRequest request)
         {
             var config = request.ToSubscriptionDataConfig();
-            DataPermissionManager.AssertConfiguration(config, request.StartTimeLocal, request.EndTimeLocal);
 
             // this security is internal only we do not need to worry about a few of it's properties
             // TODO: we don't need fee/fill/BPM/etc either. Even better we should refactor & remove the need for the security