Add requested changes

Author: Marinovsky

Engine/RealTime/LiveTradingRealTimeHandler.cs

@@ -188,13 +188,7 @@ protected virtual IEnumerable<MarketHoursSegment> GetMarketHours(DateTime time,
             }
 
             var entry = MarketHoursDatabase.GetEntry(symbol.ID.Market, symbol, symbol.ID.SecurityType);
-            var securityExchangeHours = new SecurityExchangeHours(
-                entry.DataTimeZone,
-                entry.ExchangeHours.Holidays,
-                entry.ExchangeHours.MarketHours.ToDictionary(),
-                entry.ExchangeHours.EarlyCloses,
-                entry.ExchangeHours.LateOpens);
-            var hours = securityExchangeHours.GetMarketHours(time);
+            var hours = entry.ExchangeHours.GetMarketHours(time);
 
             foreach (var segment in hours.Segments)
             {

Tests/Engine/RealTime/LiveTradingRealTimeHandlerTests.cs

@@ -78,9 +78,8 @@ public void ThreadSafety()
         [TestCaseSource(typeof(ExchangeHoursDataClass), nameof(ExchangeHoursDataClass.TestCases))]
         public void RefreshesMarketHoursCorrectly(SecurityExchangeHours securityExchangeHours, MarketHoursSegment expectedSegment)
         {
-            Security security;
             var algorithm = new AlgorithmStub();
-            security = algorithm.AddEquity("SPY");
+            var security = algorithm.AddEquity("SPY");
 
             var realTimeHandler = new TestLiveTradingRealTimeHandler();
             realTimeHandler.Setup(algorithm,
@@ -145,7 +144,9 @@ public void ResetMarketHoursCorrectly()
             Assert.IsTrue(orderTicket.Status == OrderStatus.Submitted);
             broker.Scan();
             Assert.IsTrue(orderTicket.Status != OrderStatus.Filled);
+
             realTimeHandler.Exit();
+            broker.Dispose();
         }
 
         private class TestTimeLimitManager : IIsolatorLimitResultProvider
@@ -192,7 +193,7 @@ public void AssertMarketHours(Security security, DateTime time, MarketHoursSegme
                 var marketHours = security.Exchange.Hours.MarketHours[time.DayOfWeek];
                 var segment = marketHours.Segments.SingleOrDefault();
 
-                if (segment == null)
+                if (expectedSegment == null)
                 {
                     Assert.AreEqual(expectedSegment, segment);
                 }
@@ -212,7 +213,7 @@ public void AssertMarketHours(Security security, DateTime time, MarketHoursSegme
             }
         }
 
-        public class TestLiveTradingRealTimeHandlerReset : LiveTradingRealTimeHandler
+        private class TestLiveTradingRealTimeHandlerReset : LiveTradingRealTimeHandler
         {
             private static AutoResetEvent OnSecurityUpdated = new AutoResetEvent(false);