Table of Contents

Class StockSharpExporter

Namespace
StockSharp.Algo.Export
Assembly
StockSharp.Algo.dll

The export into the StockSharp format.

public class StockSharpExporter : BaseExporter
Inheritance
StockSharpExporter
Inherited Members
Extension Methods

Constructors

StockSharpExporter(DataType, Func<int, bool>, IStorageRegistry, IMarketDataDrive, StorageFormats)

Initializes a new instance of the StockSharpExporter.

public StockSharpExporter(DataType dataType, Func<int, bool> isCancelled, IStorageRegistry storageRegistry, IMarketDataDrive drive, StorageFormats format)

Parameters

dataType DataType

Data type info.

isCancelled Func<int, bool>

The processor, returning process interruption sign.

storageRegistry IStorageRegistry

The storage of market data.

drive IMarketDataDrive

Storage.

format StorageFormats

Format type.

Properties

BatchSize

The size of transmitted data package. The default is 50 elements.

public int BatchSize { get; set; }

Property Value

int

Methods

Export(IEnumerable<IndicatorValue>)

To export IndicatorValue.

protected override (int, DateTimeOffset?) Export(IEnumerable<IndicatorValue> values)

Parameters

values IEnumerable<IndicatorValue>

Values.

Returns

(int, DateTimeOffset?)

Count and last time.

Export(IEnumerable<CandleMessage>)

To export CandleMessage.

protected override (int, DateTimeOffset?) Export(IEnumerable<CandleMessage> messages)

Parameters

messages IEnumerable<CandleMessage>

Messages.

Returns

(int, DateTimeOffset?)

Count and last time.

Export(IEnumerable<Level1ChangeMessage>)

protected override (int, DateTimeOffset?) Export(IEnumerable<Level1ChangeMessage> messages)

Parameters

messages IEnumerable<Level1ChangeMessage>

Messages.

Returns

(int, DateTimeOffset?)

Count and last time.

Export(IEnumerable<NewsMessage>)

To export NewsMessage.

protected override (int, DateTimeOffset?) Export(IEnumerable<NewsMessage> messages)

Parameters

messages IEnumerable<NewsMessage>

Messages.

Returns

(int, DateTimeOffset?)

Count and last time.

Export(IEnumerable<PositionChangeMessage>)

protected override (int, DateTimeOffset?) Export(IEnumerable<PositionChangeMessage> messages)

Parameters

messages IEnumerable<PositionChangeMessage>

Messages.

Returns

(int, DateTimeOffset?)

Count and last time.

Export(IEnumerable<QuoteChangeMessage>)

To export QuoteChangeMessage.

protected override (int, DateTimeOffset?) Export(IEnumerable<QuoteChangeMessage> messages)

Parameters

messages IEnumerable<QuoteChangeMessage>

Messages.

Returns

(int, DateTimeOffset?)

Count and last time.

Export(IEnumerable<SecurityMessage>)

To export SecurityMessage.

protected override (int, DateTimeOffset?) Export(IEnumerable<SecurityMessage> messages)

Parameters

messages IEnumerable<SecurityMessage>

Messages.

Returns

(int, DateTimeOffset?)

Count and last time.

ExportOrderLog(IEnumerable<ExecutionMessage>)

To export OrderLog.

protected override (int, DateTimeOffset?) ExportOrderLog(IEnumerable<ExecutionMessage> messages)

Parameters

messages IEnumerable<ExecutionMessage>

Messages.

Returns

(int, DateTimeOffset?)

Count and last time.

ExportTicks(IEnumerable<ExecutionMessage>)

To export Ticks.

protected override (int, DateTimeOffset?) ExportTicks(IEnumerable<ExecutionMessage> messages)

Parameters

messages IEnumerable<ExecutionMessage>

Messages.

Returns

(int, DateTimeOffset?)

Count and last time.

ExportTransactions(IEnumerable<ExecutionMessage>)

To export Transactions.

protected override (int, DateTimeOffset?) ExportTransactions(IEnumerable<ExecutionMessage> messages)

Parameters

messages IEnumerable<ExecutionMessage>

Messages.

Returns

(int, DateTimeOffset?)

Count and last time.