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

Remarks

Initializes a new instance of the StockSharpExporter.

Constructors

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

The export into the StockSharp format.

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.

Remarks

Initializes a new instance of the StockSharpExporter.

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.