CsvMarketDataSerializer

StockSharp.Algo.Storages.Csv

The serializer in the CSV format.

Implements: IMarketDataSerializer<T>, IMarketDataSerializer

Constructors

CsvMarketDataSerializer
protected CsvMarketDataSerializer(Encoding encoding)
csvMarketDataSerializer = CsvMarketDataSerializer(encoding)

Initializes a new instance of the CsvMarketDataSerializer.

encoding
Encoding.
CsvMarketDataSerializer
protected CsvMarketDataSerializer(SecurityId securityId, Encoding encoding)
csvMarketDataSerializer = CsvMarketDataSerializer(securityId, encoding)

Initializes a new instance of the CsvMarketDataSerializer.

securityId
Security ID.
encoding
Encoding.

Properties

Encoding
public Encoding Encoding { get; }
value = csvMarketDataSerializer.Encoding

Encoding.

Format
public StorageFormats Format { get; }
value = csvMarketDataSerializer.Format

Storage format.

SecurityId
public SecurityId SecurityId { get; }
value = csvMarketDataSerializer.SecurityId

Security ID.

TimePrecision
public TimeSpan TimePrecision { get; }
value = csvMarketDataSerializer.TimePrecision

Time precision.

Methods

CreateMetaInfo
public virtual IMarketDataMetaInfo CreateMetaInfo(DateTime date)
result = csvMarketDataSerializer.CreateMetaInfo(date)

To create empty meta-information.

date
Date.

Returns: Meta-information on data for one day.

DeserializeAsync
public virtual IAsyncEnumerable<TData> DeserializeAsync(Stream stream, IMarketDataMetaInfo metaInfo)
result = csvMarketDataSerializer.DeserializeAsync(stream, metaInfo)

To load data from the stream.

stream
The stream.
metaInfo
Meta-information on data for one day.

Returns: Data.

Read
protected abstract TData Read(FastCsvReader reader, IMarketDataMetaInfo metaInfo)
result = csvMarketDataSerializer.Read(reader, metaInfo)

Read data from the specified reader.

reader
CSV reader.
metaInfo
Meta-information on data for one day.

Returns: Data.

SerializeAsync
public virtual ValueTask SerializeAsync(Stream stream, IEnumerable<TData> data, IMarketDataMetaInfo metaInfo, CancellationToken cancellationToken)
result = csvMarketDataSerializer.SerializeAsync(stream, data, metaInfo, cancellationToken)

Save data into stream.

stream
Data stream.
data
Data.
metaInfo
Meta-information on data for one day.
cancellationToken
CancellationToken
WriteAsync
protected abstract ValueTask WriteAsync(CsvFileWriter writer, TData data, IMarketDataMetaInfo metaInfo, CancellationToken cancellationToken)
result = csvMarketDataSerializer.WriteAsync(writer, data, metaInfo, cancellationToken)

Write data to the specified writer.

writer
CSV writer.
data
Data.
metaInfo
Meta-information on data for one day.
cancellationToken
CancellationToken