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
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