InMemoryMarketDataStorage

StockSharp.Algo.Storages

The storage, generating data in the process of operation.

Implements: IMarketDataStorage<T>, IMarketDataStorage

Constructors

InMemoryMarketDataStorage
public InMemoryMarketDataStorage(SecurityId securityId, DataType dataType, Func<DateTime, IAsyncEnumerable<T>> getData)
inMemoryMarketDataStorage = InMemoryMarketDataStorage(securityId, dataType, getData)

The storage, generating data in the process of operation.

securityId
Security ID.
dataType
Data type.
getData
Handler for retrieving in-memory data.

Methods

LoadAsync
public IAsyncEnumerable<T> LoadAsync(DateTime date)
result = inMemoryMarketDataStorage.LoadAsync(date)

To load data.

date
Date, for which data shall be loaded.

Returns: Data. If there is no data, the empty set will be returned.