LocalMarketDataDrive

LocalMarketDataDrive

public LocalMarketDataDrive()

localMarketDataDrive = LocalMarketDataDrive()

Initializes a new instance of the LocalMarketDataDrive.

LocalMarketDataDrive

public LocalMarketDataDrive(string path)

localMarketDataDrive = LocalMarketDataDrive(path)

Initializes a new instance of the LocalMarketDataDrive.

path

The path to the directory with data.

LocalMarketDataDrive

public LocalMarketDataDrive(IFileSystem fileSystem, string path)

localMarketDataDrive = LocalMarketDataDrive(fileSystem, path)

Initializes a new instance of the LocalMarketDataDrive.

fileSystem

File system abstraction.

path

The path to the directory with data.

AvailableSecurities

public IEnumerable<SecurityId> AvailableSecurities { get; }

value = localMarketDataDrive.AvailableSecurities

Available securities.

Path

public override string Path { get; set; }

value = localMarketDataDrive.Path
localMarketDataDrive.Path = value

Path to market data.

BuildIndexAsync

public Task BuildIndexAsync(ILogReceiver logs, Action<int, int> updateProgress, CancellationToken cancellationToken)

result = localMarketDataDrive.BuildIndexAsync(logs, updateProgress, cancellationToken)

Build an index for fast performance of accessing available data types from the storage.

logs

Logs. Can be .

updateProgress

Progress handler.

cancellationToken

CancellationToken

Returns: Task

GetAvailableDataTypesAsync

public override IAsyncEnumerable<DataType> GetAvailableDataTypesAsync(SecurityId securityId, StorageFormats format)

result = localMarketDataDrive.GetAvailableDataTypesAsync(securityId, format)

Get all available data types.

securityId

Instrument identifier.

format

Format type.

Returns: Data types.

GetAvailableSecuritiesAsync

public override IAsyncEnumerable<SecurityId> GetAvailableSecuritiesAsync()

result = localMarketDataDrive.GetAvailableSecuritiesAsync()

Get all available instruments.

Returns: Available instruments.

GetDataType

public static DataType GetDataType(string fileName)

result = LocalMarketDataDrive.GetDataType(fileName)

Get data type and parameter for the specified file name.

fileName

The file name.

Returns: Data type and parameter associated with the type. For example, candle arg.

GetDate

public static DateTime GetDate(string dirName)

result = LocalMarketDataDrive.GetDate(dirName)

Convert directory name to the date.

dirName

Directory name.

Returns: The date.

GetDirName

public static string GetDirName(DateTime date)

result = LocalMarketDataDrive.GetDirName(date)

Convert the date to directory name.

date

The date.

Returns: Directory name.

GetExtension

public static string GetExtension(StorageFormats format)

result = LocalMarketDataDrive.GetExtension(format)

To get the file extension for the format.

format

Format.

Returns: The extension.

GetFileName

public static string GetFileName(DataType dataType, StorageFormats? format, bool throwIfUnknown)

result = LocalMarketDataDrive.GetFileName(dataType, format, throwIfUnknown)

To get the file name by the type of data.

dataType

Data type info.

format

Storage format. If set an extension will be added to the file name.

throwIfUnknown

Throw exception if the specified type is unknown.

Returns: The file name.

GetSecurityPath

public string GetSecurityPath(SecurityId securityId)

result = localMarketDataDrive.GetSecurityPath(securityId)

To get the path to the folder with market data for the instrument.

securityId

Security ID.

Returns: The path to the folder with market data.

GetStorageDrive

public override IMarketDataStorageDrive GetStorageDrive(SecurityId securityId, DataType dataType, StorageFormats format)

result = localMarketDataDrive.GetStorageDrive(securityId, dataType, format)

To get the storage for IMarketDataStorage.

securityId

Security ID.

dataType

Data type info.

format

Format type.

Returns: Storage for IMarketDataStorage.

LookupSecuritiesAsync

public override IAsyncEnumerable<SecurityMessage> LookupSecuritiesAsync(SecurityLookupMessage criteria, ISecurityProvider securityProvider)

result = localMarketDataDrive.LookupSecuritiesAsync(criteria, securityProvider)

Download securities by the specified criteria.

criteria

Message security lookup for specified criteria.

securityProvider

The provider of information about instruments.

Returns: The sequence of found instruments.

TrySaveIndex

public TimeSpan? TrySaveIndex(TimeSpan diff)

result = localMarketDataDrive.TrySaveIndex(diff)

Try save existing index.

diff

Time diff from prev index change.

Returns: Time taken by build process. means no build happened.

VerifyAsync

public override ValueTask VerifyAsync(CancellationToken cancellationToken)

result = localMarketDataDrive.VerifyAsync(cancellationToken)

Verify settings.

cancellationToken

CancellationToken

Returns: ValueTask