StorageHelper

StockSharp.Algo.Storages

Extension class for storage.

Methods

public static void ClearDatesCache(IMarketDataStorageDrive drive)

StorageHelper.ClearDatesCache(drive)

Synchronous wrapper for CancellationToken).

drive: Market data storage drive.

Delete

public static void Delete(ISecurityStorage storage, Security security)

StorageHelper.Delete(storage, security)

Synchronous wrapper for CancellationToken).

storage: Security storage.
security: Security.

Delete

public static void Delete(IMarketDataStorageDrive drive, DateTime date)

StorageHelper.Delete(drive, date)

Synchronous wrapper for CancellationToken).

drive: Market data storage drive.
date: Date, for which all data shall be deleted.

Delete

public static void Delete(IMarketDataStorage storage, IEnumerable<Message> data)

StorageHelper.Delete(storage, data)

Synchronous wrapper for CancellationToken).

storage: Market data storage.
data: Market data to be deleted.

Delete

public static void Delete(IMarketDataStorage storage, DateTime date)

StorageHelper.Delete(storage, date)

Synchronous wrapper for CancellationToken).

storage: Market data storage.
date: Date, for which all data shall be deleted.

Delete

public static bool Delete(IMarketDataStorage storage, DateTime? from, DateTime? to)

result = StorageHelper.Delete(storage, from, to)

To delete market data from the storage for the specified time period.

storage: Market-data storage.
from: The start time for data deleting. If the value is not specified, the data will be deleted starting from the date GetDatesAsync.
to: The end time, up to which the data shall be deleted. If the value is not specified, data will be deleted up to the end date GetDatesAsync, inclusive.

Returns: if data was deleted, data not exist for the specified period.

DeleteAsync

public static ValueTask<bool> DeleteAsync(IMarketDataStorage storage, DateTime? from, DateTime? to, CancellationToken cancellationToken)

result = StorageHelper.DeleteAsync(storage, from, to, cancellationToken)

To delete market data from the storage for the specified time period.

storage: Market-data storage.
from: The start time for data deleting. If the value is not specified, the data will be deleted starting from the date GetDatesAsync.
to: The end time, up to which the data shall be deleted. If the value is not specified, data will be deleted up to the end date GetDatesAsync, inclusive.
cancellationToken: CancellationToken

Returns: if data was deleted, data not exist for the specified period.

DeleteBy

public static void DeleteBy(ISecurityStorage storage, SecurityLookupMessage criteria)

StorageHelper.DeleteBy(storage, criteria)

Synchronous wrapper for CancellationToken).

storage: Security storage.
criteria: The criterion.

DeleteByIdAsync

public static ValueTask DeleteByIdAsync(ISecurityStorage securityStorage, string securityId, CancellationToken cancellationToken)

result = StorageHelper.DeleteByIdAsync(securityStorage, securityId, cancellationToken)

Delete instrument by identifier.

securityStorage: Securities meta info storage.
securityId: Identifier.
cancellationToken: CancellationToken

DeleteByIdAsync

public static ValueTask DeleteByIdAsync(ISecurityStorage securityStorage, SecurityId securityId, CancellationToken cancellationToken)

result = StorageHelper.DeleteByIdAsync(securityStorage, securityId, cancellationToken)

Delete instrument by identifier.

securityStorage: Securities meta info storage.
securityId: Identifier.
cancellationToken: CancellationToken

DeleteRange

public static void DeleteRange(ISecurityStorage storage, IEnumerable<Security> securities)

StorageHelper.DeleteRange(storage, securities)

Synchronous wrapper for CancellationToken).

storage: Security storage.
securities: Securities.

Delete``1

public static void Delete<TMessage>(IMarketDataStorage<TMessage> storage, IEnumerable<TMessage> data)

StorageHelper.Delete(storage, data)

Synchronous wrapper for CancellationToken).

storage: Market data storage.
data: Market data to be deleted.

FolderNameToSecurityId

public static string FolderNameToSecurityId(string folderName)

result = StorageHelper.FolderNameToSecurityId(folderName)

The inverse conversion from the String) method.

folderName: Directory name.

Returns: Security ID.

GetAvailableDataTypes

public static IEnumerable<DataType> GetAvailableDataTypes(IMarketDataDrive drive, SecurityId securityId, StorageFormats format)

result = StorageHelper.GetAvailableDataTypes(drive, securityId, format)

Get all available data types.

drive: IMarketDataDrive
securityId: Instrument identifier.
format: Format type.

Returns: Data types.

GetCandleMessageBuildableStorage

public static ValueTask<IMarketDataStorage<CandleMessage>> GetCandleMessageBuildableStorage(CandleBuilderProvider provider, IStorageRegistry registry, SecurityId securityId, TimeSpan timeFrame, IMarketDataDrive drive, StorageFormats format, CancellationToken cancellationToken)

result = StorageHelper.GetCandleMessageBuildableStorage(provider, registry, securityId, timeFrame, drive, format, cancellationToken)

To get the candles storage for the specified instrument. The storage will build candles from smaller time-frames if original time-frames is not exist.

provider: Candle builders provider.
registry: Market-data storage.
securityId: Security ID.
timeFrame: Time-frame.
drive: The storage. If a value is , DefaultDrive will be used.
format: The format type. By default Binary is passed.
cancellationToken: CancellationToken

Returns: The candles storage.

GetCandleMessageStorage

public static IMarketDataStorage<CandleMessage> GetCandleMessageStorage(IStorageRegistry registry, Subscription subscription, IMarketDataDrive drive, StorageFormats format)

result = StorageHelper.GetCandleMessageStorage(registry, subscription, drive, format)

To get the candles storage for the specified instrument.

registry: IStorageRegistry.
subscription: Subscription.
drive: The storage.
format: The format type.

Returns: The candles storage.

GetCandleMessageStorage

public static IMarketDataStorage<CandleMessage> GetCandleMessageStorage(IStorageRegistry registry, Type candleMessageType, SecurityId securityId, object arg, IMarketDataDrive drive, StorageFormats format)

result = StorageHelper.GetCandleMessageStorage(registry, candleMessageType, securityId, arg, drive, format)

To get the candles storage for the specified instrument.

registry: IStorageRegistry
candleMessageType: The type of candle message.
securityId: Security ID.
arg: Candle arg.
drive: The storage.
format: The format type.

Returns: The candles storage.

GetDates

public static IEnumerable<DateTime> GetDates(IMarketDataStorage storage, DateTime? from, DateTime? to)

result = StorageHelper.GetDates(storage, from, to)

To get all dates for stored market data for the specified range.

storage: Market-data storage.
from: The range start time. If the value is not specified, data will be loaded from the start date GetDatesAsync.
to: The range end time. If the value is not specified, data will be loaded up to the end date GetDatesAsync, inclusive.

Returns: All available data within the range.

GetDates

public static IEnumerable<DateTime> GetDates(IMarketDataStorageDrive drive)

result = StorageHelper.GetDates(drive)

Synchronous wrapper for GetDatesAsync.

drive: Market data storage drive.

Returns: Available dates.

GetDates

public static IEnumerable<DateTime> GetDates(IMarketDataStorage storage)

result = StorageHelper.GetDates(storage)

Synchronous wrapper for GetDatesAsync.

storage: Market data storage.

Returns: Available dates.

GetDatesAsync

public static IAsyncEnumerable<DateTime> GetDatesAsync(IMarketDataStorage storage, DateTime? from, DateTime? to)

result = StorageHelper.GetDatesAsync(storage, from, to)

To get all dates for stored market data for the specified range.

storage: Market-data storage.
from: The range start time. If the value is not specified, data will be loaded from the start date GetDatesAsync.
to: The range end time. If the value is not specified, data will be loaded up to the end date GetDatesAsync, inclusive.

Returns: All available data within the range.

GetExecutionMessageStorage

public static IMarketDataStorage<ExecutionMessage> GetExecutionMessageStorage(IStorageRegistry registry, SecurityId securityId, ExecutionTypes type, IMarketDataDrive drive, StorageFormats format)

result = StorageHelper.GetExecutionMessageStorage(registry, securityId, type, drive, format)

To get the ExecutionMessage storage for the specified instrument.

registry: IStorageRegistry
securityId: Security ID.
type: Data type, information about which is contained in the ExecutionMessage.
drive: The storage.
format: The format type.

Returns: The ExecutionMessage storage.

GetFromDate

public static DateTime? GetFromDate(IMarketDataStorage storage)

result = StorageHelper.GetFromDate(storage)

To get the start date for market data, stored in the storage.

storage: Market-data storage.

Returns: The start date. If the value is not initialized, the storage is empty.

GetMetaInfo

public static IMarketDataMetaInfo GetMetaInfo(IMarketDataStorage storage, DateTime date)

result = StorageHelper.GetMetaInfo(storage, date)

Synchronous wrapper for CancellationToken).

storage: Market data storage.
date: Date, for which meta-information on data shall be received.

Returns: Meta-information on data. If there is no such date in history, will be returned.

GetRange

public static IRange<DateTime> GetRange(IMarketDataStorage storage, DateTime? from, DateTime? to)

result = StorageHelper.GetRange(storage, from, to)

Get available date range for the specified storage.

storage: Storage.
from: The initial date from which you need to get data.
to: The final date by which you need to get data.

Returns: Date range

GetRangeAsync

public static ValueTask<IRange<DateTime>> GetRangeAsync(IMarketDataStorage storage, DateTime? from, DateTime? to, CancellationToken cancellationToken)

result = StorageHelper.GetRangeAsync(storage, from, to, cancellationToken)

Get available date range for the specified storage.

storage: Storage.
from: The initial date from which you need to get data.
to: The final date by which you need to get data.
cancellationToken: CancellationToken

Returns: Date range

GetSnapshotStorage

public static ISnapshotStorage GetSnapshotStorage(ISnapshotRegistry registry, Type dataType, object arg)

result = StorageHelper.GetSnapshotStorage(registry, dataType, arg)

To get the snapshot storage.

registry: Snapshot storage registry.
dataType: Market data type.
arg: The parameter associated with the type. For example, candle arg.

Returns: The snapshot storage.

GetStorage

public static IMarketDataStorage GetStorage(IStorageRegistry registry, SecurityId securityId, Type dataType, object arg, IMarketDataDrive drive, StorageFormats format)

result = StorageHelper.GetStorage(registry, securityId, dataType, arg, drive, format)

To get the market-data storage.

registry: IStorageRegistry
securityId: Security ID.
dataType: Market data type.
arg: The parameter associated with the type. For example, candle arg.
drive: The storage.
format: The format type.

Returns: Market-data storage.

GetStorage

public static IMarketDataStorage GetStorage(IStorageRegistry registry, Security security, Type dataType, object arg, IMarketDataDrive drive, StorageFormats format)

result = StorageHelper.GetStorage(registry, security, dataType, arg, drive, format)

To get the market-data storage.

registry: IStorageRegistry
security: Security.
dataType: Market data type.
arg: The parameter associated with the type. For example, candle arg.
drive: The storage. If a value is , DefaultDrive will be used.
format: The format type. By default Binary is passed.

Returns: Market-data storage.

GetStorage

public static IMarketDataStorage GetStorage(IStorageRegistry registry, Security security, DataType dataType, IMarketDataDrive drive, StorageFormats format)

result = StorageHelper.GetStorage(registry, security, dataType, drive, format)

To get the market-data storage.

registry: Market-data storage.
security: Security.
dataType: Data type info.
drive: The storage. If a value is , DefaultDrive will be used.
format: The format type. By default Binary is passed.

Returns: Market-data storage.

GetTimeFrameCandleMessageStorage

public static IMarketDataStorage<CandleMessage> GetTimeFrameCandleMessageStorage(IStorageRegistry registry, SecurityId securityId, TimeSpan arg, IMarketDataDrive drive, StorageFormats format)

result = StorageHelper.GetTimeFrameCandleMessageStorage(registry, securityId, arg, drive, format)

To get the candles storage for the specified instrument.

registry: IStorageRegistry.
securityId: Security ID.
arg: Candle arg.
drive: The storage.
format: The format type.

Returns: The candles storage.

GetToDate

public static DateTime? GetToDate(IMarketDataStorage storage)

result = StorageHelper.GetToDate(storage)

To get the end date for market data, stored in the storage.

storage: Market-data storage.

Returns: The end date. If the value is not initialized, the storage is empty.

Init

public static void Init(ISnapshotRegistry registry)

StorageHelper.Init(registry)

Init

public static void Init(IEntityRegistry registry)

StorageHelper.Init(registry)

Init

public static void Init(IExchangeInfoProvider provider)

StorageHelper.Init(provider)

Load

public static IEnumerable<Message> Load(IMarketDataStorage storage, DateTime date)

result = StorageHelper.Load(storage, date)

Synchronous wrapper for DateTime).

storage: Market data storage.
date: Date, for which data shall be loaded.

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

LoadAsync``1

public static IAsyncEnumerable<TMessage> LoadAsync<TMessage>(IMarketDataStorage<TMessage> storage, DateTime? from, DateTime? to)

result = StorageHelper.LoadAsync(storage, from, to)

To create an iterative loader of market data for the time range.

storage: Market-data storage.
from: The start time for data loading. If the value is not specified, data will be loaded from the starting time GetDatesAsync.
to: The end time for data loading. If the value is not specified, data will be loaded up to the GetDatesAsync date, inclusive.

Returns: The iterative loader of market data.

LoadMessages

public static ValueTuple<DateTime?, long?>? LoadMessages(StorageCoreSettings settings, CandleBuilderProvider candleBuilderProvider, MarketDataMessage subscription, Action<Message> newOutMessage)

result = StorageHelper.LoadMessages(settings, candleBuilderProvider, subscription, newOutMessage)

Load messages.

settings: Storage settings.
candleBuilderProvider: Candle builders provider.
subscription: Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).
newOutMessage: New message event.

Returns: Last date.

LoadMessagesAsync

public static IAsyncEnumerable<Message> LoadMessagesAsync(StorageCoreSettings settings, CandleBuilderProvider candleBuilderProvider, MarketDataMessage subscription, StorageLoadContext context, CancellationToken cancellationToken)

result = StorageHelper.LoadMessagesAsync(settings, candleBuilderProvider, subscription, context, cancellationToken)

Load history messages from storage as async stream.

settings: Storage settings.
candleBuilderProvider: Candle builders provider.
subscription: Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).
context: Context that will be populated with load result metadata after enumeration.
cancellationToken: Cancellation token.

Returns: Async stream of messages.

LoadStream

public static Stream LoadStream(IMarketDataStorageDrive drive, DateTime date, bool readOnly)

result = StorageHelper.LoadStream(drive, date, readOnly)

Synchronous wrapper for CancellationToken).

drive: Market data storage drive.
date: Date, for which data shall be loaded.
readOnly: Get stream in read mode only.

Returns: Data in the format of StockSharp storage. If no data exists, Null will be returned.

Load``1

public static IEnumerable<TMessage> Load<TMessage>(IMarketDataStorage<TMessage> storage, DateTime date)

result = StorageHelper.Load(storage, date)

Synchronous wrapper for DateTime).

storage: Market data storage.
date: Date, for which data shall be loaded.

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

Load``1

public static IEnumerable<TMessage> Load<TMessage>(IMarketDataStorage<TMessage> storage, DateTime? from, DateTime? to)

result = StorageHelper.Load(storage, from, to)

To create an iterative loader of market data for the time range.

storage: Market-data storage.
from: The start time for data loading. If the value is not specified, data will be loaded from the starting time GetDatesAsync.
to: The end time for data loading. If the value is not specified, data will be loaded up to the GetDatesAsync date, inclusive.

Returns: The iterative loader of market data.

Save

public static int Save(IMarketDataStorage storage, IEnumerable<Message> data)

result = StorageHelper.Save(storage, data)

Synchronous wrapper for CancellationToken).

storage: Market data storage.
data: Market data.

Returns: Count of saved data.

Save

public static void Save(ISecurityStorage storage, Security security, bool forced)

StorageHelper.Save(storage, security, forced)

Synchronous wrapper for CancellationToken).

storage: Security storage.
security: Security.
forced: Forced update.

SaveStream

public static void SaveStream(IMarketDataStorageDrive drive, DateTime date, Stream stream)

StorageHelper.SaveStream(drive, date, stream)

Synchronous wrapper for CancellationToken).

drive: Market data storage drive.
date: The date, for which data shall be saved.
stream: Data in the format of StockSharp storage.

Save``1

public static int Save<TMessage>(IMarketDataStorage<TMessage> storage, IEnumerable<TMessage> data)

result = StorageHelper.Save(storage, data)

Synchronous wrapper for CancellationToken).

storage: Market data storage.
data: Market data.

Returns: Count of saved data.

SecurityIdToFolderName

public static string SecurityIdToFolderName(string id)

result = StorageHelper.SecurityIdToFolderName(id)

To convert the instrument identifier into the folder name, replacing reserved symbols.

id: Security ID.

Returns: Directory name.

SetAdapter``1

public static bool SetAdapter<TKey>(IMappingMessageAdapterProvider<TKey> provider, TKey key, IMessageAdapter adapter)

result = StorageHelper.SetAdapter(provider, key, adapter)

Make association with adapter.

provider: Message adapter's provider interface.
key: Key.
adapter: Adapter.

Returns: if the association is successfully changed, otherwise, .

Fields

SecurityBackslashSeparator

public const string SecurityBackslashSeparator

value = StorageHelper.SecurityBackslashSeparator

The delimiter, replacing '\\' in path for instruments with id like USD\\EUR. Is equal to '##BS##'.

SecurityColonSeparator

public const string SecurityColonSeparator

value = StorageHelper.SecurityColonSeparator

The delimiter, replacing ':' in the path for instruments with id like AA-CA:SPB@SPBEX. Is equal to '##COLON##'.

SecurityFirstDot

public const string SecurityFirstDot

value = StorageHelper.SecurityFirstDot

The delimiter, replacing first '.' in the path for instruments with id like .AA-CA@SPBEX. Is equal to '##DOT##'.

SecurityQuestionSeparator

public const string SecurityQuestionSeparator

value = StorageHelper.SecurityQuestionSeparator

The delimiter, replacing '?' in the path for instruments with id like AA-CA?SPB@SPBEX. Is equal to '##QSTN##'.

SecuritySlashSeparator

public const string SecuritySlashSeparator

value = StorageHelper.SecuritySlashSeparator

The delimiter, replacing '/' in path for instruments with id like USD/EUR. Is equal to '__'.

SecurityStarSeparator

public const string SecurityStarSeparator

value = StorageHelper.SecurityStarSeparator

The delimiter, replacing '*' in the path for instruments with id like C.BPO-*@CANADIAN. Is equal to '##STAR##'.

SecurityVerticalBarSeparator

public const string SecurityVerticalBarSeparator

value = StorageHelper.SecurityVerticalBarSeparator

The delimiter, replacing '|' in the path for instruments with id like AA-CA|SPB@SPBEX. Is equal to '##VBAR##'.