StorageHelper

StockSharp.Algo.Storages

Extension class for storage.

Métodos

ClearDatesCache(IMarketDataStorageDrive)

Synchronous wrapper for CancellationToken).

drive: Market data storage drive.

Delete(ISecurityStorage, Security)

Synchronous wrapper for CancellationToken).

storage: Security storage.
security: Security.

Delete(IMarketDataStorageDrive, DateTime)

Synchronous wrapper for CancellationToken).

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

Delete(IMarketDataStorage, IEnumerable<Message>)

Synchronous wrapper for CancellationToken).

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

Delete(IMarketDataStorage, DateTime)

Synchronous wrapper for CancellationToken).

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

Delete(IMarketDataStorage, DateTime?, DateTime?) : bool

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.

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

DeleteAsync(IMarketDataStorage, DateTime?, DateTime?, CancellationToken) : ValueTask<bool>

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

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

DeleteBy(ISecurityStorage, SecurityLookupMessage)

Synchronous wrapper for CancellationToken).

storage: Security storage.
criteria: The criterion.

DeleteByIdAsync(ISecurityStorage, string, CancellationToken) : ValueTask

Delete instrument by identifier.

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

DeleteByIdAsync(ISecurityStorage, SecurityId, CancellationToken) : ValueTask

Delete instrument by identifier.

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

DeleteRange(ISecurityStorage, IEnumerable<Security>)

Synchronous wrapper for CancellationToken).

storage: Security storage.
securities: Securities.

Delete``1(IMarketDataStorage<T>, IEnumerable<T>)

Synchronous wrapper for CancellationToken).

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

FolderNameToSecurityId(string) : string

The inverse conversion from the String) method.

folderName: Directory name.

Retorna: Security ID.

GetAvailableDataTypes(IMarketDataDrive, SecurityId, StorageFormats) : IEnumerable<DataType>

Get all available data types.

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

Retorna: Data types.

GetCandleMessageBuildableStorage(CandleBuilderProvider, IStorageRegistry, SecurityId, TimeSpan, IMarketDataDrive, StorageFormats, CancellationToken) : ValueTask<IMarketDataStorage<CandleMessage>>

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

Retorna: The candles storage.

GetCandleMessageStorage(IStorageRegistry, Subscription, IMarketDataDrive, StorageFormats) : IMarketDataStorage<CandleMessage>

To get the candles storage for the specified instrument.

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

Retorna: The candles storage.

GetCandleMessageStorage(IStorageRegistry, Type, SecurityId, object, IMarketDataDrive, StorageFormats) : IMarketDataStorage<CandleMessage>

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.

Retorna: The candles storage.

GetDates(IMarketDataStorage, DateTime?, DateTime?) : IEnumerable<DateTime>

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.

Retorna: All available data within the range.

GetDates(IMarketDataStorageDrive) : IEnumerable<DateTime>

Synchronous wrapper for GetDatesAsync.

drive: Market data storage drive.

Retorna: Available dates.

GetDates(IMarketDataStorage) : IEnumerable<DateTime>

Synchronous wrapper for GetDatesAsync.

storage: Market data storage.

Retorna: Available dates.

GetDatesAsync(IMarketDataStorage, DateTime?, DateTime?) : IAsyncEnumerable<DateTime>

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.

Retorna: All available data within the range.

GetExecutionMessageStorage(IStorageRegistry, SecurityId, ExecutionTypes, IMarketDataDrive, StorageFormats) : IMarketDataStorage<ExecutionMessage>

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.

Retorna: The ExecutionMessage storage.

GetFromDate(IMarketDataStorage) : DateTime?

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

storage: Market-data storage.

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

GetMetaInfo(IMarketDataStorage, DateTime) : IMarketDataMetaInfo

Synchronous wrapper for CancellationToken).

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

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

GetRange(IMarketDataStorage, DateTime?, DateTime?) : IRange<DateTime>

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.

Retorna: Date range

GetRangeAsync(IMarketDataStorage, DateTime?, DateTime?, CancellationToken) : ValueTask<IRange<DateTime>>

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

Retorna: Date range

GetSnapshotStorage(ISnapshotRegistry, Type, object) : ISnapshotStorage

To get the snapshot storage.

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

Retorna: The snapshot storage.

GetStorage(IStorageRegistry, SecurityId, Type, object, IMarketDataDrive, StorageFormats) : IMarketDataStorage

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.

Retorna: Market-data storage.

GetStorage(IStorageRegistry, Security, Type, object, IMarketDataDrive, StorageFormats) : IMarketDataStorage

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.

Retorna: Market-data storage.

GetStorage(IStorageRegistry, Security, DataType, IMarketDataDrive, StorageFormats) : IMarketDataStorage

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.

Retorna: Market-data storage.

GetTimeFrameCandleMessageStorage(IStorageRegistry, SecurityId, TimeSpan, IMarketDataDrive, StorageFormats) : IMarketDataStorage<CandleMessage>

To get the candles storage for the specified instrument.

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

Retorna: The candles storage.

GetToDate(IMarketDataStorage) : DateTime?

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

storage: Market-data storage.

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

Init(ISnapshotRegistry)

Init(IEntityRegistry)

Init(IExchangeInfoProvider)

Load(IMarketDataStorage, DateTime) : IEnumerable<T>

Synchronous wrapper for DateTime).

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

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

LoadAsync``1(IMarketDataStorage<T>, DateTime?, DateTime?)

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.

Retorna: The iterative loader of market data.

LoadMessages(StorageCoreSettings, CandleBuilderProvider, MarketDataMessage, Action<Message>) : ValueTuple?<DateTime?, long?>

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.

Retorna: Last date.

LoadMessagesAsync(StorageCoreSettings, CandleBuilderProvider, MarketDataMessage, StorageLoadContext, CancellationToken) : IAsyncEnumerable<Message>

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.

Retorna: Async stream of messages.

LoadStream(IMarketDataStorageDrive, DateTime, bool) : Stream

Synchronous wrapper for CancellationToken).

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

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

Load``1(IMarketDataStorage<T>, DateTime)

Synchronous wrapper for DateTime).

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

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

Load``1(IMarketDataStorage<T>, DateTime?, DateTime?)

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.

Retorna: The iterative loader of market data.

Save(IMarketDataStorage, IEnumerable<Message>) : int

Synchronous wrapper for CancellationToken).

storage: Market data storage.
data: Market data.

Retorna: Count of saved data.

Save(ISecurityStorage, Security, bool)

Synchronous wrapper for CancellationToken).

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

SaveStream(IMarketDataStorageDrive, DateTime, 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(IMarketDataStorage<T>, IEnumerable<T>)

Synchronous wrapper for CancellationToken).

storage: Market data storage.
data: Market data.

Retorna: Count of saved data.

SecurityIdToFolderName(string) : string

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

id: Security ID.

Retorna: Directory name.

SetAdapter``1(IMappingMessageAdapterProvider<T>, T, IMessageAdapter)

Make association with adapter.

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

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

Campos

SecurityBackslashSeparator : string

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

SecurityColonSeparator : string

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

SecurityFirstDot : string

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

SecurityQuestionSeparator : string

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

SecuritySlashSeparator : string

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

SecurityStarSeparator : string

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

SecurityVerticalBarSeparator : string

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