OrderLogCsvSerializer
StockSharp.Algo.Storages.Csv
The order log serializer in the CSV format.
继承自: CsvMarketDataSerializer<ExecutionMessage>
构造函数
OrderLogCsvSerializer(SecurityId, Encoding)
The order log serializer in the CSV format.
- securityId
- Security ID.
- encoding
- Encoding.
方法
CreateMetaInfo(DateTime) : IMarketDataMetaInfo
To create empty meta-information.
- date
- Date.
返回值: Meta-information on data for one day.
Read(FastCsvReader, IMarketDataMetaInfo) : ExecutionMessage
Read data from the specified reader.
- reader
- CSV reader.
- metaInfo
- Meta-information on data for one day.
返回值: Data.
WriteAsync(CsvFileWriter, ExecutionMessage, IMarketDataMetaInfo, CancellationToken) : ValueTask