QuoteCsvSerializer

StockSharp.Algo.Storages.Csv

The quote serializer in the CSV format.

继承自: CsvMarketDataSerializer<NullableTimeQuoteChange>

构造函数

QuoteCsvSerializer(SecurityId, Encoding)

The quote 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) : NullableTimeQuoteChange

Read data from the specified reader.

reader
CSV reader.
metaInfo
Meta-information on data for one day.

返回值: Data.

WriteAsync(CsvFileWriter, NullableTimeQuoteChange, IMarketDataMetaInfo, CancellationToken) : ValueTask