LocalMarketDataDrive
The file storage for market data.
继承自: BaseMarketDataDrive
构造函数
LocalMarketDataDrive()
Initializes a new instance of the LocalMarketDataDrive.
LocalMarketDataDrive(string)
Initializes a new instance of the LocalMarketDataDrive.
- path
- The path to the directory with data.
LocalMarketDataDrive(IFileSystem, string)
Initializes a new instance of the LocalMarketDataDrive.
- fileSystem
- File system abstraction.
- path
- The path to the directory with data.
属性
AvailableSecurities : IEnumerable<SecurityId>
Available securities.
方法
BuildIndexAsync(ILogReceiver, Action<int, int>, CancellationToken) : Task
Build an index for fast performance of accessing available data types from the storage.
- logs
- Logs. Can be .
- updateProgress
- Progress handler.
- cancellationToken
- CancellationToken
返回值: Task
GetAvailableDataTypesAsync(SecurityId, StorageFormats) : IAsyncEnumerable<DataType>
Get all available data types.
- securityId
- Instrument identifier.
- format
- Format type.
返回值: Data types.
GetAvailableSecuritiesAsync() : IAsyncEnumerable<SecurityId>
Get all available instruments.
返回值: Available instruments.
GetDataType(string) : DataType
Get data type and parameter for the specified file name.
- fileName
- The file name.
返回值: Data type and parameter associated with the type. For example, candle arg.
GetDate(string) : DateTime
Convert directory name to the date.
- dirName
- Directory name.
返回值: The date.
GetDirName(DateTime) : string
Convert the date to directory name.
- date
- The date.
返回值: Directory name.
GetExtension(StorageFormats) : string
To get the file extension for the format.
- format
- Format.
返回值: The extension.
GetFileName(DataType, StorageFormats?, bool) : string
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.
返回值: The file name.
GetSecurityPath(SecurityId) : string
To get the path to the folder with market data for the instrument.
- securityId
- Security ID.
返回值: The path to the folder with market data.
GetStorageDrive(SecurityId, DataType, StorageFormats) : IMarketDataStorageDrive
To get the storage for IMarketDataStorage.
- securityId
- Security ID.
- dataType
- Data type info.
- format
- Format type.
返回值: Storage for IMarketDataStorage.
LookupSecuritiesAsync(SecurityLookupMessage, ISecurityProvider) : IAsyncEnumerable<SecurityMessage>
Download securities by the specified criteria.
- criteria
- Message security lookup for specified criteria.
- securityProvider
- The provider of information about instruments.
返回值: The sequence of found instruments.
TrySaveIndex(TimeSpan) : TimeSpan?
Try save existing index.
- diff
- Time diff from prev index change.
返回值: Time taken by build process. means no build happened.
VerifyAsync(CancellationToken) : ValueTask
Verify settings.
- cancellationToken
- CancellationToken
返回值: ValueTask