StorageRegistry
StockSharp.Algo.Storages
市场数据的存储.
继承自: Disposable
实现: IStorageRegistry
构造函数
StorageRegistry
public StorageRegistry(IExchangeInfoProvider exchangeInfoProvider)
storageRegistry = StorageRegistry(exchangeInfoProvider)
初始化了 & ##StorageRegistry+#的新实例.
- exchangeInfoProvider
- 交易所和交易委员会供应商。
StorageRegistry
public StorageRegistry()
storageRegistry = StorageRegistry()
初始化了 & ##StorageRegistry+#的新实例.
属性
DefaultDrive
public virtual IMarketDataDrive DefaultDrive { get; set; }
value = storageRegistry.DefaultDrive
storageRegistry.DefaultDrive = value
默认使用的存储 。
ExchangeInfoProvider
public IExchangeInfoProvider ExchangeInfoProvider { get; }
value = storageRegistry.ExchangeInfoProvider
交易所和交易委员会供应商。
方法
GetBoardStateMessageStorage
public IMarketDataStorage<BoardStateMessage> GetBoardStateMessageStorage(IMarketDataDrive drive, StorageFormats format)
result = storageRegistry.GetBoardStateMessageStorage(drive, format)
以取取板州储.
- drive
- 储取所.
- format
- 格式类型 。
返回值: 新闻存储.
GetCandleMessageStorage
public IMarketDataStorage<CandleMessage> GetCandleMessageStorage(SecurityId securityId, DataType type, IMarketDataDrive drive, StorageFormats format)
result = storageRegistry.GetCandleMessageStorage(securityId, type, drive, format)
以获得指定乐器所储存的蜡烛.
- securityId
- 金融工具标识。
- type
- DataType
- drive
- 储取所.
- format
- 格式类型 。
返回值: 烛花贮之.
GetExecutionMessageStorage
public IMarketDataStorage<ExecutionMessage> GetExecutionMessageStorage(SecurityId securityId, DataType type, IMarketDataDrive drive, StorageFormats format)
result = storageRegistry.GetExecutionMessageStorage(securityId, type, drive, format)
获取 ExecutionMessage 存储到指定的仪器 。
- securityId
- 金融工具标识。
- type
- 数据类型,有关信息载于ExecutionMessage.
- drive
- 储取所.
- format
- 格式类型 。
返回值: The ExecutionMessage storage.
GetLevel1MessageStorage
public IMarketDataStorage<Level1ChangeMessage> GetLevel1MessageStorage(SecurityId securityId, IMarketDataDrive drive, StorageFormats format)
result = storageRegistry.GetLevel1MessageStorage(securityId, drive, format)
获取一级数据的存储.
- securityId
- 金融工具标识。
- drive
- 储取所.
- format
- 格式类型 。
返回值: 一级数据的存储.
GetNewsMessageStorage
public IMarketDataStorage<NewsMessage> GetNewsMessageStorage(IMarketDataDrive drive, StorageFormats format)
result = storageRegistry.GetNewsMessageStorage(drive, format)
以取新闻存储.
- drive
- 储取所.
- format
- 格式类型 。
返回值: 新闻存储.
GetOrderLogMessageStorage
public IMarketDataStorage<ExecutionMessage> GetOrderLogMessageStorage(SecurityId securityId, IMarketDataDrive drive, StorageFormats format)
result = storageRegistry.GetOrderLogMessageStorage(securityId, drive, format)
获取指定仪器的命令日志存储 。
- securityId
- 金融工具标识。
- drive
- 储取所.
- format
- 格式类型 。
返回值: 收存订单日志.
GetPositionMessageStorage
public IMarketDataStorage<PositionChangeMessage> GetPositionMessageStorage(SecurityId securityId, IMarketDataDrive drive, StorageFormats format)
result = storageRegistry.GetPositionMessageStorage(securityId, drive, format)
要获得位置变化数据的存储.
- securityId
- 金融工具标识。
- drive
- 储取所.
- format
- 格式类型 。
返回值: 位置的存储会改变数据.
GetQuoteMessageStorage
public IMarketDataStorage<QuoteChangeMessage> GetQuoteMessageStorage(SecurityId securityId, IMarketDataDrive drive, StorageFormats format, bool passThroughOrderBookIncrement)
result = storageRegistry.GetQuoteMessageStorage(securityId, drive, format, passThroughOrderBookIncrement)
用于特定乐器的订货簿的存储。
- securityId
- 金融工具标识。
- drive
- 储取所.
- format
- 格式类型 。
- passThroughOrderBookIncrement
- Pass through incremental QuoteChangeMessage.
返回值: 订单书存储.
GetStorage
public IMarketDataStorage GetStorage(SecurityId securityId, DataType dataType, IMarketDataDrive drive, StorageFormats format)
result = storageRegistry.GetStorage(securityId, dataType, drive, format)
以取出市场数据存储.
- securityId
- 金融工具标识。
- dataType
- DataType
- drive
- 储取所.
- format
- 格式类型 。
返回值: 市场数据存储.
GetTickMessageStorage
public IMarketDataStorage<ExecutionMessage> GetTickMessageStorage(SecurityId securityId, IMarketDataDrive drive, StorageFormats format)
result = storageRegistry.GetTickMessageStorage(securityId, drive, format)
获取指定仪器的勾选交易存储。
- securityId
- 金融工具标识。
- drive
- 储取所.
- format
- 格式类型 。
返回值: 储存了虱子交易.
GetTransactionStorage
public IMarketDataStorage<ExecutionMessage> GetTransactionStorage(SecurityId securityId, IMarketDataDrive drive, StorageFormats format)
result = storageRegistry.GetTransactionStorage(securityId, drive, format)
获取指定仪器的交易存储 。
- securityId
- 金融工具标识。
- drive
- 储取所.
- format
- 格式类型 。
返回值: 交易存储。
RegisterCandleStorage
public void RegisterCandleStorage(IMarketDataStorage<CandleMessage> storage)
storageRegistry.RegisterCandleStorage(storage)
以入户入烛所贮.
- storage
- 烛花贮之.
RegisterLevel1Storage
public void RegisterLevel1Storage(IMarketDataStorage<Level1ChangeMessage> storage)
storageRegistry.RegisterLevel1Storage(storage)
注册第1级数据的存储.
- storage
- 一级数据的存储.
RegisterMarketDepthStorage
public void RegisterMarketDepthStorage(IMarketDataStorage<QuoteChangeMessage> storage)
storageRegistry.RegisterMarketDepthStorage(storage)
登记订货簿的存储。
- storage
- 订单书存储.
RegisterOrderLogStorage
public void RegisterOrderLogStorage(IMarketDataStorage<ExecutionMessage> storage)
storageRegistry.RegisterOrderLogStorage(storage)
登记订单日志存储 。
- storage
- 收存订单日志.
RegisterPositionStorage
public void RegisterPositionStorage(IMarketDataStorage<PositionChangeMessage> storage)
storageRegistry.RegisterPositionStorage(storage)
要注册位置变化数据的存储 。
- storage
- 位置的存储会改变数据.
RegisterTradeStorage
public void RegisterTradeStorage(IMarketDataStorage<ExecutionMessage> storage)
storageRegistry.RegisterTradeStorage(storage)
注册勾选交易存储 。
- storage
- 储存了虱子交易.