Class StockSharpExporter
- Namespace
- StockSharp.Algo.Export
- Assembly
- StockSharp.Algo.dll
The export into the StockSharp format.
public class StockSharpExporter : BaseExporter
- Inheritance
-
StockSharpExporter
- Inherited Members
- Extension Methods
Constructors
StockSharpExporter(DataType, Func<int, bool>, IStorageRegistry, IMarketDataDrive, StorageFormats)
Initializes a new instance of the StockSharpExporter.
public StockSharpExporter(DataType dataType, Func<int, bool> isCancelled, IStorageRegistry storageRegistry, IMarketDataDrive drive, StorageFormats format)
Parameters
dataType
DataTypeData type info.
isCancelled
Func<int, bool>The processor, returning process interruption sign.
storageRegistry
IStorageRegistryThe storage of market data.
drive
IMarketDataDriveStorage.
format
StorageFormatsFormat type.
Properties
BatchSize
The size of transmitted data package. The default is 50 elements.
public int BatchSize { get; set; }
Property Value
Methods
Export(IEnumerable<IndicatorValue>)
To export IndicatorValue.
protected override (int, DateTimeOffset?) Export(IEnumerable<IndicatorValue> values)
Parameters
values
IEnumerable<IndicatorValue>Values.
Returns
- (int, DateTimeOffset?)
Count and last time.
Export(IEnumerable<CandleMessage>)
To export CandleMessage.
protected override (int, DateTimeOffset?) Export(IEnumerable<CandleMessage> messages)
Parameters
messages
IEnumerable<CandleMessage>Messages.
Returns
- (int, DateTimeOffset?)
Count and last time.
Export(IEnumerable<Level1ChangeMessage>)
To export Level1ChangeMessage.
protected override (int, DateTimeOffset?) Export(IEnumerable<Level1ChangeMessage> messages)
Parameters
messages
IEnumerable<Level1ChangeMessage>Messages.
Returns
- (int, DateTimeOffset?)
Count and last time.
Export(IEnumerable<NewsMessage>)
To export NewsMessage.
protected override (int, DateTimeOffset?) Export(IEnumerable<NewsMessage> messages)
Parameters
messages
IEnumerable<NewsMessage>Messages.
Returns
- (int, DateTimeOffset?)
Count and last time.
Export(IEnumerable<PositionChangeMessage>)
To export PositionChangeMessage.
protected override (int, DateTimeOffset?) Export(IEnumerable<PositionChangeMessage> messages)
Parameters
messages
IEnumerable<PositionChangeMessage>Messages.
Returns
- (int, DateTimeOffset?)
Count and last time.
Export(IEnumerable<QuoteChangeMessage>)
To export QuoteChangeMessage.
protected override (int, DateTimeOffset?) Export(IEnumerable<QuoteChangeMessage> messages)
Parameters
messages
IEnumerable<QuoteChangeMessage>Messages.
Returns
- (int, DateTimeOffset?)
Count and last time.
Export(IEnumerable<SecurityMessage>)
To export SecurityMessage.
protected override (int, DateTimeOffset?) Export(IEnumerable<SecurityMessage> messages)
Parameters
messages
IEnumerable<SecurityMessage>Messages.
Returns
- (int, DateTimeOffset?)
Count and last time.
ExportOrderLog(IEnumerable<ExecutionMessage>)
To export OrderLog.
protected override (int, DateTimeOffset?) ExportOrderLog(IEnumerable<ExecutionMessage> messages)
Parameters
messages
IEnumerable<ExecutionMessage>Messages.
Returns
- (int, DateTimeOffset?)
Count and last time.
ExportTicks(IEnumerable<ExecutionMessage>)
To export Ticks.
protected override (int, DateTimeOffset?) ExportTicks(IEnumerable<ExecutionMessage> messages)
Parameters
messages
IEnumerable<ExecutionMessage>Messages.
Returns
- (int, DateTimeOffset?)
Count and last time.
ExportTransactions(IEnumerable<ExecutionMessage>)
To export Transactions.
protected override (int, DateTimeOffset?) ExportTransactions(IEnumerable<ExecutionMessage> messages)
Parameters
messages
IEnumerable<ExecutionMessage>Messages.
Returns
- (int, DateTimeOffset?)
Count and last time.