Class OrderLogCsvSerializer
- Namespace
- StockSharp.Algo.Storages.Csv
- Assembly
- StockSharp.Algo.dll
The order log serializer in the CSV format.
public class OrderLogCsvSerializer : CsvMarketDataSerializer<ExecutionMessage>, IMarketDataSerializer<ExecutionMessage>, IMarketDataSerializer
- Inheritance
-
OrderLogCsvSerializer
- Implements
- Inherited Members
- Extension Methods
Constructors
OrderLogCsvSerializer(SecurityId, Encoding)
Initializes a new instance of the OrderLogCsvSerializer.
public OrderLogCsvSerializer(SecurityId securityId, Encoding encoding = null)
Parameters
securityId
SecurityIdSecurity ID.
encoding
EncodingEncoding.
Methods
CreateMetaInfo(DateTime)
To create empty meta-information.
public override IMarketDataMetaInfo CreateMetaInfo(DateTime date)
Parameters
date
DateTimeDate.
Returns
- IMarketDataMetaInfo
Meta-information on data for one day.
Read(FastCsvReader, IMarketDataMetaInfo)
Read data from the specified reader.
protected override ExecutionMessage Read(FastCsvReader reader, IMarketDataMetaInfo metaInfo)
Parameters
reader
FastCsvReaderCSV reader.
metaInfo
IMarketDataMetaInfoMeta-information on data for one day.
Returns
- ExecutionMessage
Data.
Write(CsvFileWriter, ExecutionMessage, IMarketDataMetaInfo)
Write data to the specified writer.
protected override void Write(CsvFileWriter writer, ExecutionMessage data, IMarketDataMetaInfo metaInfo)
Parameters
writer
CsvFileWriterCSV writer.
data
ExecutionMessageData.
metaInfo
IMarketDataMetaInfoMeta-information on data for one day.