/// <summary>
/// To export <see cref="Level1ChangeMessage"/>.
/// </summary>
/// <param name="messages">Messages.</param>
protected override void Export(IEnumerable<Level1ChangeMessage> messages)
{
Do(worker =>
{
var columns = new Dictionary<Level1Fields, int>();
//{
// { Level1Fields.LastTradeId, 1 },
// { Level1Fields.LastTradePrice, 2 },
// { Level1Fields.LastTradeVolume, 3 },
// { Level1Fields.LastTradeOrigin, 4 },
// { Level1Fields.BestBidPrice, 5 },
// { Level1Fields.BestBidVolume, 6 },
// { Level1Fields.BestAskPrice, 7 },
// { Level1Fields.BestAskVolume, 8 },
// { Level1Fields.StepPrice, 9 },
// { Level1Fields.OpenInterest, 10 },
// { Level1Fields.TheorPrice, 11 },
// { Level1Fields.ImpliedVolatility, 12 },
// { Level1Fields.OpenPrice, 13 },
// { Level1Fields.HighPrice, 14 },
// { Level1Fields.LowPrice, 15 },
// { Level1Fields.ClosePrice, 16 },
// { Level1Fields.Volume, 17 },
//};
worker
.SetCell(0, 0, LocalizedStrings.Time).SetStyle(0, "yyyy-MM-dd HH:mm:ss.fff");
//foreach (var pair in columns)
//{
// var field = pair.Key;
// var columnIndex = pair.Value;
// worker.SetCell(columnIndex, 0, field.GetDisplayName());
// ApplyCellStyle(worker, field, columnIndex);
//}
var row = 1;
foreach (var message in messages)
{
worker.SetCell(0, row, message.LocalTime);
foreach (var pair in message.Changes)
{
var field = pair.Key;
var columnIndex = columns.TryGetValue2(field);
if (columnIndex == null)
{
columnIndex = columns.Count;
columns.Add(field, columnIndex.Value);
worker.SetCell(columnIndex.Value, 0, field.GetDisplayName());
ApplyCellStyle(worker, field, columnIndex.Value);
}
worker.SetCell(columns[field], row, pair.Value);
}
if (!Check(++row))
break;
}
});
}
/// <summary>
/// Экспортировать <see cref="Level1ChangeMessage"/>.
/// </summary>
/// <param name="messages">Сообщения.</param>
protected override void Export(IEnumerable<Level1ChangeMessage> messages)
{
Do(worker =>
{
var columns = new Dictionary<Level1Fields, int>
{
{ Level1Fields.LastTradeId, 1 },
{ Level1Fields.LastTradePrice, 2 },
{ Level1Fields.LastTradeVolume, 3 },
{ Level1Fields.LastTradeOrigin, 4 },
{ Level1Fields.BestBidPrice, 5 },
{ Level1Fields.BestBidVolume, 6 },
{ Level1Fields.BestAskPrice, 7 },
{ Level1Fields.BestAskVolume, 8 },
{ Level1Fields.StepPrice, 9 },
{ Level1Fields.OpenInterest, 10 },
{ Level1Fields.TheorPrice, 11 },
{ Level1Fields.ImpliedVolatility, 12 },
{ Level1Fields.OpenPrice, 13 },
{ Level1Fields.HighPrice, 14 },
{ Level1Fields.LowPrice, 15 },
{ Level1Fields.ClosePrice, 16 },
{ Level1Fields.Volume, 17 },
};
worker
.SetCell(0, 0, LocalizedStrings.Str219).SetStyle(0, "yyyy-MM-dd HH:mm:ss.fff");
foreach (var field in Enumerator.GetValues<Level1Fields>())
{
var columnIndex = columns.TryGetValue2(field);
if (columnIndex == null)
{
columnIndex = columns.Count;
columns.Add(field, columnIndex.Value);
}
var cell = worker.SetCell(columns[field], 0, field.GetDisplayName());
switch (field)
{
case Level1Fields.LastTrade:
case Level1Fields.BestAsk:
case Level1Fields.BestBid:
continue;
case Level1Fields.LastTradeId:
case Level1Fields.BidsCount:
case Level1Fields.AsksCount:
case Level1Fields.TradesCount:
cell.SetStyle(columns[field], typeof(long));
break;
case Level1Fields.LastTradeTime:
case Level1Fields.BestAskTime:
case Level1Fields.BestBidTime:
cell.SetStyle(columns[field], typeof(DateTimeOffset));
break;
default:
cell.SetStyle(columns[field], typeof(decimal));
break;
}
}
var row = 1;
foreach (var message in messages)
{
worker.SetCell(0, row, message.LocalTime);
foreach (var pair in message.Changes)
worker.SetCell(columns[pair.Key], row, pair.Value);
if (!Check(++row))
break;
}
});
}
