예제 #1
0
        /// <summary>
        /// Converts the specified base data instance into a lean data file csv line.
        /// This method takes into account the fake that base data instances typically
        /// are time stamped in the exchange time zone, but need to be written to disk
        /// in the data time zone.
        /// </summary>
        public static string GenerateLine(IBaseData data, Resolution resolution, DateTimeZone exchangeTimeZone, DateTimeZone dataTimeZone)
        {
            var clone = data.Clone();

            clone.Time = data.Time.ConvertTo(exchangeTimeZone, dataTimeZone);
            return(GenerateLine(clone, clone.Symbol.ID.SecurityType, resolution));
        }
예제 #2
0
 /// <summary>
 /// Converts the specified base data instance into a lean data file csv line.
 /// This method takes into account the fake that base data instances typically
 /// are time stamped in the exchange time zone, but need to be written to disk
 /// in the data time zone.
 /// </summary>
 public static string GenerateLine(IBaseData data, Resolution resolution, DateTimeZone exchangeTimeZone, DateTimeZone dataTimeZone)
 {
     var clone = data.Clone();
     clone.Time = data.Time.ConvertTo(exchangeTimeZone, dataTimeZone);
     return GenerateLine(clone, clone.Symbol.ID.SecurityType, resolution);
 }