Exemplo n.º 1
0
        public IEnumerableEx <TData> Deserialize(IDataStorageReader <TData> reader)
        {
            var data = new MemoryStream();

            reader.Stream.CopyTo(data);

            return(new SimpleEnumerable <TData>(() => new MarketDataEnumerator(this, new BitArrayReader(data), (TMetaInfo)reader.MetaInfo))
                   .ToEx(reader.MetaInfo.Count));
        }
Exemplo n.º 2
0
        public IEnumerableEx <TData> Deserialize(IDataStorageReader <TData> reader)
        {
            var stream   = reader.Stream;
            var metaInfo = reader.MetaInfo;

            return(new SimpleEnumerable <TData>(() =>
                                                new CsvReader(stream, _encoding, SecurityId, metaInfo.Date.Date, _executionType, _members))
                   .ToEx(metaInfo.Count));
        }
Exemplo n.º 3
0
        public IEnumerableEx <TData> Deserialize(IDataStorageReader <TData> reader)
        {
            var stream   = reader.Stream;
            var metaInfo = reader.MetaInfo;
            var data     = stream.ReadBuffer();

            return(new SimpleEnumerable <TData>(() => new MarketDataEnumerator(this, new BitArrayReader(data), (TMetaInfo)metaInfo))
                   .ToEx(metaInfo.Count));
        }
Exemplo n.º 4
0
        public ConvertableDataStorageReader(IDataStorageReader <TSource> reader, Func <IEnumerableEx <TSource>, IEnumerableEx <TData> > converter)
        {
            if (reader == null)
            {
                throw new ArgumentNullException("reader");
            }

            if (converter == null)
            {
                throw new ArgumentNullException("converter");
            }

            _reader    = reader;
            _converter = converter;
        }