CandleCsvSerializer. Removed time based aggregation.

Author: mikasoukhov

Algo/Storages/Csv/CandleCsvSerializer.cs

@@ -14,14 +14,7 @@ public class CandleCsvSerializer<TCandleMessage>(SecurityId securityId, DataType
 	where TCandleMessage : CandleMessage, new()
 {
 	private class CandleCsvMetaInfo(CandleCsvSerializer<TCandleMessage> serializer, DateTime date) : MetaInfo(date)
-		//where TCandleMessage : CandleMessage, new()
 	{
-		private readonly Dictionary<DateTime, TCandleMessage> _items = [];
-
-		private bool _isOverride;
-
-		public override bool IsOverride => _isOverride;
-
 		public override object LastId { get; set; }
 
 		public override void Write(Stream stream)
@@ -43,8 +36,6 @@ public override void Read(Stream stream)
 
 					var openTime = message.OpenTime.UtcDateTime;
 
-					_items[openTime] = message;
-
 					if (!firstTimeRead)
 					{
 						FirstTime = openTime;
@@ -66,22 +57,14 @@ public IEnumerable<TCandleMessage> Process(IEnumerable<TCandleMessage> messages)
 		{
 			messages = [.. messages];
 
-			if (messages.IsEmpty())
-				return [];
-
 			foreach (var message in messages)
 			{
 				var openTime = message.OpenTime.UtcDateTime;
 
-				if (!_isOverride)
-					_isOverride = _items.ContainsKey(openTime) || openTime <= LastTime;
-
-				_items[openTime] = message;
-
 				LastTime = openTime;
 			}
 
-			return _isOverride ? _items.Values : messages;
+			return messages;
 		}
 	}
 

Tests/StorageTests.cs

@@ -1946,9 +1946,7 @@ private static void CandlesRandom(ExecutionMessage[] trades,
 
 		var storage = GetStorageRegistry();
 
-		var onlyBinary = new[] { StorageFormats.Binary };
-		var allFormats = Enumerator.GetValues<StorageFormats>().ToArray();
-		var formats = isCalcVolumeProfile ? onlyBinary : allFormats;
+		var formats = isCalcVolumeProfile ? [StorageFormats.Binary] : Enumerator.GetValues<StorageFormats>().ToArray();
 
 		if (resetPriceStep)
 			security.PriceStep = 1;
@@ -1959,10 +1957,7 @@ private static void CandlesRandom(ExecutionMessage[] trades,
 		CheckCandles<VolumeCandleMessage, decimal>(storage, secId, candles, volumeRange, formats, diffOffset);
 		CheckCandles<TickCandleMessage, int>(storage, secId, candles, ticksArg, formats, diffOffset);
 		CheckCandles<RangeCandleMessage, Unit>(storage, secId, candles, rangeArg, formats, diffOffset);
-
-		// renko candles cannot be saved to CSV https://stocksharp.myjetbrains.com/youtrack/issue/SS-136
-		CheckCandles<RenkoCandleMessage, Unit>(storage, secId, candles, renkoArg, onlyBinary, diffOffset);
-
+		CheckCandles<RenkoCandleMessage, Unit>(storage, secId, candles, renkoArg, formats, diffOffset);
 		CheckCandles<PnFCandleMessage, PnFArg>(storage, secId, candles, pnfArg, formats, diffOffset);
 	}