DataSchema / DataSet

Classes that define the structure of exported data and hold the exported rows.

Namespace: MZpack.NT8.Algo

DataSchema

Defines the column structure of an export — an ordered list of ValueDescriptor instances.

Properties

Property	Type	Description
Descriptors	List<ValueDescriptor>	Ordered list of column descriptors
DataSet	DataSet	Associated DataSet (set during Init)

Adding Columns

DataSchema uses a fluent API — all Append methods return this.

By indicator value:

schema
    .Append(IndValue.POC)
    .Append(IndValue.Delta)
    .Append(IndValue.Volume);

With custom name and kind:

schema.Append("my_poc", ValueKind.Feature, IndValue.POC);

With calculated value:

schema.Append("spread", ValueKind.Feature,
    (export, desc, data) => strategy.GetCurrentAsk() - strategy.GetCurrentBid());

With multiple indicator values:

schema.Append("levels", ValueKind.Feature,
    new[] { IndValue.VAH, IndValue.VAL, IndValue.POC });

With drawing object mapping:

schema.Append("signal", ValueKind.Label, chartObjectDescriptor);

Key Methods

Method	Returns	Description
Append(IndValue)	DataSchema	Add column for built-in indicator value
Append(string, ValueKind, IndValue, int)	DataSchema	Add named column with kind and optional shift
Append(string, ValueKind, CalculateExportValueDelegate)	DataSchema	Add calculated single-value column
Append(string, ValueKind, CalculateExportValuesDelegate)	DataSchema	Add calculated multi-value column
Append(string, ValueKind, ChartObjectDescriptor)	DataSchema	Add drawing object column
GetColumnByName(string)	int	Column index by name (−1 if not found)
GetColumnByIndValue(IndValue)	int	Column index by IndValue (−1 if not found)
GetFeatures()	string[]	Names of all Feature columns
GetLabels()	string[]	Names of all Label columns
GetOfKind(ValueKind)	List<ValueDescriptor>	All descriptors of a given kind
Drop(string, ValueKind)	void	Remove descriptor by name and kind
Clone()	DataSchema	Deep copy of schema and all descriptors
SaveToXml(string)	void	Serialize schema to XML file
LoadFromXml(MZpackStrategyBase, string)	DataSchema	Deserialize schema from XML file (static)

DataSet

Container for exported data rows, organized by a DataSchema.

Properties

Property	Type	Description
Schema	DataSchema	Column definitions (setting clears all rows)
Rows	List<DataSetRow>	All data rows
Cursor	int	Index of the last added row
Export	GeneralExport	Parent export instance

Methods

Method	Returns	Description
AddRow(DateTime)	DataSetRow	Create a new row with timestamp
GetValue(int, int)	double	Get value by column and shift from cursor
GetValue(IndValue, int)	double	Get value by IndValue and shift
GetValue(string, int)	double	Get value by column name and shift
SetValue(double, int, int)	void	Set value by column and shift
GetLabel(int, int)	double	Get label by column and shift
SetLabel(double, int, int)	void	Set label by column and shift
Skip(int)	void	Remove first N rows
Append(DataSet)	void	Append rows from another DataSet (schemas must match)
ToEnumerable(ValueKind)	List<List<double>>	All rows as nested lists, filtered by kind
ToLines(ExportArgs, int)	List<string>	Convert rows to CSV strings
LastRowToString(ExportArgs)	string	Last row as CSV string

DataSetRow

A single row of exported data with a timestamp.

Properties

Property	Type	Description
Time	DateTime	Row timestamp
Values	DataSetRowValues	Feature and Internal values
Labels	DataSetRowValues	Label values

Methods

Method	Returns	Description
ToString(ExportArgs)	string	Row as a delimited string

DataSetRowValues

Inheritance: DataSetRowValues : List<double>

A list of double values for one row. Extends List<double> with no additional public API.

Index

Simple wrapper for an integer value, used internally for position tracking.

Property	Type	Description
Value	int	Index value

Example

// Define schema with POC and Delta columns
var args = new ExportArgs { FileName = "output.csv", IsHeader = true, IsTime = true };
var export = new IndicatorExport(strategy, fpIndicator,
    ExportDataSource.Level1, ExportTemporality.Historical,
    ExportGranularity.Bar, args);

export.DataSet.Schema
    .Append(IndValue.POC)
    .Append(IndValue.Delta);

// After export, access data:
double poc = export.DataSet.GetValue(IndValue.POC);
double prevDelta = export.DataSet.GetValue(IndValue.Delta, shift: 1);