Table of Contents

Class BiggerTimeFrameCandleCompressor

Namespace
StockSharp.Algo.Candles
Assembly
StockSharp.Algo.dll

Compressor of candles from smaller time-frames to bigger.

public class BiggerTimeFrameCandleCompressor : ICandleBuilderSubscription
Inheritance
BiggerTimeFrameCandleCompressor
Implements
Inherited Members
Extension Methods

Constructors

BiggerTimeFrameCandleCompressor(MarketDataMessage, ICandleBuilder)

Initializes a new instance of the BiggerTimeFrameCandleCompressor.

public BiggerTimeFrameCandleCompressor(MarketDataMessage message, ICandleBuilder builder)

Parameters

message MarketDataMessage

Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).

builder ICandleBuilder

The builder of candles of TimeFrameCandleMessage type.

Properties

CurrentCandle

The current candle.

public CandleMessage CurrentCandle { get; set; }

Property Value

CandleMessage

Message

Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).

public MarketDataMessage Message { get; }

Property Value

MarketDataMessage

PrevCandle

The current candle.

public CandleMessage PrevCandle { get; set; }

Property Value

CandleMessage

VolumeProfile

Volume profile.

public VolumeProfileBuilder VolumeProfile { get; set; }

Property Value

VolumeProfileBuilder

Methods

Process(CandleMessage)

To process the new data.

public IEnumerable<CandleMessage> Process(CandleMessage message)

Parameters

message CandleMessage

The message contains information about the time-frame candle.

Returns

IEnumerable<CandleMessage>

A new candles changes.

Reset()

Reset state.

public void Reset()