Table of Contents

Class TimeFrameCandleBuilder

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

The builder of candles of TimeFrameCandleMessage type.

public class TimeFrameCandleBuilder : CandleBuilder<TimeFrameCandleMessage>, IPersistable, ILogReceiver, ILogSource, ICandleBuilder, IDisposable
Inheritance
TimeFrameCandleBuilder
Implements
Inherited Members
Extension Methods

Remarks

Initializes a new instance of the TimeFrameCandleBuilder.

Constructors

TimeFrameCandleBuilder(IExchangeInfoProvider)

The builder of candles of TimeFrameCandleMessage type.

public TimeFrameCandleBuilder(IExchangeInfoProvider exchangeInfoProvider)

Parameters

exchangeInfoProvider IExchangeInfoProvider

The exchange boards provider.

Remarks

Initializes a new instance of the TimeFrameCandleBuilder.

Properties

GenerateEmptyCandles

Whether to create empty candles (None) in the lack of trades. The default mode is enabled.

public bool GenerateEmptyCandles { get; set; }

Property Value

bool

Timeout

The time shift from the time frame end after which a signal is sent to close the unclosed candle forcibly. The default is 10% of the time frame.

public Unit Timeout { get; set; }

Property Value

Unit

Methods

CreateCandle(ICandleBuilderSubscription, ICandleBuilderValueTransform)

To create a new candle.

protected override TimeFrameCandleMessage CreateCandle(ICandleBuilderSubscription subscription, ICandleBuilderValueTransform transform)

Parameters

subscription ICandleBuilderSubscription

Subscription.

transform ICandleBuilderValueTransform

The data source transformation.

Returns

TimeFrameCandleMessage

Created candle.

IsCandleFinishedBeforeChange(ICandleBuilderSubscription, TimeFrameCandleMessage, ICandleBuilderValueTransform)

Whether the candle is created before data adding.

protected override bool IsCandleFinishedBeforeChange(ICandleBuilderSubscription subscription, TimeFrameCandleMessage candle, ICandleBuilderValueTransform transform)

Parameters

subscription ICandleBuilderSubscription

Subscription.

candle TimeFrameCandleMessage

Candle.

transform ICandleBuilderValueTransform

The data source transformation.

Returns

bool

true if the candle should be finished. Otherwise, false.