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
IExchangeInfoProviderThe 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
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
Methods
CreateCandle(ICandleBuilderSubscription, ICandleBuilderValueTransform)
To create a new candle.
protected override TimeFrameCandleMessage CreateCandle(ICandleBuilderSubscription subscription, ICandleBuilderValueTransform transform)
Parameters
subscription
ICandleBuilderSubscriptionSubscription.
transform
ICandleBuilderValueTransformThe 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
ICandleBuilderSubscriptionSubscription.
candle
TimeFrameCandleMessageCandle.
transform
ICandleBuilderValueTransformThe data source transformation.