Class RandomWalkTradeGenerator
- Namespace
- StockSharp.Algo.Testing
- Assembly
- StockSharp.Algo.dll
The trade generator based on normal distribution.
public class RandomWalkTradeGenerator : TradeGenerator- Inheritance
-
RandomWalkTradeGenerator
- Inherited Members
- Extension Methods
Constructors
RandomWalkTradeGenerator(SecurityId)
Initializes a new instance of the RandomWalkTradeGenerator.
public RandomWalkTradeGenerator(SecurityId securityId)Parameters
securityIdSecurityIdThe identifier of the instrument, for which data shall be generated.
Properties
GenerateOriginSide
To generate the value for OriginSide. By default is disabled.
public bool GenerateOriginSide { get; set; }Property Value
Methods
Clone()
Create a copy of RandomWalkTradeGenerator.
public override MarketDataGenerator Clone()Returns
- MarketDataGenerator
Copy.
Init()
To initialize the generator state.
public override void Init()OnProcess(Message)
Process message.
protected override Message OnProcess(Message message)Parameters
messageMessageMessage.