Table of Contents

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

securityId SecurityId

The 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

bool

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

message Message

Message.

Returns

Message

The result of processing. If null is returned, then generator has no sufficient data to generate new message.