Class TrendMarketDepthGenerator

Namespace

StockSharp.Algo.Testing

Assembly

StockSharp.Algo.dll

The order book generator, accounting for trades sequence.

public class TrendMarketDepthGenerator : MarketDepthGenerator, ICloneable<MarketDataGenerator>, ICloneable

Inheritance

object

Cloneable<MarketDataGenerator>

MarketDataGenerator

MarketDepthGenerator

TrendMarketDepthGenerator

Implements

ICloneable<MarketDataGenerator>

ICloneable

Inherited Members

MarketDepthGenerator.CreateQuote(decimal, Sides)

MarketDepthGenerator.CopyTo(MarketDepthGenerator)

MarketDepthGenerator.DataType

MarketDepthGenerator.UseTradeVolume

MarketDepthGenerator.MinSpreadStepCount

MarketDepthGenerator.MaxSpreadStepCount

MarketDepthGenerator.MaxBidsDepth

MarketDepthGenerator.MaxAsksDepth

MarketDepthGenerator.GenerateDepthOnEachTrade

MarketDepthGenerator.GenerateOrdersCount

MarketDepthGenerator.MaxGenerations

MarketDataGenerator.Process(Message)

MarketDataGenerator.IsTimeToGenerate(DateTimeOffset)

MarketDataGenerator.CopyTo(MarketDataGenerator)

MarketDataGenerator.RandomArrayLength

MarketDataGenerator.SecurityId

MarketDataGenerator.SecurityDefinition

MarketDataGenerator.LastGenerationTime

MarketDataGenerator.Interval

MarketDataGenerator.MaxVolume

MarketDataGenerator.MinVolume

MarketDataGenerator.MaxPriceStepCount

MarketDataGenerator.Volumes

MarketDataGenerator.Steps

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

AsyncHelper.FromResult<TValue>(TValue)

AsyncHelper.ToCompleteSource<TValue>(TValue)

CompareHelper.IsDefault<T>(T)

CompareHelper.IsRuntimeDefault<T>(T)

Converter.TypedTo<TFrom, TTo>(TFrom)

DelegateHelper.AddDelegate<TDelegate>(TDelegate, TDelegate)

DelegateHelper.GetInvocationList<TDelegate>(TDelegate)

DelegateHelper.RemoveAllDelegates<TDelegate>(TDelegate)

DelegateHelper.RemoveDelegate<TDelegate>(TDelegate, TDelegate)

DisposableHelper.MakeDisposable<T>(T, Action<T>)

Enumerator.IsDefined<T>(T)

Enumerator.SplitMask<T>(T)

NullableHelper.Convert<T, TResult>(T, Func<T, TResult>, Func<TResult>)

NullableHelper.IsNull<T>(T)

NullableHelper.IsNull<T>(T, bool)

TupleHelper.ToValues<T>(T)

TypeHelper.CheckOnNull<T>(T, string)

TypeHelper.DoDispose<TSource>(TSource)

TypeHelper.ToScope<T>(T, bool)

NetworkHelper.Format<T>(T, bool)

PersistableHelper.TrySerialize<T>(T, out SettingsStorage)

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

CompareHelper.Compare(object, object)

Converter.To(object, Type)

Converter.To<T>(object)

Enumerator.GetAttributeOfType<TAttribute>(object)

Enumerator.IsEnumBrowsable(object)

Enumerator.SplitMask2(object)

TypeHelper.HasProperty(object, string)

EntityPropertyHelper.GetPropValue(object, string, Func<object, string, object>, IDictionary<string, object>)

Extensions.GetBasicProperties(object, int)

Extensions.GetDisplayName(object)

Extensions.GetFieldDescription(object)

Extensions.GetFieldDisplayName(object)

Extensions.GetFieldIcon(object)

JsonHelper.ToJson(object, bool)

JsonHelper.ToJson(object, bool, JsonSerializerSettings)

PersistableHelper.ToStorage(object, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Remarks

Initializes a new instance of the TrendMarketDepthGenerator.

Constructors

TrendMarketDepthGenerator(SecurityId)

The order book generator, accounting for trades sequence.

public TrendMarketDepthGenerator(SecurityId securityId)

Parameters

securityId SecurityId

The identifier of the instrument, for which data shall be generated.

Remarks

Initializes a new instance of the TrendMarketDepthGenerator.

Methods

Clone()

Create a copy of TrendMarketDepthGenerator.

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.