Class RandomWalkTradeGenerator
The trade generator based on normal distribution.
Inherited Members
Namespace: StockSharp.Algo.Testing
Assembly: StockSharp.Algo.dll
Syntax
public class RandomWalkTradeGenerator : TradeGeneratorConstructors
RandomWalkTradeGenerator(SecurityId)
Initializes a new instance of the RandomWalkTradeGenerator.
Declaration
public RandomWalkTradeGenerator(SecurityId securityId)Parameters
| Type | Name | Description |
|---|---|---|
| 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.
Declaration
public bool GenerateOriginSide { get; set; }Property Value
| Type | Description |
|---|---|
| Boolean |
Methods
Clone()
Create a copy of RandomWalkTradeGenerator.
Declaration
public override MarketDataGenerator Clone()Returns
| Type | Description |
|---|---|
| MarketDataGenerator | Copy. |
Init()
To initialize the generator state.
Declaration
public override void Init()Overrides
OnProcess(Message)
Process message.
Declaration
protected override Message OnProcess(Message message)Parameters
| Type | Name | Description |
|---|---|---|
| Message | message | Message. |
Returns
| Type | Description |
|---|---|
| Message | The result of processing. If null is returned, then generator has no sufficient data to generate new message. |