Class RandomWalkTradeGenerator

Namespace

StockSharp.Algo.Testing

Assembly

StockSharp.Algo.dll

The trade generator based on normal distribution.

public class RandomWalkTradeGenerator : TradeGenerator, ICloneable<MarketDataGenerator>, ICloneable

Inheritance

object

Cloneable<MarketDataGenerator>

MarketDataGenerator

TradeGenerator

RandomWalkTradeGenerator

Implements

ICloneable<MarketDataGenerator>

ICloneable

Inherited Members

TradeGenerator.DataType

TradeGenerator.IdGenerator

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 RandomWalkTradeGenerator.

Constructors

RandomWalkTradeGenerator(SecurityId)

The trade generator based on normal distribution.

public RandomWalkTradeGenerator(SecurityId securityId)

Parameters

securityId SecurityId

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

Remarks

Initializes a new instance of the RandomWalkTradeGenerator.

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.