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Class RandomWalkTradeGenerator

The trade generator based on normal distribution.

Inheritance
Object
MarketDataGenerator
TradeGenerator
RandomWalkTradeGenerator
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
Namespace: StockSharp.Algo.Testing
Assembly: StockSharp.Algo.dll
Syntax
public class RandomWalkTradeGenerator : TradeGenerator

Constructors

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
MarketDataGenerator.Init()

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.

Overrides
MarketDataGenerator.OnProcess(Message)

Extension Methods

Paths.Serialize<T>(T, String)
Paths.Serialize<T>(T)
EditorExtensions.ToItemsSource(Object, Type, Nullable<Boolean>, Nullable<ListSortDirection>, Func<IItemsSourceItem, Boolean>, Func<Object, String>, Func<Object, String>)
XamlHelper.WpfCast<T>(Object)
XamlHelper.CopyToClipboard<T>(T)
XamlHelper.EnsureUIThread(Object)
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