OrderLogGenerator

StockSharp.Algo.Testing.Generation

The orders log generator using random method.

Erbt von: MarketDataGenerator

Konstruktoren

OrderLogGenerator(SecurityId)

Initializes a new instance of the OrderLogGenerator.

securityId
The identifier of the instrument, for which data shall be generated.
OrderLogGenerator(SecurityId, TradeGenerator)

Initializes a new instance of the OrderLogGenerator.

securityId
The identifier of the instrument, for which data shall be generated.
tradeGenerator
Tick trades generator using random method.

Eigenschaften

DataType : DataType

The type of market-data, operated by given storage.

IdGenerator : IdGenerator

The order identifier generator Id.

TradeGenerator : TradeGenerator

Tick trades generator using random method.

Methoden

Clone() : MarketDataGenerator

Create a copy of MarketDataGenerator.

Rückgabe: Copy.

Init()

To initialize the generator state.

OnProcess(Message) : Message

Process message.

message
Message.

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

Process(Message) : Message

Check message on alert conditions.

message
Message.