RandomWalkTradeGenerator

StockSharp.Algo.Testing.Generation

The trade generator based on normal distribution.

Konstruktoren

RandomWalkTradeGenerator(SecurityId)

The trade generator based on normal distribution.

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

GenerateOriginSide : bool

To generate the value for OriginSide. By default is disabled.

Clone() : MarketDataGenerator

Create a copy of RandomWalkTradeGenerator.

Rückgabe: Copy.

Init()

Initialize provider.

OnProcess(Message) : Message

Process message.

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