BiggerTimeFrameCandleCompressor
StockSharp.Algo.Candles
Compressor of candles from smaller time-frames to bigger.
Implements: ICandleBuilderSubscription
Constructors
BiggerTimeFrameCandleCompressor(MarketDataMessage, ICandleBuilder, DataType)
Compressor of candles from smaller time-frames to bigger.
- message
- Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).
- builder
- The builder of candles of TimeFrameCandleMessage type.
- buildFrom
- Which market-data type is used as a source value.
Properties
CurrentCandle : CandleMessage
The current candle.
Message : MarketDataMessage
Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).
VolumeProfile : VolumeProfileBuilder
Volume profile.
Methods
Process(CandleMessage) : IEnumerable<CandleMessage>
To process the new data.
- message
- The message contains information about the time-frame candle.
Returns: A new candles changes.
Reset()
Reset state.