BaseCandleBuilderValueTransform
StockSharp.Algo.Candles.Compression
The base data source transformation for ICandleBuilder.
Implements: ICandleBuilderValueTransform
Constructors
BaseCandleBuilderValueTransform
protected BaseCandleBuilderValueTransform(DataType buildFrom)baseCandleBuilderValueTransform = BaseCandleBuilderValueTransform(buildFrom)The base data source transformation for ICandleBuilder.
- buildFrom
- Which market-data type is used as a source value.
Methods
Process
public virtual bool Process(Message message)result = baseCandleBuilderValueTransform.Process(message)Process message to update current state.
- message
- Message.
Returns: , if the message was processed, otherwise, .
Update
protected void Update(DateTime time, decimal price, decimal? volume, Sides? side, decimal? openInterest, IEnumerable<CandlePriceLevel> priceLevels)baseCandleBuilderValueTransform.Update(time, price, volume, side, openInterest, priceLevels)Update latest values.
- time
- Time.
- price
- Price.
- volume
- Volume.
- side
- Side.
- openInterest
- Open interest.
- priceLevels
- Price levels.