CandleBuilder

StockSharp.Algo.Candles.Compression

Candles builder.

Inherits: BaseLogReceiver

Implements: ICandleBuilder, IDisposable

Constructors

CandleBuilder(IExchangeInfoProvider)

Candles builder.

exchangeInfoProvider: The exchange boards provider.

Properties

CandleType : Type

The candle type.

ExchangeInfoProvider : IExchangeInfoProvider

The exchange boards provider.

Methods

AddVolume(T, decimal, Sides?)

Add volume to TotalVolume, BuyVolume, SellVolume, RelativeVolume.

candle: CandleMessage
volume: The volume to be added to the candle.
volSide: The side of the volume to be added to the candle.

CreateCandle(ICandleBuilderSubscription, ICandleBuilderValueTransform) : T

To create a new candle.

subscription: Subscription.
transform: The data source transformation.

Returns: Created candle.

FirstInitCandle(ICandleBuilderSubscription, T, ICandleBuilderValueTransform) : T

To fill in the initial candle settings.

subscription: Subscription.
candle: Candle.
transform: The data source transformation.

Returns: Candle.

GetTimeZone(ICandleBuilderSubscription) : ValueTuple<TimeZoneInfo, WorkingTime>

Get time zone info.

subscription: ICandleBuilderSubscription

Returns: Info.

IncrementTicks(CandleMessage)

Increment the number of ticks in the candle.

candle: CandleMessage

IsCandleFinishedBeforeChange(ICandleBuilderSubscription, T, ICandleBuilderValueTransform) : bool

Whether the candle is created before data adding.

subscription: Subscription.
candle: Candle.
transform: The data source transformation.

Returns: if the candle should be finished. Otherwise, .

OnProcess(ICandleBuilderSubscription, ICandleBuilderValueTransform) : IEnumerable<T>

To process the new data.

subscription: Subscription.
transform: The data source transformation.

Returns: A new candles changes.

Process(ICandleBuilderSubscription, ICandleBuilderValueTransform) : IEnumerable<CandleMessage>

To process the new data.

subscription: Subscription.
transform: The data source transformation.

Returns: A new candles changes.

ProcessValue(ICandleBuilderSubscription, ICandleBuilderValueTransform) : T

To process the new data.

subscription: Subscription.
transform: The data source transformation.

Returns: A new candle. If there is not necessary to create a new candle, then CurrentCandle is returned. If it is impossible to create a new candle ( cannot be applied to candles), then is returned.

Round(decimal, Unit) : decimal

Round the price to the specified step.

price: Price.
step: Step.

Returns: Rounded value.

ShrinkPrice(Unit, ICandleBuilderSubscription) : decimal

To cut the price, to make it multiple of minimal step, also to limit number of signs after the comma.

price: The price to be made multiple.
subscription: ICandleBuilderSubscription

Returns: The multiple price.

ShrinkPrice(decimal, ICandleBuilderSubscription) : decimal

To cut the price, to make it multiple of minimal step, also to limit number of signs after the comma.

price: The price to be made multiple.
subscription: ICandleBuilderSubscription

Returns: The multiple price.

UpdateCandle(ICandleBuilderSubscription, T, ICandleBuilderValueTransform)

To update the candle data.

subscription: Subscription.
candle: Candle.
transform: The data source transformation.