PnFCandleBuilder
StockSharp.Algo.Candles.Compression
The builder of candles of PnFCandleMessage type.
Inherits: CandleBuilder<PnFCandleMessage>
Constructors
PnFCandleBuilder
public PnFCandleBuilder(IExchangeInfoProvider exchangeInfoProvider)pnFCandleBuilder = PnFCandleBuilder(exchangeInfoProvider)The builder of candles of PnFCandleMessage type.
- exchangeInfoProvider
- The exchange boards provider.
Methods
OnProcess
protected override IEnumerable<PnFCandleMessage> OnProcess(ICandleBuilderSubscription subscription, ICandleBuilderValueTransform transform)result = pnFCandleBuilder.OnProcess(subscription, transform)To process the new data.
- subscription
- Subscription.
- transform
- The data source transformation.
Returns: A new candles changes.