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