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