MarketDataGenerator

StockSharp.Algo.Testing.Generation

The market data generator.

Inherits: Cloneable<MarketDataGenerator>

Constructors

protected MarketDataGenerator(SecurityId securityId)

marketDataGenerator = MarketDataGenerator(securityId)

Initialize MarketDataGenerator.

securityId: The identifier of the instrument, for which data shall be generated.

DataType

public abstract DataType DataType { get; }

value = marketDataGenerator.DataType

Market data type.

Interval

public TimeSpan Interval { get; set; }

value = marketDataGenerator.Interval
marketDataGenerator.Interval = value

The data generation interval.

protected DateTime LastGenerationTime { get; set; }

value = marketDataGenerator.LastGenerationTime
marketDataGenerator.LastGenerationTime = value

The time of last data generation.

public int MaxPriceStepCount { get; set; }

value = marketDataGenerator.MaxPriceStepCount
marketDataGenerator.MaxPriceStepCount = value

The maximal number of price increments PriceStep to be returned through massive Steps.

MaxVolume

public int MaxVolume { get; set; }

value = marketDataGenerator.MaxVolume
marketDataGenerator.MaxVolume = value

The maximal volume. The volume will be selected randomly from MinVolume to MaxVolume.

MinVolume

public int MinVolume { get; set; }

value = marketDataGenerator.MinVolume
marketDataGenerator.MinVolume = value

The minimal volume. The volume will be selected randomly from MinVolume to MaxVolume.

public int RandomArrayLength { get; set; }

value = marketDataGenerator.RandomArrayLength
marketDataGenerator.RandomArrayLength = value

The length of massive of preliminarily generated random numbers. The default is 100.

protected SecurityMessage SecurityDefinition { get; private set; }

value = marketDataGenerator.SecurityDefinition
marketDataGenerator.SecurityDefinition = value

Information about the trading instrument.

SecurityId

public SecurityId SecurityId { get; }

value = marketDataGenerator.SecurityId

The identifier of the instrument, for which data shall be generated.

Steps

public RandomArray<int> Steps { get; private set; }

value = marketDataGenerator.Steps
marketDataGenerator.Steps = value

The massive of random price increments in the range from 1 to MaxPriceStepCount.

Volumes

public RandomArray<int> Volumes { get; private set; }

value = marketDataGenerator.Volumes
marketDataGenerator.Volumes = value

The massive of random volumes in the range from MinVolume to MaxVolume.

CopyTo

protected void CopyTo(MarketDataGenerator destination)

marketDataGenerator.CopyTo(destination)

Copy the message into the .

Init

public virtual void Init()

marketDataGenerator.Init()

To initialize the generator state.

protected bool IsTimeToGenerate(DateTime time)

result = marketDataGenerator.IsTimeToGenerate(time)

Is new data generation required.

Returns: , if data shall be generated, Otherwise, .

OnProcess

protected abstract Message OnProcess(Message message)

result = marketDataGenerator.OnProcess(message)

Process message.

Returns: The result of processing. If is returned, then generator has no sufficient data to generate new message.

Process

public virtual Message Process(Message message)

result = marketDataGenerator.Process(message)

Process message.

Returns: The result of processing. If is returned, then generator has no sufficient data to generate new message.