RandomWalkTradeGenerator

StockSharp.Algo.Testing.Generation

The trade generator based on normal distribution.

Constructors

public RandomWalkTradeGenerator(SecurityId securityId)

randomWalkTradeGenerator = RandomWalkTradeGenerator(securityId)

The trade generator based on normal distribution.

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

public bool GenerateOriginSide { get; set; }

value = randomWalkTradeGenerator.GenerateOriginSide
randomWalkTradeGenerator.GenerateOriginSide = value

To generate the value for OriginSide. By default is disabled.

Clone

public override MarketDataGenerator Clone()

result = randomWalkTradeGenerator.Clone()

Create a copy of RandomWalkTradeGenerator.

Returns: Copy.

Init

public override void Init()

randomWalkTradeGenerator.Init()

To initialize the generator state.

OnProcess

protected override Message OnProcess(Message message)

result = randomWalkTradeGenerator.OnProcess(message)

Process message.

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