ITradingTimeLineGenerator
StockSharp.Algo.Testing
Interface for generating trading time line and working with trading schedules.
Methods
GetOrderedRanges
public IEnumerable<ValueTuple<BoardMessage, Range<TimeSpan>>> GetOrderedRanges(BoardMessage[] boards, DateTime date)result = iTradingTimeLineGenerator.GetOrderedRanges(boards, date)Get ordered and merged trading time ranges for boards.
- boards
- Trading boards.
- date
- Date.
Returns: Ordered ranges with associated boards.
GetPostTradeTimeMessages
public IEnumerable<TimeMessage> GetPostTradeTimeMessages(DateTime date, TimeSpan lastTime, TimeSpan interval, int count)result = iTradingTimeLineGenerator.GetPostTradeTimeMessages(date, lastTime, interval, count)Generate post-trade time messages after trading session ends.
- date
- Date.
- lastTime
- Last trading time.
- interval
- Time interval.
- count
- Number of messages to generate.
Returns: Time messages.
GetSimpleTimeLine
public IEnumerable<TimeMessage> GetSimpleTimeLine(BoardMessage[] boards, DateTime date, TimeSpan interval)result = iTradingTimeLineGenerator.GetSimpleTimeLine(boards, date, interval)Generate simple time line messages for a date when no market data is available.
- boards
- Trading boards.
- date
- Date.
- interval
- Time interval.
Returns: Time messages.
IsTradeDate
public bool IsTradeDate(BoardMessage[] boards, DateTime date)result = iTradingTimeLineGenerator.IsTradeDate(boards, date)Check if any board has trading on the specified date.
- boards
- Trading boards.
- date
- Date to check.
Returns: if at least one board is trading.