RealTimeEmulationTrader
StockSharp.Algo.Testing
The simulation connection, intended for strategy testing with real connection to trading system through UnderlyngMarketDataAdapter, but without real registering orders on stock. Execution of orders and their trades are emulated by connection, using information by order books, coming from real connection.
Inherits: BaseEmulationConnector
Constructors
RealTimeEmulationTrader
public RealTimeEmulationTrader(TUnderlyingMarketDataAdapter underlyngMarketDataAdapter, ISecurityProvider securityProvider)realTimeEmulationTrader = RealTimeEmulationTrader(underlyngMarketDataAdapter, securityProvider)Initializes a new instance of the RealTimeEmulationTrader.
- underlyngMarketDataAdapter
- IMessageAdapter, through which market data will be got.
- securityProvider
- The provider of information about instruments.
RealTimeEmulationTrader
public RealTimeEmulationTrader(TUnderlyingMarketDataAdapter underlyngMarketDataAdapter, ISecurityProvider securityProvider, Portfolio portfolio, bool ownAdapter)realTimeEmulationTrader = RealTimeEmulationTrader(underlyngMarketDataAdapter, securityProvider, portfolio, ownAdapter)Initializes a new instance of the RealTimeEmulationTrader.
- underlyngMarketDataAdapter
- IMessageAdapter, through which market data will be got.
- securityProvider
- The provider of information about instruments.
- portfolio
- The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.
- ownAdapter
- Track the connection lifetime.
RealTimeEmulationTrader
public RealTimeEmulationTrader(TUnderlyingMarketDataAdapter underlyngMarketDataAdapter, ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider, bool ownAdapter)realTimeEmulationTrader = RealTimeEmulationTrader(underlyngMarketDataAdapter, securityProvider, portfolioProvider, exchangeInfoProvider, ownAdapter)Initializes a new instance of the RealTimeEmulationTrader.
- underlyngMarketDataAdapter
- IMessageAdapter, through which market data will be got.
- securityProvider
- The provider of information about instruments.
- portfolioProvider
- The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.
- ownAdapter
- Track the connection lifetime.
- exchangeInfoProvider
- Exchanges and trading boards provider.
Properties
UnderlyngMarketDataAdapter
public TUnderlyingMarketDataAdapter UnderlyngMarketDataAdapter { get; }value = realTimeEmulationTrader.UnderlyngMarketDataAdapterIMessageAdapter, through which market data will be got.