MarketEmulator

StockSharp.Algo.Testing.Emulation

Emulador de mercado v2 con arquitectura modular. Wraps MatchingEngineAdapter y añade lógica específica de emulación (volúmenes de arandela, cambio de marca/L1→orderbook, cervecería, comisiones, límites de precios).

Hereda de: BaseLogReceiver

Implementa: IMarketEmulator, IMessageTransport, ILogSource, IDisposable

Constructores

MarketEmulator
public MarketEmulator(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider, IdGenerator transactionIdGenerator)
marketEmulator = MarketEmulator(securityProvider, portfolioProvider, exchangeInfoProvider, transactionIdGenerator)

Inicia una nueva instancia.

Propiedades

CurrentTime
public override DateTime CurrentTime { get; }
value = marketEmulator.CurrentTime

Hora actual de la UTC.

ExchangeInfoProvider
public IExchangeInfoProvider ExchangeInfoProvider { get; }
value = marketEmulator.ExchangeInfoProvider

Intercambios y proveedores de juntas comerciales.

OrderIdGenerator
public IncrementalIdGenerator OrderIdGenerator { get; set; }
value = marketEmulator.OrderIdGenerator
marketEmulator.OrderIdGenerator = value

Generador de identificación de pedidos.

PortfolioManager
public EmulatedPortfolioManager PortfolioManager { get; }
value = marketEmulator.PortfolioManager

Gerente de cartera para el estado de la cartera.

PortfolioProvider
public IPortfolioProvider PortfolioProvider { get; }
value = marketEmulator.PortfolioProvider

El portafolio que se utilizará para registrar pedidos. Si no se da valor, se creará la cartera con nombre predeterminado Simulator.

PossibleSupportedMessages
public IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }
value = marketEmulator.PossibleSupportedMessages

Posibles tipos de mensajes apoyados.

ProcessedMessageCount
public long ProcessedMessageCount { get; private set; }
value = marketEmulator.ProcessedMessageCount
marketEmulator.ProcessedMessageCount = value

Cuenta de mensaje procesada.

RandomProvider
public IEmulationRandomizer RandomProvider { get; set; }
value = marketEmulator.RandomProvider
marketEmulator.RandomProvider = value

Where anything in the strategy that draws at random takes its draws from.

SecurityProvider
public ISecurityProvider SecurityProvider { get; }
value = marketEmulator.SecurityProvider

El proveedor de información sobre instrumentos.

Settings
public MarketEmulatorSettings Settings { get; }
value = marketEmulator.Settings

Ajustes de emulador.

TradeIdGenerator
public IncrementalIdGenerator TradeIdGenerator { get; set; }
value = marketEmulator.TradeIdGenerator
marketEmulator.TradeIdGenerator = value

Generador de identificación comercial.

TransactionIdGenerator
public IdGenerator TransactionIdGenerator { get; }
value = marketEmulator.TransactionIdGenerator

Generador de identificación de transacciones.

VerifyMode
public bool VerifyMode { get; set; }
value = marketEmulator.VerifyMode
marketEmulator.VerifyMode = value

Modo de verificación ampliado.

Métodos

ApplyCommissionsAsync
private ValueTask ApplyCommissionsAsync(List<Message> messages, CancellationToken cancellationToken)
result = marketEmulator.ApplyCommissionsAsync(messages, cancellationToken)

Price every trade in this batch. Called once, where the batch leaves the emulator.

CheckLimitOrders
private void CheckLimitOrders(SecurityId securityId, decimal? tradePrice, DateTime time, List<Message> results)
marketEmulator.CheckLimitOrders(securityId, tradePrice, time, results)

Re-evaluate resting limit orders against the current order book and execute the ones the market has moved through. Unlike stop orders, limit orders are otherwise matched only at registration time, so a tick/quote trading through a resting limit would leave it sitting in the book and later fill at a price the market has left behind.

GetSecurityState
public SecurityState GetSecurityState(SecurityId securityId)
result = marketEmulator.GetSecurityState(securityId)

State the emulation keeps for one security: its book, its orders and its definition.

securityId
Security to read.

Devuelve: The state.

ReleaseStoredCandles
private void ReleaseStoredCandles(DateTime time, List<Message> results)
marketEmulator.ReleaseStoredCandles(time, results)

Hand over every bar still held whose close falls no later than , each at its own close and in order.

ReplayCandle
private void ReplayCandle(SecurityId securityId, SecurityEmulator emulator, CandleMessage candle, DateTime time, List<Message> results)
marketEmulator.ReplayCandle(securityId, emulator, candle, time, results)

Replay a closed candle as the prices it recorded, in the order it recorded them.

SendOutMessageAsync
public ValueTask SendOutMessageAsync(Message message, CancellationToken cancellationToken)
result = marketEmulator.SendOutMessageAsync(message, cancellationToken)

Envía mensaje.

Eventos

NewOutMessageAsync
public event Func<Message, CancellationToken, ValueTask> NewOutMessageAsync
marketEmulator.NewOutMessageAsync += handler

Nuevo evento de mensaje.