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