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CandleBuilderTCandleMessageProcessValue Method

To process the new data.

Namespace:  StockSharp.Algo.Candles.Compression
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
protected virtual TCandleMessage ProcessValue(
	MarketDataMessage message,
	TCandleMessage currentCandle,
	ICandleBuilderValueTransform transform
)

Parameters

message
Type: StockSharp.MessagesMarketDataMessage
Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).
currentCandle
Type: TCandleMessage
The current candle.
transform
Type: StockSharp.Algo.Candles.CompressionICandleBuilderValueTransform
The data source transformation.

Return Value

Type: TCandleMessage
A new candle. If there is not necessary to create a new candle, then currentCandle is returned. If it is impossible to create a new candle (transform cannot be applied to candles), then is returned.
See Also