Click or drag to resize

MarketDataGenerator Class

The market data generator.
Inheritance Hierarchy
SystemObject
  CloneableMarketDataGenerator
    StockSharp.Algo.TestingMarketDataGenerator
      StockSharp.Algo.TestingMarketDepthGenerator
      StockSharp.Algo.TestingOrderLogGenerator
      StockSharp.Algo.TestingTradeGenerator

Namespace:  StockSharp.Algo.Testing
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.17.0 (4.4.17)
Syntax
C#
public abstract class MarketDataGenerator : Cloneable<MarketDataGenerator>

The MarketDataGenerator type exposes the following members.

Constructors
  NameDescription
Protected methodMarketDataGenerator
Initialize MarketDataGenerator.
Top
Properties
  NameDescription
Public propertyDataType
Market data type.
Public propertyInterval
The data generation interval.
Protected propertyLastGenerationTime
The time of last data generation.
Public propertyMaxPriceStepCount
The maximal number of price increments PriceStep to be returned through massive Steps.
Public propertyMaxVolume
The maximal volume. The volume will be selected randomly from MinVolume to MaxVolume.
Public propertyMinVolume
The maximal volume. The volume will be selected randomly from MinVolume to MaxVolume.
Public propertyRandomArrayLength
The length of massive of preliminarily generated random numbers. The default is 100.
Protected propertySecurityDefinition
Information about the trading instrument.
Public propertySecurityId
The identifier of the instrument, for which data shall be generated.
Public propertySteps
The massive of random price increments in the range from 1 to MaxPriceStepCount.
Public propertyVolumes
The massive of random volumes in the range from MinVolume to MaxVolume.
Top
Methods
  NameDescription
Public methodClone (Inherited from CloneableMarketDataGenerator.)
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodInit
To initialize the generator state.
Protected methodIsTimeToGenerate
Is new data generation required.
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Protected methodOnProcess
Process message.
Public methodProcess
Process message.
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
Top
See Also