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RandomWalkTradeGenerator Class

The trade generator based on normal distribution.
Inheritance Hierarchy
SystemObject
  CloneableMarketDataGenerator
    StockSharp.Algo.TestingMarketDataGenerator
      StockSharp.Algo.TestingTradeGenerator
        StockSharp.Algo.TestingRandomWalkTradeGenerator

Namespace:  StockSharp.Algo.Testing
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.17.0 (4.4.17)
Syntax
C#
public class RandomWalkTradeGenerator : TradeGenerator

The RandomWalkTradeGenerator type exposes the following members.

Constructors
  NameDescription
Public methodRandomWalkTradeGenerator
Initializes a new instance of the RandomWalkTradeGenerator.
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Properties
  NameDescription
Public propertyDataType
Market data type.
(Inherited from TradeGenerator.)
Public propertyGenerateOriginSide
To generate the value for OriginSide. By default is disabled.
Public propertyIdGenerator
The trade identifier generator Id.
(Inherited from TradeGenerator.)
Public propertyInterval
The data generation interval.
(Inherited from MarketDataGenerator.)
Protected propertyLastGenerationTime
The time of last data generation.
(Inherited from MarketDataGenerator.)
Public propertyMaxPriceStepCount
The maximal number of price increments PriceStep to be returned through massive Steps.
(Inherited from MarketDataGenerator.)
Public propertyMaxVolume
The maximal volume. The volume will be selected randomly from MinVolume to MaxVolume.
(Inherited from MarketDataGenerator.)
Public propertyMinVolume
The maximal volume. The volume will be selected randomly from MinVolume to MaxVolume.
(Inherited from MarketDataGenerator.)
Public propertyRandomArrayLength
The length of massive of preliminarily generated random numbers. The default is 100.
(Inherited from MarketDataGenerator.)
Protected propertySecurityDefinition
Information about the trading instrument.
(Inherited from MarketDataGenerator.)
Public propertySecurityId
The identifier of the instrument, for which data shall be generated.
(Inherited from MarketDataGenerator.)
Public propertySteps
The massive of random price increments in the range from 1 to MaxPriceStepCount.
(Inherited from MarketDataGenerator.)
Public propertyVolumes
The massive of random volumes in the range from MinVolume to MaxVolume.
(Inherited from MarketDataGenerator.)
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Methods
  NameDescription
Public methodClone
Create a copy of RandomWalkTradeGenerator.
(Overrides Cloneable.Clone.)
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.
(Inherited from MarketDataGenerator.)
Protected methodIsTimeToGenerate
Is new data generation required.
(Inherited from MarketDataGenerator.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Protected methodOnProcess
Process message.
(Overrides MarketDataGeneratorOnProcess(Message).)
Public methodProcess
Process message.
(Inherited from MarketDataGenerator.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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See Also