CandleHelper — StockSharp ドキュメント

BuyVolAbovePoC(VolumeProfileBuilder) : decimal

The total volume of bids which was above VolumeProfileBuilder).

volumeProfile: Volume profile.

戻り値: The total volume of bids.

BuyVolBelowPoC(VolumeProfileBuilder) : decimal

The total volume of bids which was below VolumeProfileBuilder).

volumeProfile: Volume profile.

戻り値: The total volume of bids.

Compress(IAsyncEnumerable<CandleMessage>, BiggerTimeFrameCandleCompressor, bool) : IAsyncEnumerable<CandleMessage>

Compress candles to bigger time-frame candles.

source: Smaller time-frame candles.
compressor: Compressor of candles from smaller time-frames to bigger.
includeLastCandle: Output last active candle as finished.

戻り値: Bigger time-frame candles.

Compress(IEnumerable<CandleMessage>, BiggerTimeFrameCandleCompressor, bool) : IAsyncEnumerable<CandleMessage>

Compress candles to bigger time-frame candles.

source: Smaller time-frame candles.
compressor: Compressor of candles from smaller time-frames to bigger.
includeLastCandle: Output last active candle as finished.

戻り値: Bigger time-frame candles.

ConvertToTrades(ICandleMessage, decimal, int, ValueTuple<Sides?, decimal, decimal, DateTime>[])

To create tick trades from candle.

candleMsg: Candle.
volumeStep: Volume step.
decimals: The number of decimal places for the volume.
ticks: Array to tick trades.

Delta(VolumeProfileBuilder) : decimal

The difference between VolumeProfileBuilder) and VolumeProfileBuilder).

volumeProfile: Volume profile.

戻り値: Delta.

DeltaAbovePoC(VolumeProfileBuilder) : decimal

The total Delta which was above VolumeProfileBuilder).

volumeProfile: Volume profile.

戻り値: Delta.

DeltaBelowPoC(VolumeProfileBuilder) : decimal

The total Delta which was below VolumeProfileBuilder).

volumeProfile: Volume profile.

戻り値: Delta.

FilterSmallerTimeFrames(IEnumerable<TimeSpan>, TimeSpan) : IEnumerable<TimeSpan>

Filter time-frames to find multiple smaller time-frames.

timeFrames: All time-frames.
original: Original time-frame.

戻り値: Multiple smaller time-frames.

GetBody(ICandleMessage) : decimal

To get the candle body.

candle: The candle for which you need to get the body.

戻り値: The candle body.

GetBottomShadow(ICandleMessage) : decimal

To get the candle lower shadow length.

candle: The candle for which you need to get the lower shadow length.

戻り値: The candle lower shadow length. If 0, there is no shadow.

GetCandleBounds(TimeSpan, DateTime, BoardMessage) : Range<DateTime>

To get candle time frames relatively to the exchange working hours.

timeFrame: The time frame for which you need to get time range.
currentTime: The current time within the range of time frames.
board: The information about the board from which WorkingTime working hours will be taken.

戻り値: The candle time frames.

GetCandleBounds(TimeSpan, DateTime, ExchangeBoard) : Range<DateTime>

To get candle time frames relatively to the exchange working hours.

timeFrame: The time frame for which you need to get time range.
currentTime: The current time within the range of time frames.
board: The information about the board from which WorkingTime working hours will be taken.

戻り値: The candle time frames.

GetLength(ICandleMessage) : decimal

To get the candle length.

candle: The candle for which you need to get a length.

戻り値: The candle length.

GetMiddlePrice(ICandleMessage, decimal?) : decimal

To get the candle middle price.

candle: The candle for which you need to get a length.
priceStep: PriceStep

戻り値: The candle length.

GetTimeFrameCount(Range<DateTime>, TimeSpan, BoardMessage) : long

To get the number of time frames within the specified time range.

range: The specified time range for which you need to get the number of time frames.
timeFrame: The time frame size.
board: BoardMessage.

戻り値: The received number of time frames.

GetTimeFrameCount(Range<DateTime>, TimeSpan, ExchangeBoard) : long

To get the number of time frames within the specified time range.

range: The specified time range for which you need to get the number of time frames.
timeFrame: The time frame size.
board: ExchangeBoard.

戻り値: The received number of time frames.

GetTopShadow(ICandleMessage) : decimal

To get the candle upper shadow length.

candle: The candle for which you need to get the upper shadow length.

戻り値: The candle upper shadow length. If 0, there is no shadow.

GetValueArea``1(IEnumerable<T>)

To calculate the area for the candles group.

candles: Candles.

戻り値: The area.

IsSame``1(T, T)

Determines the specified candles are same.

candle1: First.
candle2: Second.

戻り値: Check result.

MaxPriceLevel(ICandleMessage) : CandlePriceLevel?

PriceLevels with maximum TotalVolume.

candle: ICandleMessage

戻り値: PriceLevels with maximum TotalVolume.

MinPriceLevel(ICandleMessage) : CandlePriceLevel?

PriceLevels with minimum TotalVolume.

candle: ICandleMessage

戻り値: PriceLevels with minimum TotalVolume.

PoC(VolumeProfileBuilder) : CandlePriceLevel

POC (Point Of Control) returns CandlePriceLevel which had the maximum volume.

volumeProfile: Volume profile.

戻り値: The CandlePriceLevel which had the maximum volume.

PriceLevelOfMaxDelta(VolumeProfileBuilder) : CandlePriceLevel

It returns the price level at which the maximum VolumeProfileBuilder) is passed.

volumeProfile: Volume profile.

戻り値: CandlePriceLevel.

PriceLevelOfMinDelta(VolumeProfileBuilder) : CandlePriceLevel

It returns the price level at which the minimum VolumeProfileBuilder) is passed.

volumeProfile: Volume profile.

戻り値: The price level.

SellVolAbovePoC(VolumeProfileBuilder) : decimal

The total volume of asks which was above VolumeProfileBuilder).

volumeProfile: Volume profile.

戻り値: The total volume of asks.

SellVolBelowPoC(VolumeProfileBuilder) : decimal

The total volume of asks which was below VolumeProfileBuilder).

volumeProfile: Volume profile.

戻り値: The total volume of asks.

ToCandles(IEnumerable<ExecutionMessage>, MarketDataMessage, CandleBuilderProvider) : IAsyncEnumerable<CandleMessage>

To create candles from the tick trades collection.

executions: Tick data.
mdMsg: Market data subscription.
candleBuilderProvider: Candle builders provider.

戻り値: Candles.

ToCandles(IAsyncEnumerable<ExecutionMessage>, Subscription, CandleBuilderProvider) : IAsyncEnumerable<CandleMessage>

To create candles from the tick trades collection.

executions: Tick data.
subscription: Market data subscription.
candleBuilderProvider: Candle builders provider.

戻り値: Candles.

ToCandles(IAsyncEnumerable<ExecutionMessage>, MarketDataMessage, CandleBuilderProvider) : IAsyncEnumerable<CandleMessage>

To create candles from the tick trades collection.

executions: Tick data.
mdMsg: Market data subscription.
candleBuilderProvider: Candle builders provider.

戻り値: Candles.

ToCandles(IEnumerable<QuoteChangeMessage>, MarketDataMessage, Level1Fields, CandleBuilderProvider) : IAsyncEnumerable<CandleMessage>

To create candles from the order books collection.

depths: Market depths.
mdMsg: Market data subscription.
type: Type of candle depth based data.
candleBuilderProvider: Candle builders provider.

戻り値: Candles.

ToCandles(IAsyncEnumerable<QuoteChangeMessage>, Subscription, Level1Fields, CandleBuilderProvider) : IAsyncEnumerable<CandleMessage>

To create candles from the order books collection.

depths: Market depths.
subscription: Market data subscription.
type: Type of candle depth based data.
candleBuilderProvider: Candle builders provider.

戻り値: Candles.

ToCandles(IEnumerable<QuoteChangeMessage>, Subscription, Level1Fields, CandleBuilderProvider) : IAsyncEnumerable<CandleMessage>

To create candles from the order books collection.

depths: Market depths.
subscription: Market data subscription.
type: Type of candle depth based data.
candleBuilderProvider: Candle builders provider.

戻り値: Candles.

ToCandles(IAsyncEnumerable<QuoteChangeMessage>, MarketDataMessage, Level1Fields, CandleBuilderProvider) : IAsyncEnumerable<CandleMessage>

To create candles from the order books collection.

depths: Market depths.
mdMsg: Market data subscription.
type: Type of candle depth based data.
candleBuilderProvider: Candle builders provider.

戻り値: Candles.

ToCandles(IEnumerable<ExecutionMessage>, Subscription, CandleBuilderProvider) : IAsyncEnumerable<CandleMessage>

To create candles from the tick trades collection.

executions: Tick data.
subscription: Market data subscription.
candleBuilderProvider: Candle builders provider.

戻り値: Candles.

TotalBuyCount(VolumeProfileBuilder) : decimal

The total number of bids in the VolumeProfileBuilder.

volumeProfile: Volume profile.

戻り値: The total number of bids.

TotalBuyVolume(VolumeProfileBuilder) : decimal

The total volume of bids in the VolumeProfileBuilder.

volumeProfile: Volume profile.

戻り値: The total volume of bids.

TotalSellCount(VolumeProfileBuilder) : decimal

The total number of asks in the VolumeProfileBuilder.

volumeProfile: Volume profile.

戻り値: The total number of asks.

TotalSellVolume(VolumeProfileBuilder) : decimal

The total volume of asks in the VolumeProfileBuilder.

volumeProfile: Volume profile.

戻り値: The total volume of asks.

ToTickMessage(ValueTuple<Sides?, decimal, decimal, DateTime>, SecurityId, DateTime) : ExecutionMessage

Convert tick info into ExecutionMessage.

tick: Tick info.
securityId: SecurityId
localTime: LocalTime

戻り値: ExecutionMessage

ToTrades``1(IEnumerable<T>, decimal)

To create tick trades from candles.

candles: Candles.
volumeStep: Volume step.

戻り値: Tick trades.

ToTrades``1(IAsyncEnumerable<T>, decimal)

To create tick trades from candles.

candles: Candles.
volumeStep: Volume step.

戻り値: Tick trades.

TryGetCandlesBuildFromAsync(IMessageAdapter, MarketDataMessage, CandleBuilderProvider, CancellationToken) : ValueTask<DataType>

Try get suitable market-data type for candles compression.

adapter: Adapter.
subscription: Subscription.
provider: Candle builders provider.
cancellationToken: CancellationToken

戻り値: Which market-data type is used as a source value. if compression is impossible.

Update(VolumeProfileBuilder, ICandleBuilderValueTransform)

To update the profile with new value.

volumeProfile: Volume profile.
transform: The data source transformation.

VolumeAbovePoC(VolumeProfileBuilder) : decimal

The total volume which was above VolumeProfileBuilder).

volumeProfile: Volume profile.

戻り値: Total volume.

VolumeBelowPoC(VolumeProfileBuilder) : decimal

The total volume which was below VolumeProfileBuilder).

volumeProfile: Volume profile.

戻り値: Total volume.