CandleBuilder

StockSharp.Algo.Candles.Compression

Candles builder.

継承元: BaseLogReceiver

実装: ICandleBuilder, IDisposable

コンストラクター

CandleBuilder(IExchangeInfoProvider)

Candles builder.

exchangeInfoProvider
The exchange boards provider.

プロパティ

CandleType : Type

The candle type.

ExchangeInfoProvider : IExchangeInfoProvider

The exchange boards provider.

メソッド

AddVolume(T, decimal, Sides?)

Add volume to TotalVolume, BuyVolume, SellVolume, RelativeVolume.

candle
CandleMessage
volume
The volume to be added to the candle.
volSide
The side of the volume to be added to the candle.
CreateCandle(ICandleBuilderSubscription, ICandleBuilderValueTransform) : T

To create a new candle.

subscription
Subscription.
transform
The data source transformation.

戻り値: Created candle.

FirstInitCandle(ICandleBuilderSubscription, T, ICandleBuilderValueTransform) : T

To fill in the initial candle settings.

subscription
Subscription.
candle
Candle.
transform
The data source transformation.

戻り値: Candle.

GetTimeZone(ICandleBuilderSubscription) : ValueTuple<TimeZoneInfo, WorkingTime>

Get time zone info.

subscription
ICandleBuilderSubscription

戻り値: Info.

IncrementTicks(CandleMessage)

Increment the number of ticks in the candle.

candle
CandleMessage
IsCandleFinishedBeforeChange(ICandleBuilderSubscription, T, ICandleBuilderValueTransform) : bool

Whether the candle is created before data adding.

subscription
Subscription.
candle
Candle.
transform
The data source transformation.

戻り値: if the candle should be finished. Otherwise, .

OnProcess(ICandleBuilderSubscription, ICandleBuilderValueTransform) : IEnumerable<T>

To process the new data.

subscription
Subscription.
transform
The data source transformation.

戻り値: A new candles changes.

Process(ICandleBuilderSubscription, ICandleBuilderValueTransform) : IEnumerable<CandleMessage>

To process the new data.

subscription
Subscription.
transform
The data source transformation.

戻り値: A new candles changes.

ProcessValue(ICandleBuilderSubscription, ICandleBuilderValueTransform) : T

To process the new data.

subscription
Subscription.
transform
The data source transformation.

戻り値: 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 ( cannot be applied to candles), then is returned.

Round(decimal, Unit) : decimal

Round the price to the specified step.

price
Price.
step
Step.

戻り値: Rounded value.

ShrinkPrice(Unit, ICandleBuilderSubscription) : decimal

To cut the price, to make it multiple of minimal step, also to limit number of signs after the comma.

price
The price to be made multiple.
subscription
ICandleBuilderSubscription

戻り値: The multiple price.

ShrinkPrice(decimal, ICandleBuilderSubscription) : decimal

To cut the price, to make it multiple of minimal step, also to limit number of signs after the comma.

price
The price to be made multiple.
subscription
ICandleBuilderSubscription

戻り値: The multiple price.

UpdateCandle(ICandleBuilderSubscription, T, ICandleBuilderValueTransform)

To update the candle data.

subscription
Subscription.
candle
Candle.
transform
The data source transformation.