MarketEmulator

MarketEmulator

public MarketEmulator(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider, IdGenerator transactionIdGenerator)

marketEmulator = MarketEmulator(securityProvider, portfolioProvider, exchangeInfoProvider, transactionIdGenerator)

新規インスタンスを初期化します。

CurrentTime

public override DateTime CurrentTime { get; }

value = marketEmulator.CurrentTime

現在のUTCの時間。

ExchangeInfoProvider

public IExchangeInfoProvider ExchangeInfoProvider { get; }

value = marketEmulator.ExchangeInfoProvider

取引所および取引銀行のプロバイダ。

OrderIdGenerator

public IncrementalIdGenerator OrderIdGenerator { get; set; }

value = marketEmulator.OrderIdGenerator
marketEmulator.OrderIdGenerator = value

注文IDジェネレータ。

PortfolioManager

public EmulatedPortfolioManager PortfolioManager { get; }

value = marketEmulator.PortfolioManager

ポートフォリオのステータスを処理するポートフォリオマネージャー。

PortfolioProvider

public IPortfolioProvider PortfolioProvider { get; }

value = marketEmulator.PortfolioProvider

注文を登録するために使用されるポートフォリオ。値が与えられていない場合は、デフォルト名で生成されるポートフォリオが作成されます。

PossibleSupportedMessages

public IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

value = marketEmulator.PossibleSupportedMessages

対応可能なメッセージタイプ。

ProcessedMessageCount

public long ProcessedMessageCount { get; private set; }

value = marketEmulator.ProcessedMessageCount
marketEmulator.ProcessedMessageCount = value

処理されたメッセージ数。

RandomProvider

public IEmulationRandomizer RandomProvider { get; set; }

value = marketEmulator.RandomProvider
marketEmulator.RandomProvider = value

Where anything in the strategy that draws at random takes its draws from.

SecurityProvider

public ISecurityProvider SecurityProvider { get; }

value = marketEmulator.SecurityProvider

機器に関する情報提供者

Settings

public MarketEmulatorSettings Settings { get; }

value = marketEmulator.Settings

エミュレータの設定.

TradeIdGenerator

public IncrementalIdGenerator TradeIdGenerator { get; set; }

value = marketEmulator.TradeIdGenerator
marketEmulator.TradeIdGenerator = value

トレードIDジェネレーター。

TransactionIdGenerator

public IdGenerator TransactionIdGenerator { get; }

value = marketEmulator.TransactionIdGenerator

トランザクションIDジェネレータ。

VerifyMode

public bool VerifyMode { get; set; }

value = marketEmulator.VerifyMode
marketEmulator.VerifyMode = value

延長検証モード。

ApplyCommissionsAsync

private ValueTask ApplyCommissionsAsync(List<Message> messages, CancellationToken cancellationToken)

result = marketEmulator.ApplyCommissionsAsync(messages, cancellationToken)

Price every trade in this batch. Called once, where the batch leaves the emulator.

CheckLimitOrders

private void CheckLimitOrders(SecurityId securityId, decimal? tradePrice, DateTime time, List<Message> results)

marketEmulator.CheckLimitOrders(securityId, tradePrice, time, results)

Re-evaluate resting limit orders against the current order book and execute the ones the market has moved through. Unlike stop orders, limit orders are otherwise matched only at registration time, so a tick/quote trading through a resting limit would leave it sitting in the book and later fill at a price the market has left behind.

GetSecurityState

public SecurityState GetSecurityState(SecurityId securityId)

result = marketEmulator.GetSecurityState(securityId)

State the emulation keeps for one security: its book, its orders and its definition.

securityId

Security to read.

戻り値: The state.

ReleaseStoredCandles

private void ReleaseStoredCandles(DateTime time, List<Message> results)

marketEmulator.ReleaseStoredCandles(time, results)

Hand over every bar still held whose close falls no later than , each at its own close and in order.

ReplayCandle

private void ReplayCandle(SecurityId securityId, SecurityEmulator emulator, CandleMessage candle, DateTime time, List<Message> results)

marketEmulator.ReplayCandle(securityId, emulator, candle, time, results)

Replay a closed candle as the prices it recorded, in the order it recorded them.

SendOutMessageAsync

public ValueTask SendOutMessageAsync(Message message, CancellationToken cancellationToken)

result = marketEmulator.SendOutMessageAsync(message, cancellationToken)

送信する

StockSharp#Messages#IMessageTransport#SendInMessageAsync(Message, CancellationToken)

NewOutMessageAsync

public event Func<Message, CancellationToken, ValueTask> NewOutMessageAsync

marketEmulator.NewOutMessageAsync += handler

新規メッセージイベント