ITradingTimeLineGenerator

StockSharp.Algo.Testing

Interface for generating trading time line and working with trading schedules.

メソッド

GetOrderedRanges(BoardMessage[], DateTime) : IEnumerable<ValueTuple<BoardMessage, Range<TimeSpan>>>

Get ordered and merged trading time ranges for boards.

boards
Trading boards.
date
Date.

戻り値: Ordered ranges with associated boards.

GetPostTradeTimeMessages(DateTime, TimeSpan, TimeSpan, int) : IEnumerable<TimeMessage>

Generate post-trade time messages after trading session ends.

date
Date.
lastTime
Last trading time.
interval
Time interval.
count
Number of messages to generate.

戻り値: Time messages.

GetSimpleTimeLine(BoardMessage[], DateTime, TimeSpan) : IEnumerable<TimeMessage>

Generate simple time line messages for a date when no market data is available.

boards
Trading boards.
date
Date.
interval
Time interval.

戻り値: Time messages.

IsTradeDate(BoardMessage[], DateTime) : bool

Check if any board has trading on the specified date.

boards
Trading boards.
date
Date to check.

戻り値: if at least one board is trading.