CandleBuilder

StockSharp.Algo.Candles.Compression

Candles builder.

继承自: BaseLogReceiver

实现: ICandleBuilder, IDisposable

构造函数

CandleBuilder(IExchangeInfoProvider)

Candles builder.

exchangeInfoProvider
The exchange boards provider.

属性

CandleType : Type

The candle type.

ExchangeInfoProvider : IExchangeInfoProvider

The exchange boards provider.

方法

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.

返回值: Created candle.

FirstInitCandle(ICandleBuilderSubscription, T, ICandleBuilderValueTransform) : T

To fill in the initial candle settings.

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

返回值: Candle.

GetTimeZone(ICandleBuilderSubscription) : ValueTuple<TimeZoneInfo, WorkingTime>

Get time zone info.

subscription
ICandleBuilderSubscription

返回值: 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.

返回值: if the candle should be finished. Otherwise, .

OnProcess(ICandleBuilderSubscription, ICandleBuilderValueTransform) : IEnumerable<T>

To process the new data.

subscription
Subscription.
transform
The data source transformation.

返回值: A new candles changes.

Process(ICandleBuilderSubscription, ICandleBuilderValueTransform) : IEnumerable<CandleMessage>

To process the new data.

subscription
Subscription.
transform
The data source transformation.

返回值: A new candles changes.

ProcessValue(ICandleBuilderSubscription, ICandleBuilderValueTransform) : T

To process the new data.

subscription
Subscription.
transform
The data source transformation.

返回值: 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.

返回值: 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

返回值: 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

返回值: The multiple price.

UpdateCandle(ICandleBuilderSubscription, T, ICandleBuilderValueTransform)

To update the candle data.

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