PnFCandleBuilder
StockSharp.Algo.Candles.Compression
The builder of candles of PnFCandleMessage type.
继承自: CandleBuilder<PnFCandleMessage>
构造函数
PnFCandleBuilder(IExchangeInfoProvider)
The builder of candles of PnFCandleMessage type.
- exchangeInfoProvider
- The exchange boards provider.
方法
OnProcess(ICandleBuilderSubscription, ICandleBuilderValueTransform) : IEnumerable<PnFCandleMessage>
To process the new data.
- subscription
- Subscription.
- transform
- The data source transformation.
返回值: A new candles changes.