RenkoCandleBuilder

StockSharp.Algo.Candles.Compression

The builder of candles of RenkoCandleMessage type.

继承自: CandleBuilder<RenkoCandleMessage>

构造函数

RenkoCandleBuilder(IExchangeInfoProvider)

The builder of candles of RenkoCandleMessage type.

exchangeInfoProvider
The exchange boards provider.

方法

OnProcess(ICandleBuilderSubscription, ICandleBuilderValueTransform) : IEnumerable<RenkoCandleMessage>

To process the new data.

subscription
Subscription.
transform
The data source transformation.

返回值: A new candles changes.