TimeFrameCandleBuilder

StockSharp.Algo.Candles.Compression

The builder of candles of TimeFrameCandleMessage type.

继承自: CandleBuilder<TimeFrameCandleMessage>

构造函数

TimeFrameCandleBuilder(IExchangeInfoProvider)

The builder of candles of TimeFrameCandleMessage type.

exchangeInfoProvider
The exchange boards provider.

属性

GenerateEmptyCandles : bool

Whether to create empty candles (None) in the lack of trades. The default mode is enabled.

Timeout : Unit

The time shift from the time frame end after which a signal is sent to close the unclosed candle forcibly. The default is 10% of the time frame.

方法

CreateCandle(ICandleBuilderSubscription, ICandleBuilderValueTransform) : TimeFrameCandleMessage

To create a new candle.

subscription
Subscription.
transform
The data source transformation.

返回值: Created candle.