MarketEmulator

StockSharp.Algo.Testing.Emulation

市场模拟器 v2 有模块化架构. 包接 MatchingEngineAdapter 并添加了模拟特定逻辑(随机量,勾选/L1 订单转换,蜡烛匹配,佣金,价格限制).

继承自: BaseLogReceiver

实现: IMarketEmulator, IMessageTransport, ILogSource, IDisposable

构造函数

public MarketEmulator(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider, IdGenerator transactionIdGenerator)

marketEmulator = MarketEmulator(securityProvider, portfolioProvider, exchangeInfoProvider, transactionIdGenerator)

初始化一个新实例。

属性

CurrentTime

public override DateTime CurrentTime { get; }

value = marketEmulator.CurrentTime

目前为协调世界时时间.

ExchangeInfoProvider

public IExchangeInfoProvider ExchangeInfoProvider { get; }

value = marketEmulator.ExchangeInfoProvider

交易所和交易委员会供应商。

OrderIdGenerator

public IncrementalIdGenerator OrderIdGenerator { get; set; }

value = marketEmulator.OrderIdGenerator
marketEmulator.OrderIdGenerator = value

点出身份证的发电机

PortfolioManager

public IPortfolioManager PortfolioManager { get; set; }

value = marketEmulator.PortfolioManager
marketEmulator.PortfolioManager = value

处理组合状态的组合管理器。

PortfolioProvider

public IPortfolioProvider PortfolioProvider { get; }

value = marketEmulator.PortfolioProvider

用于注册命令的组合。如果未给出值, 将创建默认名称模拟器的组合。

PossibleSupportedMessages

public IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

value = marketEmulator.PossibleSupportedMessages

可能支持的信息类型。

ProcessedMessageCount

public long ProcessedMessageCount { get; private set; }

value = marketEmulator.ProcessedMessageCount
marketEmulator.ProcessedMessageCount = value

已处理信件计数。

RandomProvider

public IRandomProvider RandomProvider { get; set; }

value = marketEmulator.RandomProvider
marketEmulator.RandomProvider = value

SecurityProvider

public ISecurityProvider SecurityProvider { get; }

value = marketEmulator.SecurityProvider

提供各种文书的信息。

Settings

public MarketEmulatorSettings Settings { get; }

value = marketEmulator.Settings

模拟器设置.

TradeIdGenerator

public IncrementalIdGenerator TradeIdGenerator { get; set; }

value = marketEmulator.TradeIdGenerator
marketEmulator.TradeIdGenerator = value

交易身份证生成器。

TransactionIdGenerator

public IdGenerator TransactionIdGenerator { get; }

value = marketEmulator.TransactionIdGenerator

交易ID生成器。

VerifyMode

public bool VerifyMode { get; set; }

value = marketEmulator.VerifyMode
marketEmulator.VerifyMode = value

扩展验证模式。

方法

MatchOrderByCandle

private static MatchResult MatchOrderByCandle(EmulatorOrder order, CandleMessage candle)

result = MarketEmulator.MatchOrderByCandle(order, candle)

直接与蜡烛数据匹配的顺序。

SendOutMessageAsync

public ValueTask SendOutMessageAsync(Message message, CancellationToken cancellationToken)

result = marketEmulator.SendOutMessageAsync(message, cancellationToken)

发出消息。

StockSharp#Messages#IMessageTransport#SendInMessageAsync(Message, CancellationToken)

事件

NewOutMessageAsync

public event Func<Message, CancellationToken, ValueTask> NewOutMessageAsync

marketEmulator.NewOutMessageAsync += handler

新消息事件。