MarketEmulator

MarketEmulator

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

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

初始化一个新实例。

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 EmulatedPortfolioManager PortfolioManager { get; }

value = marketEmulator.PortfolioManager

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 IEmulationRandomizer RandomProvider { get; set; }

value = marketEmulator.RandomProvider
marketEmulator.RandomProvider = value

Where anything in the strategy that draws at random takes its draws from.

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 。

ApplyCommissionsAsync

private ValueTask ApplyCommissionsAsync(List<Message> messages, CancellationToken cancellationToken)

result = marketEmulator.ApplyCommissionsAsync(messages, cancellationToken)

Price every trade in this batch. Called once, where the batch leaves the emulator.

CheckLimitOrders

private void CheckLimitOrders(SecurityId securityId, decimal? tradePrice, DateTime time, List<Message> results)

marketEmulator.CheckLimitOrders(securityId, tradePrice, time, results)

Re-evaluate resting limit orders against the current order book and execute the ones the market has moved through. Unlike stop orders, limit orders are otherwise matched only at registration time, so a tick/quote trading through a resting limit would leave it sitting in the book and later fill at a price the market has left behind.

GetSecurityState

public SecurityState GetSecurityState(SecurityId securityId)

result = marketEmulator.GetSecurityState(securityId)

State the emulation keeps for one security: its book, its orders and its definition.

securityId

Security to read.

返回值: The state.

ReleaseStoredCandles

private void ReleaseStoredCandles(DateTime time, List<Message> results)

marketEmulator.ReleaseStoredCandles(time, results)

Hand over every bar still held whose close falls no later than , each at its own close and in order.

ReplayCandle

private void ReplayCandle(SecurityId securityId, SecurityEmulator emulator, CandleMessage candle, DateTime time, List<Message> results)

marketEmulator.ReplayCandle(securityId, emulator, candle, time, results)

Replay a closed candle as the prices it recorded, in the order it recorded them.

SendOutMessageAsync

public ValueTask SendOutMessageAsync(Message message, CancellationToken cancellationToken)

result = marketEmulator.SendOutMessageAsync(message, cancellationToken)

发出消息。

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

NewOutMessageAsync

public event Func<Message, CancellationToken, ValueTask> NewOutMessageAsync

marketEmulator.NewOutMessageAsync += handler

新消息事件 。