SecurityEmulator
StockSharp.Algo.Testing.Emulation
Security-specific emulator state. Handles emulation-specific logic: tick→orderbook, L1→orderbook, candle storage, price limits.
构造函数
SecurityEmulator(MarketEmulator, MatchingEngineAdapter, SecurityId)
Security-specific emulator state. Handles emulation-specific logic: tick→orderbook, L1→orderbook, candle storage, price limits.
属性
IsCandleMatchingMode : bool
True when order book was populated from candle data.
方法
OnQuoteChange()
Called when QuoteChange is received - exit candle matching mode.