MarketDataGenerator
StockSharp.Algo.Testing.Generation
The market data generator.
继承自: Cloneable<MarketDataGenerator>
构造函数
MarketDataGenerator(SecurityId)
Initialize MarketDataGenerator.
- securityId
- The identifier of the instrument, for which data shall be generated.
属性
LastGenerationTime : DateTime
The time of last data generation.
MaxPriceStepCount : int
The maximal number of price increments PriceStep to be returned through massive Steps.
MaxVolume : int
The maximal volume. The volume will be selected randomly from MinVolume to MaxVolume.
MinVolume : int
The minimal volume. The volume will be selected randomly from MinVolume to MaxVolume.
RandomArrayLength : int
The length of massive of preliminarily generated random numbers. The default is 100.
SecurityDefinition : SecurityMessage
Information about the trading instrument.
SecurityId : SecurityId
The identifier of the instrument, for which data shall be generated.
方法
CopyTo(MarketDataGenerator)
Copy the message into the .
- destination
- The object, to which copied information.
Init()
To initialize the generator state.
IsTimeToGenerate(DateTime) : bool
Is new data generation required.
- time
- The current time.
返回值: , if data shall be generated, Otherwise, .