MarketDepthGenerator

MarketDepthGenerator

protected MarketDepthGenerator(SecurityId securityId)

marketDepthGenerator = MarketDepthGenerator(securityId)

使用随机方法的订单簿生成器.

securityId

文书的标识符,应生成有关数据。

DataType

public override DataType DataType { get; }

value = marketDepthGenerator.DataType

市场数据的类型,由给定存储操作.

GenerateDepthOnEachTrade

public bool GenerateDepthOnEachTrade { get; set; }

value = marketDepthGenerator.GenerateDepthOnEachTrade
marketDepthGenerator.GenerateDepthOnEachTrade = value

是否在每次交易后生成订货簿。默认为 。

GenerateOrdersCount

public bool GenerateOrdersCount { get; set; }

value = marketDepthGenerator.GenerateOrdersCount
marketDepthGenerator.GenerateOrdersCount = value

Generate OrdersCount.

MaxAsksDepth

public int MaxAsksDepth { get; set; }

value = marketDepthGenerator.MaxAsksDepth
marketDepthGenerator.MaxAsksDepth = value

最大深度的报价。

MaxBidsDepth

public int MaxBidsDepth { get; set; }

value = marketDepthGenerator.MaxBidsDepth
marketDepthGenerator.MaxBidsDepth = value

竞价的最大深度。

MaxGenerations

public int MaxGenerations { get; set; }

value = marketDepthGenerator.MaxGenerations
marketDepthGenerator.MaxGenerations = value

顺序书在上一次出现源数据后的最大代数 。

MaxSpreadStepCount

public int MaxSpreadStepCount { get; set; }

value = marketDepthGenerator.MaxSpreadStepCount
marketDepthGenerator.MaxSpreadStepCount = value

价格递增数单位中最佳引号之间的相差最大值。相差值将在 MinSpreadStepCount 和 MaxSpreadStepCount 之间随机选择 。

MinSpreadStepCount

public int MinSpreadStepCount { get; set; }

value = marketDepthGenerator.MinSpreadStepCount
marketDepthGenerator.MinSpreadStepCount = value

价格递增数单位中最佳报价之间的最小差值。 差值将在 MinSpreadStepCount 和 MaxSpreadStepCount 之间随机选择 。

UseTradeVolume

public bool UseTradeVolume { get; set; }

value = marketDepthGenerator.UseTradeVolume
marketDepthGenerator.UseTradeVolume = value

用来生成历史贸易顺序书卷中最优的引文.

CopyTo

protected void CopyTo(MarketDepthGenerator destination)

marketDepthGenerator.CopyTo(destination)

复制消息到 。

destination

该对象, 复制到它的信息 。

CreateQuote

protected QuoteChange CreateQuote(decimal startPrice, Sides side)

result = marketDepthGenerator.CreateQuote(startPrice, side)

用随机方法创建引文.

startPrice

初始价格,根据该价格,应当使用随机方法取得报价。

side

引出之指向.

返回值: 随机所引.

Init

public override void Init()

marketDepthGenerator.Init()

初始化提供者.