OrderLogGenerator

StockSharp.Algo.Testing.Generation

The orders log generator using random method.

构造函数

OrderLogGenerator(SecurityId)

Initializes a new instance of the OrderLogGenerator.

securityId: The identifier of the instrument, for which data shall be generated.

OrderLogGenerator(SecurityId, TradeGenerator)

Initializes a new instance of the OrderLogGenerator.

securityId: The identifier of the instrument, for which data shall be generated.
tradeGenerator: Tick trades generator using random method.

DataType : DataType

The type of market-data, operated by given storage.

IdGenerator : IdGenerator

The order identifier generator Id.

TradeGenerator : TradeGenerator

Tick trades generator using random method.

Clone() : MarketDataGenerator

Create a copy of MarketDataGenerator.

返回值: Copy.

Init()

To initialize the generator state.

OnProcess(Message) : Message

Process message.

返回值: The result of processing. If is returned, then generator has no sufficient data to generate new message.

Process(Message) : Message

Check message on alert conditions.