RandomWalkTradeGenerator

StockSharp.Algo.Testing.Generation

The trade generator based on normal distribution.

继承自: TradeGenerator

构造函数

RandomWalkTradeGenerator(SecurityId)

The trade generator based on normal distribution.

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

属性

GenerateOriginSide : bool

To generate the value for OriginSide. By default is disabled.

方法

Clone() : MarketDataGenerator

Create a copy of RandomWalkTradeGenerator.

返回值: Copy.

Init()

Initialize provider.

OnProcess(Message) : Message

Process message.

message
Message.

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