TrendMarketDepthGenerator

StockSharp.Algo.Testing.Generation

The order book generator, accounting for trades sequence.

构造函数

TrendMarketDepthGenerator(SecurityId)

The order book generator, accounting for trades sequence.

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

Clone() : MarketDataGenerator

Create a copy of TrendMarketDepthGenerator.

返回值: Copy.

Init()

Initialize provider.

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.