|
IReadOnlyList< IQueueData > | GetBuyQueue (int barNum) |
| Get list of orders queue for selected candle or null. The candle number returns orders queue for buy part
|
|
IReadOnlyList< IQueueData > | GetSellQueue (int barNum) |
| Get list of orders queue for selected candle or null. The candle number returns orders queue for sell part
|
|
IReadOnlyList< ITrade > | GetTrades (int barNum) |
| Get list of trades for selected candle. The candle number returns list of trades
|
|
IReadOnlyList< ITrade > | GetTrades (int firstBarIndex, int lastBarIndex) |
| Get list of trades for selected candles. First bar index Last bar index returns list of trades
|
|
int | GetTradesCount (int firstBarIndex, int lastBarIndex) |
|
IReadOnlyList< IReadOnlyList< ITrade > > | GetTradesPerBar (int firstBarIndex, int lastBarIndex) |
|
ISecurity | CompressTo (int interval) |
| Compress paper candles to new interval and get compressed candles list New interval in the minutes. Returns the compressed security.
|
|
ISecurity | CompressTo (Interval interval) |
| Compress paper candles to new interval and get compressed candles list. New interval. Returns the compressed security.
|
|
ISecurity | CompressTo (Interval interval, int shift) |
| Compress paper candles to new interval and get compressed candles list. New interval. Time shift. Returns the compressed security.
|
|
ISecurity | CompressTo (Interval interval, int shift, int adjustment, int adjShift) |
| Compress paper candles to new interval and get compressed candles list. New interval. Time shift. Time adjustment. Time adjustment shift. Returns the compressed security.
|
|
ISecurity | CompressToVolume (Interval interval) |
|
ISecurity | CompressToPriceRange (Interval interval) |
|
IList< double > | Decompress (IList< double > candles) |
| Decompress double values list from custom interval and make new double values list with the paper interval. double values list new double values list in the paper interval
|
|
IList< TK > | Decompress< TK > (IList< TK > candles, DecompressMethodWithDef method) |
| Decompress TK values list from custom interval and make new TK values list with the paper interval. TK values list the decompression method new TK values list in the paper interval
|
|
void | ConnectSecurityList (IGraphListBase list) |
| Connect graph to security for realtime updating. The chart list.
|
|
void | ConnectDoubleList (IGraphListBase list, IDoubleHandlerWithUpdate handler) |
| Connect graph to security for realtime updating The chart list. Update handler
|
|
double | RoundPrice (double price) |
| Round incoming price to minimal tick. The incoming price. The rounded price.
|
|
double | RoundShares (double shares) |
| Round incoming shares to minimal lot tick. The incoming shares. The rounded shares.
|
|
ISecurity | CloneAndReplaceBars (IEnumerable< IDataBar > newCandles) |
| Clone Security with new candles. ATTENTION: Can impact to optimization performance because data shouldn't shared beetween optimization step. New candles list The security with replaced candles
|
|
void | UpdateQueueData () |
| Update cached queue data.
|
|