Class ContinuousSecurityVolumeProcessor
Обработчик непрерывных инструментов для VolumeContinuousSecurity.
Inheritance
ContinuousSecurityVolumeProcessor
Implements
Inherited Members
Namespace: StockSharp.Algo
Assembly: StockSharp.Algo.dll
Syntax
public class ContinuousSecurityVolumeProcessor : ContinuousSecurityBaseProcessor<VolumeContinuousSecurity>, IBasketSecurityProcessorConstructors
ContinuousSecurityVolumeProcessor(Security)
Создать ContinuousSecurityVolumeProcessor.
Declaration
public ContinuousSecurityVolumeProcessor(Security security)Parameters
| Type | Name | Description |
|---|---|---|
| Security | security | Инструмент стакана. |
Methods
CanProcess(SecurityId, DateTimeOffset, Nullable<Decimal>, Nullable<Decimal>, Nullable<Decimal>)
Определить, можно ли обработать сообщение.
Declaration
protected override bool CanProcess(SecurityId securityId, DateTimeOffset serverTime, Nullable<Decimal> price, Nullable<Decimal> volume, Nullable<Decimal> openInterest)Parameters
| Type | Name | Description |
|---|---|---|
| SecurityId | securityId | Security ID. |
| DateTimeOffset | serverTime | Change server time. |
| Nullable<Decimal> | price | Price. |
| Nullable<Decimal> | volume | Volume. |
| Nullable<Decimal> | openInterest | Number of open positions (open interest). |
Returns
| Type | Description |
|---|---|
| Boolean | true если переданное сообщение можно обработать, иначе, false. |
Overrides
StockSharp.Algo.ContinuousSecurityBaseProcessor<StockSharp.Algo.VolumeContinuousSecurity>.CanProcess(StockSharp.Messages.SecurityId, System.DateTimeOffset, System.Nullable<System.Decimal>, System.Nullable<System.Decimal>, System.Nullable<System.Decimal>)