Class BasketStrike

Namespace

StockSharp.Algo.Derivatives

Assembly

StockSharp.Algo.dll

The virtual strike created from a combination of other strikes.

public abstract class BasketStrike : BasketSecurity, ICloneable<Security>, ICloneable, INotifyPropertyChanged

Inheritance

object

Cloneable<Security>

Security

BasketSecurity

BasketStrike

Implements

ICloneable<Security>

ICloneable

INotifyPropertyChanged

Derived

OffsetBasketStrike

VolatilityBasketStrike

Inherited Members

BasketSecurity.ToSerializedString()

BasketSecurity.FromSerializedString(string)

BasketSecurity.BasketCode

BasketSecurity.BasketExpression

Security.ToString()

Security.Clone()

Security.CopyTo(Security)

Security.Notify(string)

Security.Id

Security.Code

Security.Board

Security.Type

Security.Name

Security.ShortName

Security.Currency

Security.ExternalId

Security.Class

Security.PriceStep

Security.VolumeStep

Security.MinVolume

Security.MaxVolume

Security.Multiplier

Security.Decimals

Security.ExpiryDate

Security.SettlementDate

Security.CfiCode

Security.FaceValue

Security.SettlementType

Security.OptionStyle

Security.PrimaryId

Security.StepPrice

Security.LastTick

Security.LastTrade

Security.OpenPrice

Security.ClosePrice

Security.LowPrice

Security.HighPrice

Security.BestBid

Security.BestAsk

Security.BestPair

Security.State

Security.MinPrice

Security.MaxPrice

Security.MarginBuy

Security.MarginSell

Security.UnderlyingSecurityId

Security.OptionType

Security.Strike

Security.BinaryOptionType

Security.ImpliedVolatility

Security.HistoricalVolatility

Security.TheorPrice

Security.Delta

Security.Gamma

Security.Vega

Security.Theta

Security.Rho

Security.OpenInterest

Security.LocalTime

Security.LastChangeTime

Security.BidsVolume

Security.BidsCount

Security.AsksVolume

Security.AsksCount

Security.TradesCount

Security.HighBidPrice

Security.LowAskPrice

Security.Yield

Security.VWAP

Security.SettlementPrice

Security.AveragePrice

Security.Volume

Security.Turnover

Security.IssueSize

Security.IssueDate

Security.Shortable

Security.UnderlyingSecurityType

Security.UnderlyingSecurityMinVolume

Security.BuyBackPrice

Security.BuyBackDate

Security.CommissionTaker

Security.CommissionMaker

object.GetType()

object.MemberwiseClone()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

TraderHelper.Contains(BasketSecurity, ISecurityProvider, Security)

TraderHelper.GetInnerSecurities(BasketSecurity, ISecurityProvider)

AsyncHelper.FromResult<TValue>(TValue)

AsyncHelper.ToCompleteSource<TValue>(TValue)

CompareHelper.IsDefault<T>(T)

CompareHelper.IsRuntimeDefault<T>(T)

Converter.TypedTo<TFrom, TTo>(TFrom)

DelegateHelper.AddDelegate<TDelegate>(TDelegate, TDelegate)

DelegateHelper.GetInvocationList<TDelegate>(TDelegate)

DelegateHelper.RemoveAllDelegates<TDelegate>(TDelegate)

DelegateHelper.RemoveDelegate<TDelegate>(TDelegate, TDelegate)

DisposableHelper.MakeDisposable<T>(T, Action<T>)

Enumerator.IsDefined<T>(T)

Enumerator.SplitMask<T>(T)

NullableHelper.Convert<T, TResult>(T, Func<T, TResult>, Func<TResult>)

NullableHelper.IsNull<T>(T)

NullableHelper.IsNull<T>(T, bool)

TupleHelper.ToValues<T>(T)

TypeHelper.CheckOnNull<T>(T, string)

TypeHelper.DoDispose<TSource>(TSource)

TypeHelper.ToScope<T>(T, bool)

NetworkHelper.Format<T>(T, bool)

PersistableHelper.TrySerialize<T>(T, out SettingsStorage)

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

DerivativesHelper.GetAsset(Security, ISecurityProvider)

DerivativesHelper.GetAtTheMoney(Security, ISecurityProvider, decimal)

DerivativesHelper.GetAtTheMoney(Security, IEnumerable<Security>, decimal)

DerivativesHelper.GetCall(Security, ISecurityProvider, decimal, DateTimeOffset)

DerivativesHelper.GetCentralStrike(Security, ISecurityProvider, DateTimeOffset, OptionTypes, decimal)

DerivativesHelper.GetDerivatives(Security, ISecurityProvider, DateTimeOffset?)

DerivativesHelper.GetInTheMoney(Security, ISecurityProvider, decimal)

DerivativesHelper.GetInTheMoney(Security, IEnumerable<Security>, decimal)

DerivativesHelper.GetIntrinsicValue(Security, decimal)

DerivativesHelper.GetOppositeOption(Security, ISecurityProvider)

DerivativesHelper.GetOption(Security, ISecurityProvider, decimal, DateTimeOffset, OptionTypes)

DerivativesHelper.GetOutOfTheMoney(Security, ISecurityProvider, decimal)

DerivativesHelper.GetOutOfTheMoney(Security, IEnumerable<Security>, decimal)

DerivativesHelper.GetPut(Security, ISecurityProvider, decimal, DateTimeOffset)

DerivativesHelper.GetStrikeStep(Security, ISecurityProvider, DateTimeOffset?)

DerivativesHelper.GetUnderlyingAsset(Security, ISecurityProvider)

DerivativesHelper.IsExpired(Security, IExchangeInfoProvider, DateTimeOffset)

TraderHelper.GetCurrentPrice(Security, IMarketDataProvider, Sides?)

TraderHelper.IsBasket(Security)

TraderHelper.IsContinuous(Security)

TraderHelper.IsIndex(Security)

TraderHelper.ShrinkPrice(Security, decimal, ShrinkRules)

TraderHelper.ToBasket(Security, IBasketSecurityProcessorProvider)

TraderHelper.ToBasket<TBasketSecurity>(Security)

CompareHelper.Compare(object, object)

Converter.To(object, Type)

Converter.To<T>(object)

Enumerator.GetAttributeOfType<TAttribute>(object)

Enumerator.IsEnumBrowsable(object)

Enumerator.SplitMask2(object)

TypeHelper.HasProperty(object, string)

EntityPropertyHelper.GetPropValue(object, string, Func<object, string, object>, IDictionary<string, object>)

Extensions.GetBasicProperties(object, int)

Extensions.GetDisplayName(object)

Extensions.GetFieldDescription(object)

Extensions.GetFieldDisplayName(object)

Extensions.GetFieldIcon(object)

JsonHelper.ToJson(object, bool)

JsonHelper.ToJson(object, bool, JsonSerializerSettings)

PersistableHelper.ToStorage(object, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Remarks

Initialize BasketStrike.

Constructors

BasketStrike(Security, ISecurityProvider, IMarketDataProvider)

The virtual strike created from a combination of other strikes.

protected BasketStrike(Security underlyingAsset, ISecurityProvider securityProvider, IMarketDataProvider dataProvider)

Parameters

underlyingAsset Security

Underlying asset.

securityProvider ISecurityProvider

The provider of information about instruments.

dataProvider IMarketDataProvider

The market data provider.

Remarks

Initialize BasketStrike.

Properties

DataProvider

The market data provider.

public virtual IMarketDataProvider DataProvider { get; }

Property Value

IMarketDataProvider

InnerSecurityIds

Instruments, from which this basket is created.

public override IEnumerable<SecurityId> InnerSecurityIds { get; }

Property Value

IEnumerable<SecurityId>

SecurityProvider

The provider of information about instruments.

public ISecurityProvider SecurityProvider { get; }

Property Value

ISecurityProvider

UnderlyingAsset

Underlying asset.

public Security UnderlyingAsset { get; }

Property Value

Security

Methods

FilterStrikes(IEnumerable<Security>, decimal)

To get filtered strikes.

protected abstract IEnumerable<Security> FilterStrikes(IEnumerable<Security> allStrikes, decimal assetPrice)

Parameters

allStrikes IEnumerable<Security>

All strikes.

assetPrice decimal

The asset price.

Returns

IEnumerable<Security>

Filtered strikes.