Table of Contents

Class ExpressionIndexSecurityProcessor

Namespace
StockSharp.Algo.Expressions
Assembly
StockSharp.Algo.dll

Index securities processor for ExpressionIndexSecurity.

public class ExpressionIndexSecurityProcessor : IndexSecurityBaseProcessor<ExpressionIndexSecurity>, IBasketSecurityProcessor
Inheritance
ExpressionIndexSecurityProcessor
Implements
Inherited Members
Extension Methods

Remarks

Initializes a new instance of the ExpressionIndexSecurityProcessor.

Constructors

ExpressionIndexSecurityProcessor(Security)

Index securities processor for ExpressionIndexSecurity.

public ExpressionIndexSecurityProcessor(Security basketSecurity)

Parameters

basketSecurity Security

The index, built of combination of several instruments through mathematical formula Expression.

Remarks

Initializes a new instance of the ExpressionIndexSecurityProcessor.

Methods

OnCalculate(decimal[])

To calculate the basket value.

protected override decimal OnCalculate(decimal[] values)

Parameters

values decimal[]

Values of basket composite instruments InnerSecurityIds.

Returns

decimal

The basket value.