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
SecurityThe 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.