Class ExpressionIndexSecurityProcessor

Namespace

StockSharp.Algo.Expressions

Assembly

StockSharp.Algo.dll

Index securities processor for ExpressionIndexSecurity.

public class ExpressionIndexSecurityProcessor : IndexSecurityBaseProcessor<ExpressionIndexSecurity>, IBasketSecurityProcessor

Inheritance

object

BasketSecurityBaseProcessor<ExpressionIndexSecurity>

IndexSecurityBaseProcessor<ExpressionIndexSecurity>

ExpressionIndexSecurityProcessor

Implements

IBasketSecurityProcessor

Inherited Members

IndexSecurityBaseProcessor<ExpressionIndexSecurity>.Process(Message)

BasketSecurityBaseProcessor<ExpressionIndexSecurity>.ContainsLeg(SecurityId)

BasketSecurityBaseProcessor<ExpressionIndexSecurity>.Security

BasketSecurityBaseProcessor<ExpressionIndexSecurity>.BasketSecurity

BasketSecurityBaseProcessor<ExpressionIndexSecurity>.SecurityId

BasketSecurityBaseProcessor<ExpressionIndexSecurity>.BasketExpression

BasketSecurityBaseProcessor<ExpressionIndexSecurity>.BasketLegs

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

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

Constructors

ExpressionIndexSecurityProcessor(Security)

Initializes a new instance of the ExpressionIndexSecurityProcessor.

public ExpressionIndexSecurityProcessor(Security basketSecurity)

Parameters

basketSecurity Security

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

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.