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
basketSecuritySecurityThe 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
valuesdecimal[]Values of basket composite instruments InnerSecurityIds.
Returns
- decimal
The basket value.