Class DeltaHedgeStrategy

Стратегия дельта хеджирования опционов.

Inheritance
Object
BaseLogSource
BaseLogReceiver
Strategy
HedgeStrategy
DeltaHedgeStrategy
Inherited Members
Namespace: StockSharp.Algo.Strategies.Derivatives
Assembly: StockSharp.Algo.Strategies.dll
Syntax
public class DeltaHedgeStrategy : HedgeStrategy, IPersistable, INotifyPropertyChangedEx, INotifyPropertyChanged, IMarketRuleContainer, ILogReceiver, ILogSource, ICloneable<Strategy>, ICloneable, IMarketDataProvider, ISubscriptionProvider, ISecurityProvider, ICandleManager, ICandleSource<Candle>, IDisposable, ITransactionProvider, IPositionProvider, IPortfolioProvider, IScheduledTask

Constructors

DeltaHedgeStrategy(IExchangeInfoProvider)

Создать DeltaHedgeStrategy.

Declaration
public DeltaHedgeStrategy(IExchangeInfoProvider exchangeInfoProvider)
Parameters
Type Name Description
IExchangeInfoProvider exchangeInfoProvider

Провайдер бирж и торговых площадок.

Properties

PositionOffset

Shift in position for underlying asset, allowing not to hedge part of the options position.

Declaration
public Decimal PositionOffset { get; set; }
Property Value
Type Description
Decimal

Methods

GetReHedgeOrders()

Получить список заявок, рехеджирующих опционную позицию.

Declaration
protected override IEnumerable<Order> GetReHedgeOrders()
Returns
Type Description
IEnumerable<Order>

Заявки рехеджирования.
Overrides

Implements

Ecng.Serialization.IPersistable
Ecng.ComponentModel.INotifyPropertyChangedEx
Ecng.Common.ICloneable<>

Extension Methods