Class DeltaHedgeStrategy
Стратегия дельта хеджирования опционов.
Implements
Ecng.Serialization.IPersistable
Ecng.ComponentModel.INotifyPropertyChangedEx
Ecng.Common.ICloneable<Strategy>
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<>