Class WeightedPortfolio
- Namespace
- StockSharp.Algo
- Assembly
- StockSharp.Algo.dll
Portfolios basket based on the weights Weights.
public class WeightedPortfolio : BasketPortfolio, ILocalTimeMessage, IServerTimeMessage- Inheritance
-
WeightedPortfolio
- Implements
- Inherited Members
- Extension Methods
Constructors
WeightedPortfolio(IConnector)
Initializes a new instance of the WeightedPortfolio.
public WeightedPortfolio(IConnector connector)Parameters
connectorIConnectorThe connection of interaction with trade systems.
Properties
InnerPortfolios
Portfolios from which this basket is created.
public override IEnumerable<Portfolio> InnerPortfolios { get; }Property Value
InnerPositions
Positions from which this basket is created.
public override IEnumerable<BasketPosition> InnerPositions { get; }Property Value
Weights
Instruments and their weighting coefficients in the basket.
public SynchronizedDictionary<Portfolio, decimal> Weights { get; }