Class ContinuousSecurityBaseProcessor<TBasketSecurity>

Namespace

StockSharp.Algo

Assembly

StockSharp.Algo.dll

Base continuous securities processor.

public abstract class ContinuousSecurityBaseProcessor<TBasketSecurity> : BasketSecurityBaseProcessor<TBasketSecurity>, IBasketSecurityProcessor where TBasketSecurity : ContinuousSecurity, new()

Type Parameters

TBasketSecurity

Basket security type.

Inheritance

object

BasketSecurityBaseProcessor<TBasketSecurity>

ContinuousSecurityBaseProcessor<TBasketSecurity>

Implements

IBasketSecurityProcessor

Derived

ContinuousSecurityExpirationProcessor

ContinuousSecurityVolumeProcessor

Inherited Members

BasketSecurityBaseProcessor<TBasketSecurity>.ContainsLeg(SecurityId)

BasketSecurityBaseProcessor<TBasketSecurity>.Security

BasketSecurityBaseProcessor<TBasketSecurity>.BasketSecurity

BasketSecurityBaseProcessor<TBasketSecurity>.SecurityId

BasketSecurityBaseProcessor<TBasketSecurity>.BasketExpression

BasketSecurityBaseProcessor<TBasketSecurity>.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

ContinuousSecurityBaseProcessor(Security)

Initializes a new instance of the ContinuousSecurityBaseProcessor<TBasketSecurity>.

protected ContinuousSecurityBaseProcessor(Security security)

Parameters

security Security

Security.

Methods

CanProcess(SecurityId, DateTimeOffset, decimal?, decimal?, decimal?)

Determines can process message.

protected abstract bool CanProcess(SecurityId securityId, DateTimeOffset serverTime, decimal? price, decimal? volume, decimal? openInterest)

Parameters

securityId SecurityId

Security ID.

serverTime DateTimeOffset

Change server time.

price decimal?

Price.

volume decimal?

Volume.

openInterest decimal?

Number of open positions (open interest).

Returns

bool

true if the specified message can be processed, otherwise, false.

Process(Message)

Process message.

public override IEnumerable<Message> Process(Message message)

Parameters

message Message

Input message.

Returns

IEnumerable<Message>

Output messages.