Class IndexSecurityBaseProcessor<TBasketSecurity>

Namespace

StockSharp.Algo

Assembly

StockSharp.Algo.dll

Base index securities processor.

public abstract class IndexSecurityBaseProcessor<TBasketSecurity> : BasketSecurityBaseProcessor<TBasketSecurity>, IBasketSecurityProcessor where TBasketSecurity : IndexSecurity, new()

Type Parameters

TBasketSecurity

Basket security type.

Inheritance

object

BasketSecurityBaseProcessor<TBasketSecurity>

IndexSecurityBaseProcessor<TBasketSecurity>

Implements

IBasketSecurityProcessor

Derived

ExpressionIndexSecurityProcessor

WeightedIndexSecurityProcessor

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

IndexSecurityBaseProcessor(Security)

Initializes a new instance of the IndexSecurityBaseProcessor<TBasketSecurity>.

protected IndexSecurityBaseProcessor(Security security)

Parameters

security Security

Security.

Methods

OnCalculate(decimal[])

To calculate the basket value.

protected abstract decimal OnCalculate(decimal[] values)

Parameters

values decimal[]

Values of basket composite instruments InnerSecurityIds.

Returns

decimal

The basket value.

Process(Message)

Process message.

public override IEnumerable<Message> Process(Message message)

Parameters

message Message

Input message.

Returns

IEnumerable<Message>

Output messages.