Table of Contents

Class VolumeContinuousSecurity

Namespace
StockSharp.Algo
Assembly
StockSharp.Algo.dll

Rollover by volume continuous security.

[Display(ResourceType = typeof(LocalizedStrings), Name = "ContinuousSecurity", Description = "ContinuousSecurityDesc")]
[BasketCode("CV")]
public class VolumeContinuousSecurity : ContinuousSecurity, ICloneable<Security>, ICloneable, INotifyPropertyChanged
Inheritance
VolumeContinuousSecurity
Implements
Inherited Members
Extension Methods

Constructors

VolumeContinuousSecurity()

Initializes a new instance of the VolumeContinuousSecurity.

public VolumeContinuousSecurity()

Properties

InnerSecurities

Instruments rollover by volume.

public SynchronizedList<SecurityId> InnerSecurities { get; }

Property Value

SynchronizedList<SecurityId>

InnerSecurityIds

Instruments, from which this basket is created.

[Browsable(false)]
public override IEnumerable<SecurityId> InnerSecurityIds { get; }

Property Value

IEnumerable<SecurityId>

IsOpenInterest

Use open interest for VolumeLevel.

[Display(ResourceType = typeof(LocalizedStrings), Name = "OI", Description = "OpenInterestDesc", GroupName = "ContinuousSecurity", Order = 1)]
public bool IsOpenInterest { get; set; }

Property Value

bool

VolumeLevel

Volume trigger causes switch to the next contract.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Volume", Description = "VolumeTrigger", GroupName = "ContinuousSecurity", Order = 0)]
public Unit VolumeLevel { get; set; }

Property Value

Unit

Methods

FromSerializedString(string)

Load security state from text.

protected override void FromSerializedString(string text)

Parameters

text string

Value, received from ToSerializedString().

ToSerializedString()

Save security state to string.

protected override string ToSerializedString()

Returns

string

String.