Class VolumeContinuousSecurity
Rollover by volume continuous security.
Inherited Members
Namespace: StockSharp.Algo
Assembly: StockSharp.Algo.dll
Syntax
[DisplayNameLoc("ContinuousSecurity")]
[DescriptionLoc("Str696", false)]
[BasketCode("CV")]
public class VolumeContinuousSecurity : ContinuousSecurity, IExtendableEntity, INotifyPropertyChanged
Constructors
VolumeContinuousSecurity()
Initializes a new instance of the VolumeContinuousSecurity.
Declaration
public VolumeContinuousSecurity()
Properties
InnerSecurities
Instruments rollover by volume.
Declaration
public SynchronizedList<SecurityId> InnerSecurities { get; }
Property Value
Type | Description |
---|---|
Ecng.Collections.SynchronizedList<SecurityId> |
InnerSecurityIds
Instruments, from which this basket is created.
Declaration
public override IEnumerable<SecurityId> InnerSecurityIds { get; }
Property Value
Type | Description |
---|---|
IEnumerable<SecurityId> |
Overrides
IsOpenInterest
Use open interest for VolumeLevel.
Declaration
public bool IsOpenInterest { get; set; }
Property Value
Type | Description |
---|---|
Boolean |
VolumeLevel
Volume trigger causes switch to the next contract.
Declaration
public Unit VolumeLevel { get; set; }
Property Value
Type | Description |
---|---|
Unit |
Methods
FromSerializedString(String)
Load security state from text
.
Declaration
protected override void FromSerializedString(string text)
Parameters
Type | Name | Description |
---|---|---|
String | text | Value, received from ToSerializedString(). |
Overrides
ToSerializedString()
Save security state to string.
Declaration
protected override string ToSerializedString()
Returns
Type | Description |
---|---|
String | String. |