Table of Contents

Class WeightedIndexSecurityProcessor

Namespace
StockSharp.Algo
Assembly
StockSharp.Algo.dll

Index securities processor for WeightedIndexSecurity.

public class WeightedIndexSecurityProcessor : IndexSecurityBaseProcessor<WeightedIndexSecurity>, IBasketSecurityProcessor
Inheritance
WeightedIndexSecurityProcessor
Implements
Inherited Members
Extension Methods

Constructors

WeightedIndexSecurityProcessor(Security)

Initializes a new instance of the WeightedIndexSecurityProcessor.

public WeightedIndexSecurityProcessor(Security security)

Parameters

security Security

Security.

Methods

OnCalculate(decimal[])

To calculate the basket value.

protected override decimal OnCalculate(decimal[] values)

Parameters

values decimal[]

Values of basket composite instruments InnerSecurityIds.

Returns

decimal

The basket value.