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
SecuritySecurity.
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.