Table of Contents

Class WeightedPortfolio

Namespace
StockSharp.Algo
Assembly
StockSharp.Algo.dll

Portfolios basket based on the weights Weights.

public class WeightedPortfolio : BasketPortfolio, ILocalTimeMessage, IServerTimeMessage
Inheritance
WeightedPortfolio
Implements
Inherited Members
Extension Methods

Constructors

WeightedPortfolio(IConnector)

Initializes a new instance of the WeightedPortfolio.

public WeightedPortfolio(IConnector connector)

Parameters

connector IConnector

The connection of interaction with trade systems.

Properties

InnerPortfolios

Portfolios from which this basket is created.

public override IEnumerable<Portfolio> InnerPortfolios { get; }

Property Value

IEnumerable<Portfolio>

InnerPositions

Positions from which this basket is created.

public override IEnumerable<BasketPosition> InnerPositions { get; }

Property Value

IEnumerable<BasketPosition>

Weights

Instruments and their weighting coefficients in the basket.

public SynchronizedDictionary<Portfolio, decimal> Weights { get; }

Property Value

SynchronizedDictionary<Portfolio, decimal>