BasketStrike — StockSharp.Algo.Derivatives

Konstruktoren

protected BasketStrike(Security underlyingAsset, ISecurityProvider securityProvider, IMarketDataProvider dataProvider)

basketStrike = BasketStrike(underlyingAsset, securityProvider, dataProvider)

Der virtuelle Streik, der aus einer Kombination anderer Streiks entsteht.

DataProvider

public virtual IMarketDataProvider DataProvider { get; }

value = basketStrike.DataProvider

Der Marktdatenanbieter.

Derivatives

protected IEnumerable<Security> Derivatives { get; }

value = basketStrike.Derivatives

Derivatives of UnderlyingAsset loaded by CancellationToken).

public override IEnumerable<SecurityId> InnerSecurityIds { get; }

value = basketStrike.InnerSecurityIds

Instrumente, aus denen dieser Korb erstellt wird.

public ISecurityProvider SecurityProvider { get; }

value = basketStrike.SecurityProvider

Der Anbieter von Informationen über Instrumente.

public Security UnderlyingAsset { get; }

value = basketStrike.UnderlyingAsset

Basiswert.

FilterStrikes

protected abstract IEnumerable<Security> FilterStrikes(IEnumerable<Security> allStrikes, decimal assetPrice)

result = basketStrike.FilterStrikes(allStrikes, assetPrice)

Um gefilterte Streiks zu bekommen.

Rückgabe: Gefilterte Streiks.

public ValueTask LoadDerivativesAsync(CancellationToken cancellationToken)

result = basketStrike.LoadDerivativesAsync(cancellationToken)

Loads the derivatives of UnderlyingAsset the strikes are chosen from. Must be called before InnerSecurityIds is read.

Rückgabe: ValueTask