IndexSecurityBaseProcessor
StockSharp.Algo
Prozessor von Basisindex-Finanzinstrumenten.
Erbt von: BasketSecurityBaseProcessor<T>
Konstruktoren
IndexSecurityBaseProcessor
protected IndexSecurityBaseProcessor(Security security)indexSecurityBaseProcessor = IndexSecurityBaseProcessor(security)Prozessor von Basisindex-Finanzinstrumenten.
- security
- Finanzinstrument.
Methoden
GetCandleHigh
protected virtual decimal GetCandleHigh(CandleMessage candle, int legIndex)result = indexSecurityBaseProcessor.GetCandleHigh(candle, legIndex)Get a leg price used to build the basket candle high.
GetCandleLow
protected virtual decimal GetCandleLow(CandleMessage candle, int legIndex)result = indexSecurityBaseProcessor.GetCandleLow(candle, legIndex)Get a leg price used to build the basket candle low.
GetQuotes
protected virtual QuoteChange[] GetQuotes(QuoteChangeMessage message, int legIndex, bool isBid)result = indexSecurityBaseProcessor.GetQuotes(message, legIndex, isBid)Get a leg side used to build one side of the basket book.
- message
- Leg order book.
- legIndex
- Leg index.
- isBid
- Whether the basket bid is being built.
Rückgabe: Quotes used for the basket side.
OnCalculate
protected abstract decimal OnCalculate(decimal[] values)result = indexSecurityBaseProcessor.OnCalculate(values)Um den Korbwert zu berechnen.
- values
- Werte von Korb zusammengesetzte Instrumente InnerSecurityIds.
Rückgabe: Der Korbwert.
Process
public override IEnumerable<Message> Process(Message message)result = indexSecurityBaseProcessor.Process(message)Prüfen Sie die Meldung auf Alarmbedingungen.
- message
- Nachricht.
Rückgabe: Output messages.