ContinuousSecurityBaseProcessor
StockSharp.Algo
Base continuous securities processor.
Inherits: BasketSecurityBaseProcessor<T>
Constructors
ContinuousSecurityBaseProcessor
protected ContinuousSecurityBaseProcessor(Security security)continuousSecurityBaseProcessor = ContinuousSecurityBaseProcessor(security)Base continuous securities processor.
- security
- Security.
Methods
CanProcess
protected abstract bool CanProcess(SecurityId securityId, DateTime serverTime, decimal? price, decimal? volume, decimal? openInterest)result = continuousSecurityBaseProcessor.CanProcess(securityId, serverTime, price, volume, openInterest)Determines can process message.
- securityId
- Security ID.
- serverTime
- Change server time.
- price
- Price.
- volume
- Volume.
- openInterest
- Number of open positions (open interest).
Returns: if the specified message can be processed, otherwise, .
Process
public override IEnumerable<Message> Process(Message message)result = continuousSecurityBaseProcessor.Process(message)Process message.
- message
- Input message.
Returns: Output messages.