ExpressionIndexSecurityProcessor
StockSharp.Algo.Expressions
Index securities processor for ExpressionIndexSecurity.
Inherits: IndexSecurityBaseProcessor<ExpressionIndexSecurity>
Constructors
ExpressionIndexSecurityProcessor
public ExpressionIndexSecurityProcessor(Security basketSecurity)expressionIndexSecurityProcessor = ExpressionIndexSecurityProcessor(basketSecurity)Index securities processor for ExpressionIndexSecurity.
- basketSecurity
- The index, built of combination of several instruments through mathematical formula Expression.
Methods
OnCalculate
protected override decimal OnCalculate(decimal[] values)result = expressionIndexSecurityProcessor.OnCalculate(values)To calculate the basket value.
- values
- Values of basket composite instruments InnerSecurityIds.
Returns: The basket value.