IndexSecurityBaseProcessor
StockSharp.Algo
Base index securities processor.
Inherits: BasketSecurityBaseProcessor<T>
Constructors
IndexSecurityBaseProcessor
protected IndexSecurityBaseProcessor(Security security)indexSecurityBaseProcessor = IndexSecurityBaseProcessor(security)Base index securities processor.
- security
- Security.
Methods
OnCalculate
protected abstract decimal OnCalculate(decimal[] values)result = indexSecurityBaseProcessor.OnCalculate(values)To calculate the basket value.
- values
- Values of basket composite instruments InnerSecurityIds.
Returns: The basket value.
Process
public override IEnumerable<Message> Process(Message message)result = indexSecurityBaseProcessor.Process(message)Process message.
- message
- Input message.
Returns: Output messages.