IndexSecurityBaseProcessor
StockSharp.Algo
Base index securities processor.
Inherits: BasketSecurityBaseProcessor<T>
Constructors
IndexSecurityBaseProcessor
protected IndexSecurityBaseProcessor(Security security)indexSecurityBaseProcessor = IndexSecurityBaseProcessor(security)Initializes a new instance of the IndexSecurityBaseProcessor.
- security
- Security.
Methods
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.
Returns: Quotes used for the basket side.
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.