VolumeContinuousSecurity
StockSharp.Algo
Rollover by volume continuous security.
Inherits: ContinuousSecurity
Constructors
VolumeContinuousSecurity
public VolumeContinuousSecurity()
volumeContinuousSecurity = VolumeContinuousSecurity()
Initializes a new instance of the VolumeContinuousSecurity.
Properties
InnerSecurities
public SynchronizedList<SecurityId> InnerSecurities { get; }
value = volumeContinuousSecurity.InnerSecurities
Instruments rollover by volume.
InnerSecurityIds
public override IEnumerable<SecurityId> InnerSecurityIds { get; }
value = volumeContinuousSecurity.InnerSecurityIds
Instruments, from which this basket is created.
IsOpenInterest
public bool IsOpenInterest { get; set; }
value = volumeContinuousSecurity.IsOpenInterest
volumeContinuousSecurity.IsOpenInterest = value
Use open interest for VolumeLevel.
VolumeLevel
public Unit VolumeLevel { get; set; }
value = volumeContinuousSecurity.VolumeLevel
volumeContinuousSecurity.VolumeLevel = value
Volume trigger causes switch to the next contract.
Methods
FromSerializedString
protected override void FromSerializedString(string text)
volumeContinuousSecurity.FromSerializedString(text)
Load security state from .
- text
- Value, received from ToSerializedString.
ToSerializedString
protected override string ToSerializedString()
result = volumeContinuousSecurity.ToSerializedString()
Save security state to string.
Returns: String.