WeightedIndexSecurityProcessor
StockSharp.Algo
Index securities processor for WeightedIndexSecurity.
Inherits: IndexSecurityBaseProcessor<WeightedIndexSecurity>
Constructors
WeightedIndexSecurityProcessor
public WeightedIndexSecurityProcessor(Security security)weightedIndexSecurityProcessor = WeightedIndexSecurityProcessor(security)Index securities processor for WeightedIndexSecurity.
- security
- Security.
Methods
OnCalculate
protected override decimal OnCalculate(decimal[] values)result = weightedIndexSecurityProcessor.OnCalculate(values)To calculate the basket value.
- values
- Values of basket composite instruments InnerSecurityIds.
Returns: The basket value.