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