WeightedPortfolio

StockSharp.Algo

Portfolios basket based on the weights Weights.

Inherits: BasketPortfolio

Constructors

WeightedPortfolio(IConnector)

Initializes a new instance of the WeightedPortfolio.

connector
The connection of interaction with trade systems.

Properties

InnerPortfolios : IEnumerable<Portfolio>

Portfolios from which this basket is created.

InnerPositions : IEnumerable<BasketPosition>

Positions from which this basket is created.

Weights : SynchronizedDictionary<Portfolio, decimal>

Instruments and their weighting coefficients in the basket.