WeightedPortfolio

StockSharp.Algo

Portfolios basket based on the weights Weights.

Constructors

public WeightedPortfolio(IConnector connector)

weightedPortfolio = WeightedPortfolio(connector)

Initializes a new instance of the WeightedPortfolio.

public override IEnumerable<Portfolio> InnerPortfolios { get; }

value = weightedPortfolio.InnerPortfolios

Portfolios from which this basket is created.

public override IEnumerable<BasketPosition> InnerPositions { get; }

value = weightedPortfolio.InnerPositions

Positions from which this basket is created.

Weights

public SynchronizedDictionary<Portfolio, decimal> Weights { get; }

value = weightedPortfolio.Weights

Instruments and their weighting coefficients in the basket.