IndexSecurityBaseProcessor
StockSharp.Algo
Procesador de instrumentos financieros índice base.
Hereda de: BasketSecurityBaseProcessor<T>
Constructores
IndexSecurityBaseProcessor
protected IndexSecurityBaseProcessor(Security security)indexSecurityBaseProcessor = IndexSecurityBaseProcessor(security)Procesador de instrumentos financieros índice base.
- security
- instrumento financiero.
Métodos
GetCandleHigh
protected virtual decimal GetCandleHigh(CandleMessage candle, int legIndex)result = indexSecurityBaseProcessor.GetCandleHigh(candle, legIndex)Get a leg price used to build the basket candle high.
GetCandleLow
protected virtual decimal GetCandleLow(CandleMessage candle, int legIndex)result = indexSecurityBaseProcessor.GetCandleLow(candle, legIndex)Get a leg price used to build the basket candle low.
GetQuotes
protected virtual QuoteChange[] GetQuotes(QuoteChangeMessage message, int legIndex, bool isBid)result = indexSecurityBaseProcessor.GetQuotes(message, legIndex, isBid)Get a leg side used to build one side of the basket book.
- message
- Leg order book.
- legIndex
- Leg index.
- isBid
- Whether the basket bid is being built.
Devuelve: Quotes used for the basket side.
OnCalculate
protected abstract decimal OnCalculate(decimal[] values)result = indexSecurityBaseProcessor.OnCalculate(values)Para calcular el valor de la cesta.
- values
- Valores de los instrumentos compuestos de cesta InnerSecurityIds.
Devuelve: El valor de la cesta.
Process
public override IEnumerable<Message> Process(Message message)result = indexSecurityBaseProcessor.Process(message)Revisa el mensaje en condiciones de alerta.
- message
- Mensaje.
Devuelve: Output messages.