WeightedIndexSecurityProcessor
StockSharp.Algo
Index securities processor for WeightedIndexSecurity.
Hereda de: IndexSecurityBaseProcessor<WeightedIndexSecurity>
Constructores
WeightedIndexSecurityProcessor(Security)
Index securities processor for WeightedIndexSecurity.
- security
- Security.
Métodos
OnCalculate(decimal[]) : decimal
To calculate the basket value.
- values
- Values of basket composite instruments InnerSecurityIds.
Devuelve: The basket value.