IndexSecurityBaseProcessor
StockSharp.Algo
ベースインデックス金融商品取引業者。
継承元: BasketSecurityBaseProcessor<T>
コンストラクター
IndexSecurityBaseProcessor
protected IndexSecurityBaseProcessor(Security security)indexSecurityBaseProcessor = IndexSecurityBaseProcessor(security)ベースインデックス金融商品取引業者。
- security
- 金融商品取引
メソッド
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.
戻り値: Quotes used for the basket side.
OnCalculate
protected abstract decimal OnCalculate(decimal[] values)result = indexSecurityBaseProcessor.OnCalculate(values)バスケット値の計算
- values
- バスケットの合成の器械InnerSecurityIds@の価値。
戻り値: バスケット値。
Process
public override IEnumerable<Message> Process(Message message)result = indexSecurityBaseProcessor.Process(message)アラート条件のメッセージをご確認ください。
- message
- ご挨拶
戻り値: Output messages.