WeightedIndexSecurityProcessor

WeightedIndexSecurityProcessor

public WeightedIndexSecurityProcessor(Security security)

weightedIndexSecurityProcessor = WeightedIndexSecurityProcessor(security)

インデックス金融商品取引業者WeightedIndexSecurity@

security

金融商品取引

GetCandleHigh

protected override decimal GetCandleHigh(CandleMessage candle, int legIndex)

result = weightedIndexSecurityProcessor.GetCandleHigh(candle, legIndex)

Get a leg price used to build the basket candle high.

GetCandleLow

protected override decimal GetCandleLow(CandleMessage candle, int legIndex)

result = weightedIndexSecurityProcessor.GetCandleLow(candle, legIndex)

Get a leg price used to build the basket candle low.

GetQuotes

protected override QuoteChange[] GetQuotes(QuoteChangeMessage message, int legIndex, bool isBid)

result = weightedIndexSecurityProcessor.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 override decimal OnCalculate(decimal[] values)

result = weightedIndexSecurityProcessor.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。