WeightedIndexSecurityProcessor
StockSharp.Algo
Processador de instrumentos financeiros de índice para WeightedIndexSecurity.
Herda de: IndexSecurityBaseProcessor<WeightedIndexSecurity>
Construtores
WeightedIndexSecurityProcessor
public WeightedIndexSecurityProcessor(Security security)weightedIndexSecurityProcessor = WeightedIndexSecurityProcessor(security)Processador de instrumentos financeiros de índice para WeightedIndexSecurity.
- security
- Instrumento financeiro.
Métodos
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.
Retorna: Quotes used for the basket side.
OnCalculate
protected override decimal OnCalculate(decimal[] values)result = weightedIndexSecurityProcessor.OnCalculate(values)Para calcular o valor do cesto.
- values
- Valores dos instrumentos compostos de cesta InnerSecurityIds.
Retorna: O valor do cesto.