ContinuousSecurityVolumeProcessor
StockSharp.Algo
Continuous securities processor for VolumeContinuousSecurity.
继承自: ContinuousSecurityBaseProcessor<VolumeContinuousSecurity>
构造函数
ContinuousSecurityVolumeProcessor(Security)
Initializes a new instance of the ContinuousSecurityVolumeProcessor.
- security
- Security.
方法
CanProcess(SecurityId, DateTime, decimal?, decimal?, decimal?) : bool
Determines can process message.
- securityId
- Security ID.
- serverTime
- Change server time.
- price
- Price.
- volume
- Volume.
- openInterest
- Number of open positions (open interest).
返回值: if the specified message can be processed, otherwise, .