BasketStrike
StockSharp.Algo.Derivatives
The virtual strike created from a combination of other strikes.
继承自: BasketSecurity
构造函数
BasketStrike(Security, ISecurityProvider, IMarketDataProvider)
The virtual strike created from a combination of other strikes.
- underlyingAsset
- Underlying asset.
- securityProvider
- The provider of information about instruments.
- dataProvider
- The market data provider.
属性
DataProvider : IMarketDataProvider
The market data provider.
InnerSecurityIds : IEnumerable<SecurityId>
Instruments, from which this basket is created.
SecurityProvider : ISecurityProvider
The provider of information about instruments.
UnderlyingAsset : Security
Underlying asset.
方法
FilterStrikes(IEnumerable<Security>, decimal) : IEnumerable<Security>
To get filtered strikes.
- allStrikes
- All strikes.
- assetPrice
- The asset price.
返回值: Filtered strikes.