ExpirationContinuousSecurity

StockSharp.Algo

Rollover by expiration date continuous security.

继承自: ContinuousSecurity

构造函数

ExpirationContinuousSecurity()

Initializes a new instance of the ExpirationContinuousSecurity.

属性

ExpirationJumps : IExpirationJumpList

Instruments and dates of transition at which the transition to the next instrument takes place.

InnerSecurityIds : IEnumerable<SecurityId>

Instruments, from which this basket is created.

方法

FromSerializedString(string)

Load security state from .

text
Value, received from ToSerializedString.
GetSecurity(DateTime) : SecurityId

To get the instrument that trades for the specified exchange time.

marketTime
The exchange time.

返回值: The instrument. If there is no instrument for the specified time then the will be returned.

ToSerializedString() : string

Save security state to string.

返回值: String.