ExpressionIndexSecurityProcessor
StockSharp.Algo.Expressions
Index securities processor for ExpressionIndexSecurity.
继承自: IndexSecurityBaseProcessor<ExpressionIndexSecurity>
构造函数
ExpressionIndexSecurityProcessor(Security)
Index securities processor for ExpressionIndexSecurity.
- basketSecurity
- The index, built of combination of several instruments through mathematical formula Expression.
方法
OnCalculate(decimal[]) : decimal
To calculate the basket value.
- values
- Values of basket composite instruments InnerSecurityIds.
返回值: The basket value.