ExpressionIndexSecurityProcessor
StockSharp.Algo.Expressions
ExpressionIndexSecurity的指数金融工具处理器.
继承自: IndexSecurityBaseProcessor<ExpressionIndexSecurity>
构造函数
ExpressionIndexSecurityProcessor
public ExpressionIndexSecurityProcessor(Security basketSecurity)expressionIndexSecurityProcessor = ExpressionIndexSecurityProcessor(basketSecurity)ExpressionIndexSecurity的指数金融工具处理器.
- basketSecurity
- 索引,由数个仪器通过数学公式表达式组合而成.
方法
InitAsync
public override ValueTask InitAsync(CancellationToken cancellationToken)result = expressionIndexSecurityProcessor.InitAsync(cancellationToken)Prepare the processor for Message): whatever it needs that has to be waited for.
- cancellationToken
- CancellationToken
返回值: ValueTask
OnCalculate
protected override decimal OnCalculate(decimal[] values)result = expressionIndexSecurityProcessor.OnCalculate(values)用来计算篮子值。
- values
- 篮子复合乐器的值为: +InnerSecurityIds+.
返回值: 篮子值.