WeightedIndexSecurityProcessor
StockSharp.Algo
Index securities processor for WeightedIndexSecurity.
继承自: IndexSecurityBaseProcessor<WeightedIndexSecurity>
构造函数
WeightedIndexSecurityProcessor(Security)
Index securities processor for WeightedIndexSecurity.
- security
- Security.
方法
OnCalculate(decimal[]) : decimal
To calculate the basket value.
- values
- Values of basket composite instruments InnerSecurityIds.
返回值: The basket value.