Class Bar

Namespace

Balsam

Assembly

Balsam.Backtester.dll

Encapsulates data for a single bar.

[JsonObject(MemberSerialization = MemberSerialization.OptIn)]
public class Bar : Observation, IEnumerable<double>, IEnumerable

Inheritance

object

Observation<double>

Observation

Bar

Implements

IEnumerable<double>

IEnumerable

Derived

ContinuousBar

Inherited Members

Observation<double>.Date

Observation<double>.Timestamp

Observation<double>.Count

Observation<double>.this[int]

Observation<double>.GetEnumerator()

object.Equals(object, object)

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Extension Methods

IntegerSeriesExtensions.ToIntegerSeries<TSource>(IEnumerable<TSource>, Func<TSource, DateTime>, Func<TSource, int>)

Statistics.Median(IEnumerable<double>)

Statistics.PercentRank(IEnumerable<double>, double)

Statistics.Percentile(IEnumerable<double>, double)

Statistics.Range(IEnumerable<double>)

Statistics.Sample<T>(IEnumerable<T>, int, bool)

Statistics.StandardDeviation(IEnumerable<double>)

Statistics.ZScore(IEnumerable<double>)

TimeSeriesExtensions.ToTimeSeries<TSource>(IEnumerable<TSource>, Func<TSource, DateTime>, Func<TSource, double>)

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Constructors

Bar()

Protected constructor to support some serialization formats.

protected Bar()

Bar(DateTime, double)

Initializes a new close-only bar.

public Bar(DateTime date, double close)

Parameters

date DateTime

close double

Bar(DateTime, double, double, double, double, double)

Initializes a new bar.

public Bar(DateTime date, double open, double high, double low, double close, double volume)

Parameters

date DateTime

open double

high double

low double

close double

volume double

Bar(DateTime, double, double, double, double, double, double)

Initializes a new bar.

public Bar(DateTime date, double open, double high, double low, double close, double volume, double openInterest)

Parameters

date DateTime

open double

high double

low double

close double

volume double

openInterest double

Bar(DateTime, double, double, double, double, double, double, double)

Initializes a new bar.

public Bar(DateTime date, double open, double high, double low, double close, double volume, double openInterest, double unadjustedClose)

Parameters

date DateTime

open double

high double

low double

close double

volume double

openInterest double

unadjustedClose double

Bar(DateTime, params double[])

Initializes a new bar using the specified date and values

public Bar(DateTime date, params double[] values)

Parameters

date DateTime

values double[]

Properties

Close

Gets the closing price of the bar.

public double Close { get; }

Property Value

double

High

Gets the high price of the bar.

public double High { get; }

Property Value

double

Low

Gets the low price of the bar.

public double Low { get; }

Property Value

double

Midpoint

Gets the midpoint between the high and low of the bar (rounded to 10 decimal places).

public double Midpoint { get; }

Property Value

double

Open

Gets the opening price of the bar.

public double Open { get; }

Property Value

double

OpenInterest

Gets the open interest of the bar.

public double OpenInterest { get; }

Property Value

double

Range

Gets the range (high - low) rounded to 10 decimal places.

public double Range { get; }

Property Value

double

UnadjustedClose

Gets the unadjusted closing price of the bar.

public double UnadjustedClose { get; }

Property Value

double

Volume

Gets the volume of the bar.

public double Volume { get; }

Property Value

double

Methods

Equals(Bar)

Returns true if two bars are identical.

public bool Equals(Bar bar)

Parameters

bar Bar

Returns

bool

Equals(object)

Evaluates whether the specified object is identical to the current bar.

public override bool Equals(object obj)

Parameters

obj object

Returns

bool

GetHashCode()

Serves as a hash function for the bar.

public override int GetHashCode()

Returns

int

ToString()

Returns a string representation of the bar.

public override string ToString()

Returns

string

Operators

operator ==(Bar, Bar)

Returns true if the specified bars are equal.

public static bool operator ==(Bar left, Bar right)

Parameters

left Bar

right Bar

Returns

bool

operator !=(Bar, Bar)

Returns true if the specified bars are not equal.

public static bool operator !=(Bar left, Bar right)

Parameters

left Bar

right Bar

Returns

bool