Class BooleanSeries

Namespace

Balsam

Assembly

Balsam.Backtester.dll

A series of dates and associated true/false values.

[ProtoContract(IgnoreListHandling = true)]
public class BooleanSeries : SeriesBase<bool>, ISeries, IEnumerable<bool>, IEnumerable, ICloneable

Inheritance

object

SeriesBase<bool>

BooleanSeries

Implements

ISeries

IEnumerable<bool>

IEnumerable

ICloneable

Inherited Members

SeriesBase<bool>.WarnOnOperatorRelativeIndexing

SeriesBase<bool>.Dates

SeriesBase<bool>.Name

SeriesBase<bool>.Symbol

SeriesBase<bool>.Count

SeriesBase<bool>.MaxBarsBack

SeriesBase<bool>.FirstDate

SeriesBase<bool>.LastDate

SeriesBase<bool>.CurrentDate

SeriesBase<bool>.Last

SeriesBase<bool>.Previous

SeriesBase<bool>.IsActive

SeriesBase<bool>.Indexing

SeriesBase<bool>.Index

SeriesBase<bool>.this[int]

SeriesBase<bool>.this[TimeSpan]

SeriesBase<bool>.this[DateTime]

SeriesBase<bool>.Tag

SeriesBase<bool>.Add(DateTime, bool)

SeriesBase<bool>.Remove(int)

SeriesBase<bool>.Remove(DateTime)

SeriesBase<bool>.RemoveNonTradingDays()

SeriesBase<bool>.Trim()

SeriesBase<bool>.Trim(bool)

SeriesBase<bool>.Insert(DateTime, bool)

SeriesBase<bool>.OnInsert(int, DateTime, bool)

SeriesBase<bool>.Clear()

SeriesBase<bool>.Merge(SeriesBase<bool>)

SeriesBase<bool>.Merge(SeriesBase<bool>, bool)

SeriesBase<bool>.Save(string)

SeriesBase<bool>.ToString()

SeriesBase<bool>.ToDictionary()

SeriesBase<bool>.AdjustDates(Func<DateTime, DateTime>)

SeriesBase<bool>.CopyTo(bool[])

SeriesBase<bool>.CopyTo(bool[], int)

SeriesBase<bool>.CopyTo(int, bool[], int, int)

SeriesBase<bool>.CheckIndexing(params SeriesBase<bool>[])

SeriesBase<bool>.OnAdd(DateTime, bool)

SeriesBase<bool>.ExportToFileCore(StreamWriter, string, bool)

SeriesBase<bool>.SubsetCore(DateTime, DateTime)

SeriesBase<bool>.SubsetCore(int, int)

SeriesBase<bool>.OnClone()

SeriesBase<bool>.OnClear()

SeriesBase<bool>.SyncCore(IEnumerable<DateTime>, SyncOption)

SeriesBase<bool>.MergeCore(SeriesBase<bool>, bool)

SeriesBase<bool>.OnDatesChanged()

SeriesBase<bool>.OnSetIndex(int)

SeriesBase<bool>.OnSetIndex(DateTime)

SeriesBase<bool>.OnGetValue(int)

SeriesBase<bool>.OnSetValue(int, bool)

SeriesBase<bool>.OnRemove(int)

SeriesBase<bool>.OnTrim()

SeriesBase<bool>.GetEnumerator()

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Extension Methods

Indicators.Lag(BooleanSeries, int)

Indicators.Within(BooleanSeries, int)

ISeriesExtensions.CompareSeries(ISeries, ISeries, int, int)

TimeSeriesExtensions.ToTimeSeries(ISeries, Func<object, double>)

ISeriesExtensions.Print<T>(SeriesBase<T>, int)

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

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

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

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Constructors

BooleanSeries()

Initializes a new emtpy BooleanSeries.

public BooleanSeries()

BooleanSeries(IEnumerable<DateTime>)

Initializes a new BooleanSeries using the specified dates.

public BooleanSeries(IEnumerable<DateTime> dates)

Parameters

dates IEnumerable<DateTime>

BooleanSeries(IEnumerable<DateTime>, bool)

Initializes a new BooleanSeries using the specified parameters.

public BooleanSeries(IEnumerable<DateTime> dates, bool value)

Parameters

dates IEnumerable<DateTime>

value bool

BooleanSeries(IEnumerable<DateTime>, IEnumerable<bool>)

Initializes a new BooleanSeries using the specified parameters.

public BooleanSeries(IEnumerable<DateTime> dates, IEnumerable<bool> values)

Parameters

dates IEnumerable<DateTime>

values IEnumerable<bool>

Methods

Clone()

Returns a copy of this series.

public BooleanSeries Clone()

Returns

BooleanSeries

Equals(BooleanSeries)

Returns true when the specified series is identical to this one (all dates and values match).

public bool Equals(BooleanSeries series)

Parameters

series BooleanSeries

Returns

bool

Equals(BooleanSeries, BooleanSeries)

Returns true if all dates and values for the specified series are equal.

public static bool Equals(BooleanSeries left, BooleanSeries right)

Parameters

left BooleanSeries

right BooleanSeries

Returns

bool

Load(string)

Loads a boolean series from the specified comma delimited file.

public static BooleanSeries Load(string fileName)

Parameters

fileName string

Returns

BooleanSeries

Load(string, char)

Loads a boolean series from the specified file.

public static BooleanSeries Load(string fileName, char delimiter)

Parameters

fileName string

delimiter char

Returns

BooleanSeries

Subset(DateTime)

Returns a new BooleanSeries starting at the specified start date.

public BooleanSeries Subset(DateTime startDate)

Parameters

startDate DateTime

Returns

BooleanSeries

Subset(DateTime, DateTime)

Returns a new BooleanSeries containing dates between the specified start and end dates inclusive.

public BooleanSeries Subset(DateTime startDate, DateTime endDate)

Parameters

startDate DateTime

endDate DateTime

Returns

BooleanSeries

Subset(int, int)

Returns a subset of this BooleanSeries starting at the specified index.

public BooleanSeries Subset(int index, int count)

Parameters

index int

The starting index.

count int

The number of observations to return. Automatically adjusted to prevent out-of-bounds errors.

Returns

BooleanSeries

Sync(ISeries)

Returns a new BooleanSeries with dates synced to the specified series.

public BooleanSeries Sync(ISeries series)

Parameters

series ISeries

Returns

BooleanSeries

Sync(ISeries, SyncOption)

Returns a new BooleanSeries synced to the specified series using the specified sync option.

public BooleanSeries Sync(ISeries series, SyncOption option)

Parameters

series ISeries

option SyncOption

Returns

BooleanSeries

Sync(IEnumerable<DateTime>)

Returns a new BooleanSeries synced to the specified dates.

public BooleanSeries Sync(IEnumerable<DateTime> syncDates)

Parameters

syncDates IEnumerable<DateTime>

Returns

BooleanSeries

Sync(IEnumerable<DateTime>, SyncOption)

Returns a new BooleanSeries synced to the specified dates.

public BooleanSeries Sync(IEnumerable<DateTime> syncDates, SyncOption option)

Parameters

syncDates IEnumerable<DateTime>

option SyncOption

Returns

BooleanSeries

Operators

operator &(BooleanSeries, BooleanSeries)

Returns a new BooleanSeries where individual observations are true when both the left and right series are true.

public static BooleanSeries operator &(BooleanSeries left, BooleanSeries right)

Parameters

left BooleanSeries

right BooleanSeries

Returns

BooleanSeries

operator |(BooleanSeries, BooleanSeries)

Returns a new BooleanSeries where individual observations are true if either the left or right observation are true.

public static BooleanSeries operator |(BooleanSeries left, BooleanSeries right)

Parameters

left BooleanSeries

right BooleanSeries

Returns

BooleanSeries

explicit operator BooleanSeries(IntegerSeries)

Converts and integer series to a boolean series. Values of 1 evaluate to true; all other values are false.

public static explicit operator BooleanSeries(IntegerSeries series)

Parameters

series IntegerSeries

Returns

BooleanSeries

explicit operator BooleanSeries(TimeSeries)

Converts a TimeSeries to BooleanSeries. Values of 1 equal true, all others false.

public static explicit operator BooleanSeries(TimeSeries series)

Parameters

series TimeSeries

Returns

BooleanSeries

operator !(BooleanSeries)

Negates the values of the specified series.

public static BooleanSeries operator !(BooleanSeries series)

Parameters

series BooleanSeries

Returns

BooleanSeries