Class AdaptiveChangeCompression

Namespace

Balsam.Compression

Assembly

Balsam.Backtester.dll

A custom compression provider for bars whose close-to-close change meets a specified target.

public class AdaptiveChangeCompression : CompressionProvider, ICompressionProvider

Inheritance

object

CompressionProvider

AdaptiveChangeCompression

Implements

ICompressionProvider

Inherited Members

CompressionProvider.IncludePartialPeriod

CompressionProvider.GetDefaultCompressor(ISeries)

CompressionProvider.Compress(ISeries)

CompressionProvider.Compress(ISeries, ICompressor)

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Extension Methods

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Constructors

AdaptiveChangeCompression(TimeSeries)

Initializes a new AdaptiveChange compression object with specified timeseries of target changes.

public AdaptiveChangeCompression(TimeSeries changeSeries)

Parameters

changeSeries TimeSeries

Properties

MaxBars

Gets/sets the maximum number of bars that can comprise a compressed bar.

public int MaxBars { get; set; }

Property Value

int

Methods

OnCompress(ISeries, ICompressor)

Compresses the specified series.

protected override ISeries OnCompress(ISeries series, ICompressor compressor)

Parameters

series ISeries

compressor ICompressor

Returns

ISeries