Class AdaptiveRangeCompression

Namespace

Balsam.Compression

Assembly

Balsam.Backtester.dll

Compresses 1 minute bars to adaptive range bars.

public class AdaptiveRangeCompression : CompressionProvider, ICompressionProvider

Inheritance

object

CompressionProvider

AdaptiveRangeCompression

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

AdaptiveRangeCompression(double, Func<BarSeries, TimeSeries>)

Initializes a new Adaptive Range bar compressor using the specified bar size and function to calculate an ATR series.

public AdaptiveRangeCompression(double barSize, Func<BarSeries, TimeSeries> atrCompressor)

Parameters

barSize double

atrCompressor Func<BarSeries, TimeSeries>

Properties

BarSize

Gets/sets the bar size in ATR terms.

public double BarSize { get; set; }

Property Value

double

Methods

OnCompress(ISeries, ICompressor)

Compresses the specified series.

protected override ISeries OnCompress(ISeries series, ICompressor compressor)

Parameters

series ISeries

compressor ICompressor

Returns

ISeries