Class AdaptiveVolumeCompression

Namespace

Balsam.Compression

Assembly

Balsam.Backtester.dll

Provides compression based on rolling volume target, similar to constant volume bars but adaptive.

public class AdaptiveVolumeCompression : CompressionProvider, ICompressionProvider

Inheritance

object

CompressionProvider

AdaptiveVolumeCompression

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

AdaptiveVolumeCompression(int, TimeSeries)

Initializes a new adaptive volume compression object.

public AdaptiveVolumeCompression(int targetBars, TimeSeries volume)

Parameters

targetBars int

The targeted number of bars per period.

volume TimeSeries

A timeseries of volume.

Properties

TargetBars

Gets/sets the number of target bars per peiod.

public int TargetBars { 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