Table of Contents

Class BarCompressor

Namespace
Balsam.Compression
Assembly
Balsam.Backtester.dll

Compresses bars into a higher timeframe bar.

public class BarCompressor : ICompressor
Inheritance
BarCompressor
Implements
Inherited Members
Extension Methods

Properties

Close

Gets the most recent close.

public double Close { get; }

Property Value

double

Count

Gets the number of bars that have been added.

public int Count { get; }

Property Value

int

FirstDate

Gets the first date that was added.

public DateTime FirstDate { get; }

Property Value

DateTime

High

Gets the highest price across all bars.

public double High { get; }

Property Value

double

LastDate

Gets the most recent date that was added.

public DateTime LastDate { get; }

Property Value

DateTime

Low

Gets the lowest price across all bars.

public double Low { get; }

Property Value

double

Open

Gets the opening price.

public double Open { get; }

Property Value

double

OpenInterest

Gets the most recent open interest value.

public double OpenInterest { get; }

Property Value

double

UnadjustedClose

Gets the most recent unadjusted close value.

public double UnadjustedClose { get; }

Property Value

double

Volume

Gets the cumulative volume of all bars.

public double Volume { get; }

Property Value

double

Methods

Add(Bar)

Adds the specified bar.

public void Add(Bar bar)

Parameters

bar Bar

GetBar()

Returns the compressed bar using the last date.

public Bar GetBar()

Returns

Bar

GetBar(DateTime)

Returns the compressed bar using the specified date.

public Bar GetBar(DateTime dateToUse)

Parameters

dateToUse DateTime

Returns

Bar

Reset()

Resets the compressor back to its initial, empty state.

public void Reset()

ToString()

Returns a string representation of this object.

public override string ToString()

Returns

string