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
Count
Gets the number of bars that have been added.
public int Count { get; }
Property Value
FirstDate
Gets the first date that was added.
public DateTime FirstDate { get; }
Property Value
High
Gets the highest price across all bars.
public double High { get; }
Property Value
LastDate
Gets the most recent date that was added.
public DateTime LastDate { get; }
Property Value
Low
Gets the lowest price across all bars.
public double Low { get; }
Property Value
Open
Gets the opening price.
public double Open { get; }
Property Value
OpenInterest
Gets the most recent open interest value.
public double OpenInterest { get; }
Property Value
UnadjustedClose
Gets the most recent unadjusted close value.
public double UnadjustedClose { get; }
Property Value
Volume
Gets the cumulative volume of all bars.
public double Volume { get; }
Property Value
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
GetBar(DateTime)
Returns the compressed bar using the specified date.
public Bar GetBar(DateTime dateToUse)
Parameters
dateToUse
DateTime
Returns
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()