Class DailyCompression

Namespace

Balsam.Compression

Assembly

Balsam.Backtester.dll

Compresses intraday data to daily.

public class DailyCompression : CompressionProvider, ICompressionProvider

Inheritance

object

CompressionProvider

DailyCompression

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

DailyCompression(TimeSpan)

Instantiates a new DailyCompression object to convert intraday data to daily using the specified end time.

public DailyCompression(TimeSpan endTime)

Parameters

endTime TimeSpan

Properties

EndTime

Gets the end time of the daily bar.

public TimeSpan EndTime { get; set; }

Property Value

TimeSpan

IncludeTimeOfDay

Gets/sets whether the date includes a time component. Default is true.

public bool IncludeTimeOfDay { get; set; }

Property Value

bool

IncludeWeekends

Gets/sets whether a bar can end on a Saturday or Sunday. Default is false.

public bool IncludeWeekends { get; set; }

Property Value

bool

UseFixedDates

Gets/sets whether to use equally spaced dates. Defaults to true. When false, the last date observed is used. Be careful with this option as using actual dates can introduce look-ahead bias.

public bool UseFixedDates { get; set; }

Property Value

bool

Methods

OnCompress(ISeries, ICompressor)

Compresses the specified series to daily using the specified compressor.

protected override ISeries OnCompress(ISeries series, ICompressor compressor)

Parameters

series ISeries

compressor ICompressor

Returns

ISeries