Class IntradayCompression

Namespace

Balsam.Compression

Assembly

Balsam.Backtester.dll

Compresses intraday bars

public class IntradayCompression : CompressionProvider, ICompressionProvider

Inheritance

object

CompressionProvider

IntradayCompression

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

IntradayCompression(int)

Initializes a new intraday compression provider using the specified minutes.

public IntradayCompression(int minutes)

Parameters

minutes int

IntradayCompression(int, TimeSpan)

Initializes a new intraday compression provider using the specified minutes and starting time.

public IntradayCompression(int minutes, TimeSpan startTime)

Parameters

minutes int

startTime TimeSpan

Properties

BarSize

Returns the bar size in minutes.

public int BarSize { get; }

Property Value

int

IsEvenlySpaced

Returns true if the bar size is evenly divisible into 1440 (the number of minutes in 24 hours).

public bool IsEvenlySpaced { get; }

Property Value

bool

UseFixedDates

Gets/sets whether dates are evenly spaced (i.e. the expected bar end time). When false, the last observed time is used. Use with care as the actual time could introduce look-ahead bias when used with multiple series and/or timeframes. Defaults to true.

public bool UseFixedDates { get; set; }

Property Value

bool

Methods

OnCompress(ISeries, ICompressor)

Compresses the specified series.

protected override ISeries OnCompress(ISeries series, ICompressor compressor)

Parameters

series ISeries

compressor ICompressor

Returns

ISeries