Class MonthlyCompression

Namespace

Balsam.Compression

Assembly

Balsam.Backtester.dll

Monthly compression provider.

public class MonthlyCompression : CompressionProvider, ICompressionProvider

Inheritance

object

CompressionProvider

MonthlyCompression

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

MonthlyCompression()

Initializes a new MonthlyCompression provider which compresses monthly or lower periodicities using a month-end date.

public MonthlyCompression()

MonthlyCompression(int)

Initializes a new MonthlyCompression provider which compresses using the specified day of the month.

public MonthlyCompression(int dayOfMonth)

Parameters

dayOfMonth int

Properties

DayOfMonth

Gets the day on which the month ends.

public int DayOfMonth { get; }

Property Value

int

EndTime

Gets/sets the time of day to end the month when using intraday data.

public TimeSpan EndTime { get; set; }

Property Value

TimeSpan

UseFixedDates

Gets/sets whether the scheduled date is used even if there was no trading in the last period. Defaults to false so that the timestamp used will be the last actual trading day of the month.

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