Class QuarterlyCompression

Namespace

Balsam.Compression

Assembly

Balsam.Backtester.dll

Provides quarterly compression.

public class QuarterlyCompression : CompressionProvider, ICompressionProvider

Inheritance

object

CompressionProvider

QuarterlyCompression

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

QuarterlyCompression()

Instantiates a new QuarterlyCompression object using Mar, Jun, Sep, Dec quarter ends.

public QuarterlyCompression()

QuarterlyCompression(int)

Instantiates a new QuarterlyCompression object using the specified quarter end.

public QuarterlyCompression(int quarterEnd)

Parameters

quarterEnd int

The month in which the first quarter should end.

Properties

QuarterEnd

Gets the month in which the first quarter ends.

public int QuarterEnd { get; }

Property Value

int

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