Class SessionCompression

Namespace

Balsam.Compression

Assembly

Balsam.Backtester.dll

Excludes data outside of a particular trading session. Use to transform 24 hour trading into a day session for example.

public class SessionCompression : CompressionProvider, ICompressionProvider

Inheritance

object

CompressionProvider

SessionCompression

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

SessionCompression(TimeSpan, TimeSpan)

Initializes a new SessionCompression object using the specified start and end times.

public SessionCompression(TimeSpan startTime, TimeSpan endTime)

Parameters

startTime TimeSpan

endTime TimeSpan

Properties

EndTime

Gets the end time.

public TimeSpan EndTime { get; }

Property Value

TimeSpan

StartTime

Gets the start time.

public TimeSpan StartTime { get; }

Property Value

TimeSpan

Methods

OnCompress(ISeries, ICompressor)

Compresses the specified series.

protected override ISeries OnCompress(ISeries series, ICompressor compressor)

Parameters

series ISeries

compressor ICompressor

Returns

ISeries