Class TimeSeriesCompressor

Namespace

Balsam.Compression

Assembly

Balsam.Backtester.dll

Used to compress TimeSeries to different time frames.

public class TimeSeriesCompressor : DefaultCompressor<double>, ICompressor

Inheritance

object

DefaultCompressor<double>

TimeSeriesCompressor

Implements

ICompressor

Inherited Members

DefaultCompressor<double>._last

DefaultCompressor<double>.FirstDate

DefaultCompressor<double>.LastDate

DefaultCompressor<double>.Count

DefaultCompressor<double>.Add(DateTime, double)

DefaultCompressor<double>.Reset()

DefaultCompressor<double>.GetValue()

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

TimeSeriesCompressor()

Instantiates a new TimeSeriesCompressor using the default compression operator Last.

public TimeSeriesCompressor()

TimeSeriesCompressor(CompressionOperator)

Instantiates a new TimeSeriesCompressor using the specified compression operator.

public TimeSeriesCompressor(CompressionOperator op)

Parameters

op CompressionOperator

Methods

OnAdd(DateTime, double)

Adds the specified date value pair.

protected override void OnAdd(DateTime date, double value)

Parameters

date DateTime

value double

OnGetValue()

Returns the compressed value.

protected override double OnGetValue()

Returns

double