Namespace Balsam.Compression
Classes
- AdaptiveChangeCompression
A custom compression provider for bars whose close-to-close change meets a specified target.
- AdaptivePointAndFigureCompression
Provides point and figure compression using an adaptive box size.
- AdaptiveRangeCompression
Compresses 1 minute bars to adaptive range bars.
- AdaptiveVolumeCompression
Provides compression based on rolling volume target, similar to constant volume bars but adaptive.
- BarCompressor
Compresses bars into a higher timeframe bar.
- CompressionProvider
Provides some commmon properties and helper methods for compression providers.
- ConsecutiveCloseCompression
Builds compressed bars based on number of consecutive closes up or down in original timeframe.
- ConstantVolumeCompression
Constant volume compression.
- DailyCompression
Compresses intraday data to daily.
- DefaultCompressor<T>
Provides default compression for ISeries using the Last compression opeator.
- FilteredCompressor
Removes bars where change vs prior bar doesn't meet minimum number of standard deviations. See https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2260609
- FixedBarCompression
A fixed bar compression provider.
- IntegerSeriesCompressor
Used to compress IntegerSeries to different time frames.
- IntradayCompression
Compresses intraday bars
- IntradayToDailyCompression
Compresses intraday data to daily. Has support for start, end, and settlement times.
- MonthlyCompression
Monthly compression provider.
- PointAndFigureCompression
Point & figure compression.
- QuarterlyCompression
Provides quarterly compression.
- SessionCompression
Excludes data outside of a particular trading session. Use to transform 24 hour trading into a day session for example.
- TimeSeriesCompressor
Used to compress TimeSeries to different time frames.
- WeeklyCompression
Compresses bars to weekly periodicity.
- YearlyCompression
Yearly comression provider.
Interfaces
- ICompressionProvider
An interface for compressing ISeries.
- ICompressor
Interface for compressing objects to higher timeframes.