Table of Contents

Class ContinuousSeries

Namespace
Balsam.DataServers
Assembly
Balsam.Backtester.dll

Extends BarSeries by adding a DeliveryDate property to support continuous futures contracts.

public class ContinuousSeries : BarSeries, ISeries, IEnumerable<Bar>, IEnumerable, ICloneable
Inheritance
ContinuousSeries
Implements
Inherited Members
Extension Methods

Constructors

ContinuousSeries()

Initializes a new empty CsiBarSeries

public ContinuousSeries()

ContinuousSeries(IEnumerable<Bar>)

Initializes a new CsiBarSeries with the specified bars.

public ContinuousSeries(IEnumerable<Bar> bars)

Parameters

bars IEnumerable<Bar>

ContinuousSeries(int)

Initializes a new CsiBarSeries with the specified capacity.

public ContinuousSeries(int capacity)

Parameters

capacity int

Properties

DeliveryDate

Gets the delivery dates of the series.

public DateSeries DeliveryDate { get; }

Property Value

DateSeries

Methods

ExportToFileCore(StreamWriter, string, bool)

Exports the series to disk using the CSI format DOHLCVINU where N is delivery code and U is unadjusted close.

protected override void ExportToFileCore(StreamWriter sw, string delimiter = ",", bool includeHeader = false)

Parameters

sw StreamWriter
delimiter string
includeHeader bool

Load(string)

Loads the specified ASCII file in CSI format (DOHLCVINU).

public static ContinuousSeries Load(string fileName)

Parameters

fileName string

Returns

ContinuousSeries

OnAdd(DateTime, Bar)

Overrides base implementation to add delivery date.

protected override void OnAdd(DateTime date, Bar bar)

Parameters

date DateTime
bar Bar

OnClear()

Clears the series.

protected override void OnClear()

OnInsert(int, DateTime, Bar)

Extends the base implementation to insert a delivery date.

protected override void OnInsert(int index, DateTime date, Bar item)

Parameters

index int
date DateTime
item Bar

OnRemove(int)

Overrides base implementation to remove delivery date.

protected override void OnRemove(int index)

Parameters

index int

OnSetIndex(DateTime)

Sets the current index to the specified date.

protected override int OnSetIndex(DateTime date)

Parameters

date DateTime

Returns

int

OnSetIndex(int)

Sets the current index to the specified value.

protected override void OnSetIndex(int index)

Parameters

index int

OnSetValue(int, Bar)

Extends the base implementation to also set delivery date.

protected override void OnSetValue(int index, Bar bar)

Parameters

index int
bar Bar

OnTrim()

Trims the series.

protected override void OnTrim()