Class PointInTime

Namespace

Balsam.DataServers

Assembly

Balsam.Backtester.dll

Builds point-in-time series from ObservationSeries containing paired observation date/release date data.

public class PointInTime

Inheritance

object

PointInTime

Inherited Members

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)

Properties

Combined

Gets a combined series using point-in-time data when available otherwise revised.

public ObservationSeries Combined { get; }

Property Value

ObservationSeries

CumulativeAdjustmentFactor

Gets the cumulative adjustment factor applied to point-in-time data due to significant revisions or rebasement.

public double CumulativeAdjustmentFactor { get; }

Property Value

double

Initial

Gets point-in-time series using the initial release.

public ObservationSeries Initial { get; }

Property Value

ObservationSeries

Log

Gets a log of the calculation process.

public string Log { get; }

Property Value

string

Revised

Gets a point-in-time series using revised data.

public ObservationSeries Revised { get; }

Property Value

ObservationSeries

Methods

Build(ObservationSeries, bool)

Builds point-in-time series from the specified series.

public static PointInTime Build(ObservationSeries series, bool adjustForRestatements = true)

Parameters

series ObservationSeries

adjustForRestatements bool

Automatically attempt to adjust history for significant revisions or restatements

Returns

PointInTime

Exceptions

InvalidOperationException