Class EventStudyResults

Namespace

Balsam.EventStudy

Assembly

Balsam.Backtester.dll

A class that encapsulates a collection of EventStudyResults.

public class EventStudyResults : IEnumerable<EventStudyDetail>, IEnumerable

Inheritance

object

EventStudyResults

Implements

IEnumerable<EventStudyDetail>

IEnumerable

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Extension Methods

IntegerSeriesExtensions.ToIntegerSeries<TSource>(IEnumerable<TSource>, Func<TSource, DateTime>, Func<TSource, int>)

Statistics.Sample<T>(IEnumerable<T>, int, bool)

TimeSeriesExtensions.ToTimeSeries<TSource>(IEnumerable<TSource>, Func<TSource, DateTime>, Func<TSource, double>)

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Properties

AuditTrailId

Gets a globally unique audit trail identifier for this object.

public string AuditTrailId { get; set; }

Property Value

string

Blackout

Gets/sets the blackout period.

public int Blackout { get; set; }

Property Value

int

Count

Gets the number of results.

public int Count { get; }

Property Value

int

FirstValidDate

Gets the first valid date after which studies were initializated and events could be recorded.

public DateTime FirstValidDate { get; }

Property Value

DateTime

Horizons

Gets/sets the horizons.

public IEnumerable<int> Horizons { get; set; }

Property Value

IEnumerable<int>

this[int]

Gets a result based on the specified index.

public EventStudyDetail this[int index] { get; }

Parameters

index int

Property Value

EventStudyDetail

Runtime

Gets the runtime of the event study.

public DateTime Runtime { get; }

Property Value

DateTime

StrategyName

Gets/sets the strategy name that generated this event study.

public string StrategyName { get; set; }

Property Value

string

SummaryStats

Gets the summary statistics.

public ReadOnlyCollection<SummaryStatistics> SummaryStats { get; }

Property Value

ReadOnlyCollection<SummaryStatistics>

SuppressDetail

Gets/sets whether the individual event details will be exported to a report.

public bool SuppressDetail { get; set; }

Property Value

bool

Title

Gets/sets a title for reporting and charting purposes.

public string Title { get; set; }

Property Value

string

TotalBars

Gets/sets the total number of bars on which the event study was run.

public int TotalBars { get; set; }

Property Value

int

Methods

Add(EventStudyDetail)

Adds the specified result to the collection.

public void Add(EventStudyDetail result)

Parameters

result EventStudyDetail

Calculate(Strategy, int, bool, params int[])

Calculates EventStudyResults using the specified paramteters.

public static EventStudyResults Calculate(Strategy strategy, int blackout, bool suppressDetail, params int[] horizons)

Parameters

strategy Strategy

blackout int

suppressDetail bool

horizons int[]

Returns

EventStudyResults

Calculate(Strategy, params int[])

Calculates EventStudyResults for the specified strategy and horizons.

public static EventStudyResults Calculate(Strategy strategy, params int[] horizons)

Parameters

strategy Strategy

horizons int[]

Returns

EventStudyResults

GetEnumerator()

Gets an enumerator that iterates through the collection.

public IEnumerator<EventStudyDetail> GetEnumerator()

Returns

IEnumerator<EventStudyDetail>