Class ExtensionMethods

Namespace

Balsam

Assembly

Balsam.Backtester.dll

Collection of helper extension methods

public static class ExtensionMethods

Inheritance

object

ExtensionMethods

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Methods

EventStudyReport(Strategy)

Exports event study report with default settings.

public static void EventStudyReport(this Strategy strategy)

Parameters

strategy Strategy

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

Exports event study report using the specified parameters.

public static void EventStudyReport(this Strategy strategy, int blackout, bool suppressDetail, params int[] horizons)

Parameters

strategy Strategy

blackout int

suppressDetail bool

horizons int[]

EventStudyReport(Strategy, params int[])

Exports event study report using the specified horizons.

public static void EventStudyReport(this Strategy strategy, params int[] horizons)

Parameters

strategy Strategy

horizons int[]

SetProperties(MoneyManager, VariableDictionary)

Sets the money manager's properties using the values found in the specified dictionary.

public static void SetProperties(this MoneyManager mm, VariableDictionary vd)

Parameters

mm MoneyManager

vd VariableDictionary

SetProperties(Strategy, VariableDictionary)

Sets the strategy's properties using the values found in the specified dictionary.

public static void SetProperties(this Strategy strat, VariableDictionary vd)

Parameters

strat Strategy

vd VariableDictionary

ToDateSeries(IEnumerable<DateTime>)

Converts the specified enumerable of dates to a DateSeries.

public static DateSeries ToDateSeries(this IEnumerable<DateTime> dates)

Parameters

dates IEnumerable<DateTime>

Returns

DateSeries

Exceptions

ArgumentNullException

ToTradeStatsCollection(IEnumerable<TradeStats>)

Converts the specified enumerable of trade stats to a TradeStatsCollection object.

public static TradeStatsCollection ToTradeStatsCollection(this IEnumerable<TradeStats> tradeStats)

Parameters

tradeStats IEnumerable<TradeStats>

Returns

TradeStatsCollection

Exceptions

ArgumentNullException