Class Factor

Namespace

Balsam.FactorAnalysis

Assembly

Balsam.Backtester.dll

Wraps an ISeries for factor analysis.

public class Factor

Inheritance

object

Factor

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Extension Methods

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Constructors

Factor(ISeries)

Instantiates a new factor using the specified series.

public Factor(ISeries series)

Parameters

series ISeries

Factor(Func<BarSeries, ISeries>)

Instantiates a new factor for deferred evaluation.

public Factor(Func<BarSeries, ISeries> func)

Parameters

func Func<BarSeries, ISeries>

Properties

IsUniDirectional

Gets/sets whether the factor is interpreted the same for longs/shorts.

public bool IsUniDirectional { get; set; }

Property Value

bool

Name

Gets/sets the factor name to use for display purposes.

public string Name { get; set; }

Property Value

string

Methods

Calculate(BarSeries)

Returns a new factor based on the specified BarSeries.

public Factor Calculate(BarSeries series)

Parameters

series BarSeries

Returns

Factor

Calculate(IEnumerable<BarSeries>)

Returns a new factor based on the specified enumerable of BarSeries.

public Factor Calculate(IEnumerable<BarSeries> series)

Parameters

series IEnumerable<BarSeries>

Returns

Factor

GetValue(DateTime)

Returns the value for the specified date.

public double GetValue(DateTime date)

Parameters

date DateTime

Returns

double

GetValue(DateTime, string)

Returns the value for the specified date and symbol

public double GetValue(DateTime date, string symbol)

Parameters

date DateTime

symbol string

Returns

double

ToString()

Returns a string representation of this object.

public override string ToString()

Returns

string

ToTimeSeries()

Converts this factor to a TimeSeries.

public TimeSeries ToTimeSeries()

Returns

TimeSeries

Exceptions

InvalidCastException

InvalidOperationException

ToTimeSeriesCollection()

Coverts this factor to a TimeSeriesCollection.

public TimeSeriesCollection ToTimeSeriesCollection()

Returns

TimeSeriesCollection

Exceptions

InvalidCastException

InvalidOperationException

Operators

implicit operator Factor(IntegerSeries)

Implicitly converts the specified IntegerSeries to a factor.

public static implicit operator Factor(IntegerSeries series)

Parameters

series IntegerSeries

Returns

Factor

implicit operator Factor(TimeSeries)

Implictly converts the specified TimeSeries to a factor.

public static implicit operator Factor(TimeSeries series)

Parameters

series TimeSeries

Returns

Factor

implicit operator Factor(TimeSeriesCollection)

Implictly converts the specified TimeSeriesCollection to a factor.

public static implicit operator Factor(TimeSeriesCollection series)

Parameters

series TimeSeriesCollection

Returns

Factor