Class FactorResults

Namespace

Balsam.FactorAnalysis

Assembly

Balsam.Backtester.dll

Encapsulates results generated by the FactorAnalyzer.

public class FactorResults : IEnumerable<FactorResult>, IEnumerable

Inheritance

object

FactorResults

Implements

IEnumerable<FactorResult>

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)

Constructors

FactorResults(int)

Instantiates a new object with the specified number of bins.

public FactorResults(int bins)

Parameters

bins int

Fields

DefaultSignificanceLevel

The default significant level for reports.

public static readonly double DefaultSignificanceLevel

Field Value

double

Properties

Bins

Gets the number of bins used in the analysis.

public int Bins { get; }

Property Value

int

Count

Gets the number of factor results.

public int Count { get; }

Property Value

int

Description

Gets/sets a description.

public string Description { get; set; }

Property Value

string

this[int]

Gets the factor result at the specified index.

public FactorResult this[int index] { get; }

Parameters

index int

Property Value

FactorResult

SignificanceLevel

Gets/sets the significance level used for reporting.

public double SignificanceLevel { get; set; }

Property Value

double

Methods

Add(FactorResult)

Adds the specified factor result to the collection.

public void Add(FactorResult factor)

Parameters

factor FactorResult

GetEnumerator()

Returns an enumerator to iterate through the collection.

public IEnumerator<FactorResult> GetEnumerator()

Returns

IEnumerator<FactorResult>