Class RegressionSeries

Namespace

Balsam

Assembly

Balsam.Backtester.dll

A series of regression results

public class RegressionSeries : SeriesBase<RegressionResult>, ISeries, IEnumerable<RegressionResult>, IEnumerable, ICloneable

Inheritance

object

SeriesBase<RegressionResult>

RegressionSeries

Implements

ISeries

IEnumerable<RegressionResult>

IEnumerable

ICloneable

Inherited Members

SeriesBase<RegressionResult>.WarnOnOperatorRelativeIndexing

SeriesBase<RegressionResult>.Dates

SeriesBase<RegressionResult>.Name

SeriesBase<RegressionResult>.Symbol

SeriesBase<RegressionResult>.Count

SeriesBase<RegressionResult>.MaxBarsBack

SeriesBase<RegressionResult>.FirstDate

SeriesBase<RegressionResult>.LastDate

SeriesBase<RegressionResult>.CurrentDate

SeriesBase<RegressionResult>.Last

SeriesBase<RegressionResult>.Previous

SeriesBase<RegressionResult>.IsActive

SeriesBase<RegressionResult>.Indexing

SeriesBase<RegressionResult>.Index

SeriesBase<RegressionResult>.this[int]

SeriesBase<RegressionResult>.this[TimeSpan]

SeriesBase<RegressionResult>.this[DateTime]

SeriesBase<RegressionResult>.Tag

SeriesBase<RegressionResult>.Add(DateTime, RegressionResult)

SeriesBase<RegressionResult>.Remove(int)

SeriesBase<RegressionResult>.Remove(DateTime)

SeriesBase<RegressionResult>.RemoveNonTradingDays()

SeriesBase<RegressionResult>.Trim()

SeriesBase<RegressionResult>.Trim(RegressionResult)

SeriesBase<RegressionResult>.Insert(DateTime, RegressionResult)

SeriesBase<RegressionResult>.OnInsert(int, DateTime, RegressionResult)

SeriesBase<RegressionResult>.Clear()

SeriesBase<RegressionResult>.Merge(SeriesBase<RegressionResult>)

SeriesBase<RegressionResult>.Merge(SeriesBase<RegressionResult>, bool)

SeriesBase<RegressionResult>.Save(string)

SeriesBase<RegressionResult>.ToString()

SeriesBase<RegressionResult>.ToDictionary()

SeriesBase<RegressionResult>.AdjustDates(Func<DateTime, DateTime>)

SeriesBase<RegressionResult>.CopyTo(RegressionResult[])

SeriesBase<RegressionResult>.CopyTo(RegressionResult[], int)

SeriesBase<RegressionResult>.CopyTo(int, RegressionResult[], int, int)

SeriesBase<RegressionResult>.CheckIndexing(params SeriesBase<RegressionResult>[])

SeriesBase<RegressionResult>.OnAdd(DateTime, RegressionResult)

SeriesBase<RegressionResult>.ExportToFileCore(StreamWriter, string, bool)

SeriesBase<RegressionResult>.SubsetCore(DateTime, DateTime)

SeriesBase<RegressionResult>.SubsetCore(int, int)

SeriesBase<RegressionResult>.OnClone()

SeriesBase<RegressionResult>.OnClear()

SeriesBase<RegressionResult>.SyncCore(IEnumerable<DateTime>, SyncOption)

SeriesBase<RegressionResult>.MergeCore(SeriesBase<RegressionResult>, bool)

SeriesBase<RegressionResult>.OnDatesChanged()

SeriesBase<RegressionResult>.OnSetIndex(int)

SeriesBase<RegressionResult>.OnSetIndex(DateTime)

SeriesBase<RegressionResult>.OnGetValue(int)

SeriesBase<RegressionResult>.OnSetValue(int, RegressionResult)

SeriesBase<RegressionResult>.OnRemove(int)

SeriesBase<RegressionResult>.OnTrim()

SeriesBase<RegressionResult>.GetEnumerator()

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Extension Methods

ISeriesExtensions.CompareSeries(ISeries, ISeries, int, int)

TimeSeriesExtensions.ToTimeSeries(ISeries, Func<object, double>)

ISeriesExtensions.Print<T>(SeriesBase<T>, int)

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

RegressionSeries()

Default constructor used to support syncing only.

public RegressionSeries()

RegressionSeries(TimeSeries, TimeSeries)

Initializes a new RegressionSeries that contains results for regression run using specified dependent and independent variables.

public RegressionSeries(TimeSeries dependent, TimeSeries independent)

Parameters

dependent TimeSeries

independent TimeSeries

RegressionSeries(TimeSeries, int)

Initializes a new RegressionSeries of dependent variable versus time.

public RegressionSeries(TimeSeries dependent, int length)

Parameters

dependent TimeSeries

length int

Properties

Dependent

The dependent or y variables.

public TimeSeries Dependent { get; }

Property Value

TimeSeries

Independent

The independent or x variables.

public TimeSeries Independent { get; }

Property Value

TimeSeries

Intercept

A timeseries of intercept (alpha) values.

public TimeSeries Intercept { get; }

Property Value

TimeSeries

Length

Gets the length of the window for regressions versus time.

public int Length { get; }

Property Value

int

LinRegLine

The fitted linear regression line.

public TimeSeries LinRegLine { get; }

Property Value

TimeSeries

Slope

A timeseries of slope (beta) values.

public TimeSeries Slope { get; }

Property Value

TimeSeries