Class RollCollection

Namespace

Balsam

Assembly

Balsam.Backtester.dll

Used to encapsulate a collection of rolls and provide summary statistics.

public class RollCollection : IEnumerable<Roll>, IEnumerable

Inheritance

object

RollCollection

Implements

IEnumerable<Roll>

IEnumerable

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

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

Count

Returns the number of items in the roll collection.

public int Count { get; }

Property Value

int

this[int]

Returns a roll by index.

public Roll this[int index] { get; }

Parameters

index int

Property Value

Roll

TotalCommissions

Total commissions in local currency.

public double TotalCommissions { get; }

Property Value

double

TotalQuantity

The total number of contracts rolled (single counted).

public double TotalQuantity { get; }

Property Value

double

TotalSlippage

Total slippage incurred in local currency (does not include PointValue multiplier).

public double TotalSlippage { get; }

Property Value

double

Methods

Add(Roll)

Adds the specified roll to the collection.

public void Add(Roll roll)

Parameters

roll Roll

Exceptions

ArgumentNullException

GetEnumerator()

Returns an enumerator that iterates through the collection.

public IEnumerator<Roll> GetEnumerator()

Returns

IEnumerator<Roll>

ToString()

Returns a string representation of this roll collection.

public override string ToString()

Returns

string