Class TimeSeriesCollection

Namespace

Balsam

Assembly

Balsam.Backtester.dll

A collection of TimeSeries that can be accessed by symbol or index.

[ProtoContract(IgnoreListHandling = true)]
public class TimeSeriesCollection : SeriesCollectionBase<TimeSeries>, IEnumerable<TimeSeries>, IEnumerable, ISeries, INotifyCollectionChanged

Inheritance

object

SeriesCollectionBase<TimeSeries>

TimeSeriesCollection

Implements

IEnumerable<TimeSeries>

IEnumerable

ISeries

INotifyCollectionChanged

Inherited Members

SeriesCollectionBase<TimeSeries>.CollectionChanged

SeriesCollectionBase<TimeSeries>.AllowDuplicateSymbols

SeriesCollectionBase<TimeSeries>.HasDuplicateSymbols

SeriesCollectionBase<TimeSeries>.Count

SeriesCollectionBase<TimeSeries>.IsReadOnly

SeriesCollectionBase<TimeSeries>.this[int]

SeriesCollectionBase<TimeSeries>.this[string]

SeriesCollectionBase<TimeSeries>.FirstDate

SeriesCollectionBase<TimeSeries>.LastDate

SeriesCollectionBase<TimeSeries>.CurrentDate

SeriesCollectionBase<TimeSeries>.Name

SeriesCollectionBase<TimeSeries>.Symbol

SeriesCollectionBase<TimeSeries>.Key

SeriesCollectionBase<TimeSeries>.IsActive

SeriesCollectionBase<TimeSeries>.ContainsKey(string)

SeriesCollectionBase<TimeSeries>.Contains(TimeSeries)

SeriesCollectionBase<TimeSeries>.GetKeys()

SeriesCollectionBase<TimeSeries>.ToString()

SeriesCollectionBase<TimeSeries>.Add(TimeSeries)

SeriesCollectionBase<TimeSeries>.Add(string, TimeSeries)

SeriesCollectionBase<TimeSeries>.Add(IEnumerable<TimeSeries>)

SeriesCollectionBase<TimeSeries>.Remove(string)

SeriesCollectionBase<TimeSeries>.Remove(TimeSeries)

SeriesCollectionBase<TimeSeries>.Clear()

SeriesCollectionBase<TimeSeries>.GetActiveSymbols()

SeriesCollectionBase<TimeSeries>.GetEnumerator()

SeriesCollectionBase<TimeSeries>.ToDictionary()

SeriesCollectionBase<TimeSeries>.OnGetItem(string)

SeriesCollectionBase<TimeSeries>.OnCollectionChanged(NotifyCollectionChangedEventArgs)

SeriesCollectionBase<TimeSeries>.OnSetIndex(int)

SeriesCollectionBase<TimeSeries>.OnSetIndex(DateTime)

SeriesCollectionBase<TimeSeries>.OnGetKey(TimeSeries)

SeriesCollectionBase<TimeSeries>.Save(string)

SeriesCollectionBase<TimeSeries>.OnSave(string)

SeriesCollectionBase<TimeSeries>.OnLoad(string)

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>)

IntegerSeriesExtensions.ToIntegerSeries<TSource>(IEnumerable<TSource>, Func<TSource, DateTime>, Func<TSource, int>)

Statistics.Sample<T>(IEnumerable<T>, int, bool)

TimeSeriesExtensions.ToTimeSeriesCollection(IEnumerable<TimeSeries>)

TimeSeriesExtensions.ToTimeSeries<TSource>(IEnumerable<TSource>, Func<TSource, DateTime>, Func<TSource, double>)

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Constructors

TimeSeriesCollection()

Initializes a new empty TimeSeriesCollection.

public TimeSeriesCollection()

TimeSeriesCollection(IEnumerable<TimeSeries>)

Initializes a new TimeSeriesCollection and populates using the specified enumerable of TimeSeries.

public TimeSeriesCollection(IEnumerable<TimeSeries> series)

Parameters

series IEnumerable<TimeSeries>

TimeSeriesCollection(int)

Initializes a new TimeSeriesCollection with the specified capacity.

public TimeSeriesCollection(int capacity)

Parameters

capacity int

Methods

GetActiveSeries()

Returns a new TimeSeriesCollection containing series where concurrency is being maintained and CurrentDate >= FirstDate.

public TimeSeriesCollection GetActiveSeries()

Returns

TimeSeriesCollection

GetBottom()

Returns the TimeSeries with the lowest recent value.

public TimeSeries GetBottom()

Returns

TimeSeries

GetBottom(int)

Returns a new TimeSeriesCollection containing the specified count sorted in ascending order using the most recent value.

public TimeSeriesCollection GetBottom(int count)

Parameters

count int

Returns

TimeSeriesCollection

GetBottom(int, int)

Returns a new TimeSeriesCollection containing the specified count sorted in ascending order using the specified lookback for sorting.

public TimeSeriesCollection GetBottom(int count, int lookback)

Parameters

count int

lookback int

Returns

TimeSeriesCollection

GetTop()

Returns the TimeSeries with the highest recent value.

public TimeSeries GetTop()

Returns

TimeSeries

GetTop(int)

Returns a new TimeSeriesCollection containing the specified count sorted in descending order using the most recent value.

public TimeSeriesCollection GetTop(int count)

Parameters

count int

Returns

TimeSeriesCollection

GetTop(int, int)

Returns a new TimeSeriesCollection containing the specified count sorted in descending order using the specified lookback for sorting.

public TimeSeriesCollection GetTop(int count, int lookback)

Parameters

count int

lookback int

Returns

TimeSeriesCollection

Load(string)

Loads a TimeSeriesCollection that has been persisted to disk in binary format.

public static TimeSeriesCollection Load(string fileName)

Parameters

fileName string

Returns

TimeSeriesCollection

OnSync(IEnumerable<DateTime>, SyncOption)

Syncs the collection using the specified dates and sync option.

protected override ISeries OnSync(IEnumerable<DateTime> dates, SyncOption syncOption)

Parameters

dates IEnumerable<DateTime>

syncOption SyncOption

Returns

ISeries

Subset(DateTime)

Returns a new TimeSeriesCollection where every series starts at the specified start date.

public TimeSeriesCollection Subset(DateTime startDate)

Parameters

startDate DateTime

Returns

TimeSeriesCollection

Subset(DateTime, DateTime)

Returns a new TimeSeriesCollection where every series starts and ends at the specified dates.

public TimeSeriesCollection Subset(DateTime startDate, DateTime endDate)

Parameters

startDate DateTime

endDate DateTime

Returns

TimeSeriesCollection

Sync(ISeries)

Returns a new TimeSeriesCollection with all items synced to the specified ISeries carrying over the previous value if missing.

public TimeSeriesCollection Sync(ISeries series)

Parameters

series ISeries

Returns

TimeSeriesCollection

Sync(ISeries, SyncOption)

Returns a new TimeSeriesCollection with all items synced to the specified ISeries using the specified sync option.

public TimeSeriesCollection Sync(ISeries series, SyncOption syncOption)

Parameters

series ISeries

syncOption SyncOption

Returns

TimeSeriesCollection

Sync(IEnumerable<DateTime>)

Returns a new TimeSeriesCollection with all items synced to the specified dates carrying over the previous value if missing.

public TimeSeriesCollection Sync(IEnumerable<DateTime> dates)

Parameters

dates IEnumerable<DateTime>

Returns

TimeSeriesCollection

Sync(IEnumerable<DateTime>, SyncOption)

Returns a new TimeSeriesCollection with all items synced to the specified dates using the specified sync option.

public TimeSeriesCollection Sync(IEnumerable<DateTime> dates, SyncOption syncOption)

Parameters

dates IEnumerable<DateTime>

syncOption SyncOption

Returns

TimeSeriesCollection