Table of Contents

Namespace Balsam.Utility

Classes

AuditTrail

Generates an audit trail in xml format.

BackAdjuster

A class for back-adjusting individual futures contracts based on volume.

CircularBuffer

A circular buffer to hold double values.

CircularBuffer<T>

A Circular Buffer holds as many elements as the capacity it was created with. Adding more items overwrites the oldest items.

Clipboard

A static utility class

HybridCollection<T>

An abstract collection for accessing items by key or index.

LazyBarSeriesCollection

A BarSeriesCollection that loads symbols on demand from a list of registered BarServers.

MultiThreadRandom

A thread safe random number generator.

PostProcessing

Post processing options

PreProcessing

Encapsulates pre-processing options

RollDetail

Encapsulates roll information

RollSettings

Roll settings.

RoundedTimeSeries

A TimeSeries class that rounds all values but internally maintains full precision.

Serializers

Provides custom Protobuf serializers.

SettlementPriceCollection

A collection of settlement prices indexed by symbol and then by date.

TimeOfDayBuffer

Maintains a circular buffer of values indexed by time of day.

TradeStation

A static utility class to parse various formats generated by TradeStation.

Enums

AdjustmentType

Type of roll adjustment.

ContinuousContractType

Continuous contract type

DayAnchor

Anchor for date calculations

DayType

Day type