C# Class FastQuant.Data.Compression.BarCompressor

Show file Open project: fastquant/fastquant.dll

Protected Properties

Property	Type	Description
bar	Bar
instrumentId	int
newBarSize	long
oldBarSize	long

Public Methods

Method	Description
Add ( DataEntry entry ) : void
Compress ( DataEntryEnumerator enumerator ) : BarSeries
GetCompressor ( int instrumentId, BarType barType, long oldBarSize, long newBarSize, System.TimeSpan time1 = default(TimeSpan), System.TimeSpan time2 = default(TimeSpan) ) : BarCompressor

Protected Methods

Method	Description
AddItemsToBar ( PriceSizeItem items ) : void
BarCompressor ( ) : System
CreateNewBar ( BarType barType, System.DateTime beginTime, System.DateTime endTime, double price ) : void
EmitNewCompressedBar ( ) : void

Private Methods

Method	Description
method_0 ( PriceSizeItem item ) : void
method_1 ( ) : void

Method Details

Add() public abstract method

public abstract Add ( DataEntry entry ) : void
entry	DataEntry
return	void

AddItemsToBar() protected method

protected AddItemsToBar ( PriceSizeItem items ) : void
items	PriceSizeItem
return	void

BarCompressor() protected method

protected BarCompressor ( ) : System
return	System

Compress() public method

public Compress ( DataEntryEnumerator enumerator ) : BarSeries
enumerator	DataEntryEnumerator
return	BarSeries

CreateNewBar() protected method

protected CreateNewBar ( BarType barType, System.DateTime beginTime, System.DateTime endTime, double price ) : void
barType	BarType
beginTime	System.DateTime
endTime	System.DateTime
price	double
return	void

EmitNewCompressedBar() protected method

protected EmitNewCompressedBar ( ) : void
return	void

GetCompressor() public static method

public static GetCompressor ( int instrumentId, BarType barType, long oldBarSize, long newBarSize, System.TimeSpan time1 = default(TimeSpan), System.TimeSpan time2 = default(TimeSpan) ) : BarCompressor
instrumentId	int
barType	BarType
oldBarSize	long
newBarSize	long
time1	System.TimeSpan
time2	System.TimeSpan
return	BarCompressor

Property Details

bar protected property

protected Bar bar
return	Bar

instrumentId protected property

protected int instrumentId
return	int

newBarSize protected property

protected long newBarSize
return	long

oldBarSize protected property

protected long oldBarSize
return	long