C# Class FastQuant.Data.Compression.BarCompressor

Mostrar archivo 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_oe property

protected Bar bar
return	Bar

instrumentId protected_oe property

protected int instrumentId
return	int

newBarSize protected_oe property

protected long newBarSize
return	long

oldBarSize protected_oe property

protected long oldBarSize
return	long