C# Class FastQuant.TimeSeries

Inheritance: IIdNamedItem, ISeries
Mostrar archivo Open project: fastquant/fastquant.dll Class Usage Examples

Protected Properties

Property Type Description
description string
name string

Public Methods

Method Description
Add ( System.DateTime dateTime, double value ) : void
Ago ( int n ) : double
Clear ( ) : void
Contains ( System.DateTime dateTime ) : bool
Crosses ( TimeSeries series, System.DateTime dateTime ) : Cross
Crosses ( double level, int index ) : Cross
Exp ( ) : TimeSeries
GetAsymmetry ( int index1, int index2, int row ) : double
GetAutoCorrelation ( int lag ) : double
GetAutoCovariance ( int lag ) : double
GetByDateTime ( System.DateTime dateTime, SearchOption option = SearchOption.ExactFirst ) : TimeSeriesItem
GetCorrelation ( TimeSeries series ) : double
GetCorrelation ( int row1, int row2, int index1, int index2 ) : double
GetCovariance ( TimeSeries series ) : double
GetCovariance ( int row1, int row2, int index1, int index2 ) : double
GetDateTime ( int index ) : System.DateTime
GetExcess ( int index1, int index2, int row ) : double
GetIndex ( System.DateTime datetime, IndexOption option = IndexOption.Null ) : int
GetItem ( int index ) : TimeSeriesItem
GetMax ( ) : double
GetMax ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
GetMax ( int index1, int index2 ) : double
GetMax ( int index1, int index2, BarData barData ) : double
GetMaxItem ( ) : TimeSeriesItem
GetMean ( ) : double
GetMean ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
GetMean ( System.DateTime dateTime1, System.DateTime dateTime2, int row ) : double
GetMean ( int row ) : double
GetMean ( int index1, int index2 ) : double
GetMean ( int index1, int index2, int row ) : double
GetMedian ( ) : double
GetMedian ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
GetMedian ( System.DateTime dateTime1, System.DateTime dateTime2, int row ) : double
GetMedian ( int row ) : double
GetMedian ( int index1, int index2 ) : double
GetMedian ( int index1, int index2, int row ) : double
GetMin ( ) : double
GetMin ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
GetMin ( int index1, int index2 ) : double
GetMin ( int index1, int index2, BarData barData ) : double
GetMinItem ( ) : TimeSeriesItem
GetMoment ( int k, int index1, int index2, int row ) : double
GetNegativeSeries ( ) : TimeSeries
GetNegativeStdDev ( ) : double
GetNegativeStdDev ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
GetNegativeStdDev ( System.DateTime dateTime1, System.DateTime dateTime2, int row ) : double
GetNegativeStdDev ( int row ) : double
GetNegativeStdDev ( int index1, int index2 ) : double
GetNegativeStdDev ( int index1, int index2, int row ) : double
GetNegativeVariance ( ) : double
GetNegativeVariance ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
GetNegativeVariance ( System.DateTime dateTime1, System.DateTime dateTime2, int row ) : double
GetNegativeVariance ( int row ) : double
GetNegativeVariance ( int index1, int index2 ) : double
GetNegativeVariance ( int index1, int index2, int row ) : double
GetPositiveSeries ( ) : TimeSeries
GetPositiveStdDev ( ) : double
GetPositiveStdDev ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
GetPositiveStdDev ( System.DateTime dateTime1, System.DateTime dateTime2, int row ) : double
GetPositiveStdDev ( int row ) : double
GetPositiveStdDev ( int index1, int index2 ) : double
GetPositiveStdDev ( int index1, int index2, int row ) : double
GetPositiveVariance ( ) : double
GetPositiveVariance ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
GetPositiveVariance ( System.DateTime dateTime1, System.DateTime dateTime2, int row ) : double
GetPositiveVariance ( int row ) : double
GetPositiveVariance ( int index1, int index2 ) : double
GetPositiveVariance ( int index1, int index2, int row ) : double
GetReturnSeries ( ) : TimeSeries
GetStdDev ( ) : double
GetStdDev ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
GetStdDev ( System.DateTime dateTime1, System.DateTime dateTime2, int row ) : double
GetStdDev ( int row ) : double
GetStdDev ( int index1, int index2 ) : double
GetStdDev ( int index1, int index2, int row ) : double
GetSum ( ) : double
GetSum ( int index1, int index2, int row ) : double
GetValue ( int index ) : double
GetVariance ( ) : double
GetVariance ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
GetVariance ( System.DateTime dateTime1, System.DateTime dateTime2, int row ) : double
GetVariance ( int row ) : double
GetVariance ( int index1, int index2 ) : double
GetVariance ( int index1, int index2, int row ) : double
IndexOf ( System.DateTime dateTime, SearchOption option = SearchOption.ExactFirst ) : int
Log ( ) : TimeSeries
Log10 ( ) : TimeSeries
Pow ( double pow ) : TimeSeries
Remove ( int index ) : void
Shift ( int offset ) : TimeSeries
Sqrt ( ) : TimeSeries
TimeSeries ( ) : System
TimeSeries ( IDataSeries series ) : System
TimeSeries ( string name, string description = "", int id = -1 ) : System
operator ( ) : TimeSeries
this ( System.DateTime dateTime, SearchOption option = SearchOption.ExactFirst ) : double
this ( System.DateTime dateTime, int row, SearchOption option = SearchOption.ExactFirst ) : double
this ( int index ) : double
this ( int index, BarData barData ) : double
this ( int index, int row ) : double

Private Methods

Method Description
EnsureAtLeastOneElement ( string message = "" ) : void
EnsureIndexInRange ( System.DateTime dt1, System.DateTime dt2, int &idx1, int &idx2 ) : void
EnsureIndexInRange ( int index1, int index2 ) : void
EnsureNotEmpty ( string message = "" ) : void
EnsureNotNull ( ) : void
MathTransform ( string name, double>.Func func ) : TimeSeries
OpTimeSeriesAndValue ( TimeSeries series, double value, string name, Func op, bool valueAsSecond = true, bool checkZero = false ) : TimeSeries
OpTwoTimeSeries ( TimeSeries ts1, TimeSeries ts2, string name, Func op, bool checkZero = false ) : TimeSeries
TimeSeries ( string name, string description = "", int id = -1, IDataSeries series = null ) : System

Method Details

Add() public method

public Add ( System.DateTime dateTime, double value ) : void
dateTime System.DateTime
value double
return void

Ago() public method

public Ago ( int n ) : double
n int
return double

Clear() public method

public Clear ( ) : void
return void

Contains() public method

public Contains ( System.DateTime dateTime ) : bool
dateTime System.DateTime
return bool

Crosses() public method

public Crosses ( TimeSeries series, System.DateTime dateTime ) : Cross
series TimeSeries
dateTime System.DateTime
return Cross

Crosses() public method

public Crosses ( double level, int index ) : Cross
level double
index int
return Cross

Exp() public method

public Exp ( ) : TimeSeries
return TimeSeries

GetAsymmetry() public method

public GetAsymmetry ( int index1, int index2, int row ) : double
index1 int
index2 int
row int
return double

GetAutoCorrelation() public method

public GetAutoCorrelation ( int lag ) : double
lag int
return double

GetAutoCovariance() public method

public GetAutoCovariance ( int lag ) : double
lag int
return double

GetByDateTime() public method

public GetByDateTime ( System.DateTime dateTime, SearchOption option = SearchOption.ExactFirst ) : TimeSeriesItem
dateTime System.DateTime
option SearchOption
return TimeSeriesItem

GetCorrelation() public method

public GetCorrelation ( TimeSeries series ) : double
series TimeSeries
return double

GetCorrelation() public method

public GetCorrelation ( int row1, int row2, int index1, int index2 ) : double
row1 int
row2 int
index1 int
index2 int
return double

GetCovariance() public method

public GetCovariance ( TimeSeries series ) : double
series TimeSeries
return double

GetCovariance() public method

public GetCovariance ( int row1, int row2, int index1, int index2 ) : double
row1 int
row2 int
index1 int
index2 int
return double

GetDateTime() public method

public GetDateTime ( int index ) : System.DateTime
index int
return System.DateTime

GetExcess() public method

public GetExcess ( int index1, int index2, int row ) : double
index1 int
index2 int
row int
return double

GetIndex() public method

public GetIndex ( System.DateTime datetime, IndexOption option = IndexOption.Null ) : int
datetime System.DateTime
option IndexOption
return int

GetItem() public method

public GetItem ( int index ) : TimeSeriesItem
index int
return TimeSeriesItem

GetMax() public method

public GetMax ( ) : double
return double

GetMax() public method

public GetMax ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
dateTime1 System.DateTime
dateTime2 System.DateTime
return double

GetMax() public method

public GetMax ( int index1, int index2 ) : double
index1 int
index2 int
return double

GetMax() public method

public GetMax ( int index1, int index2, BarData barData ) : double
index1 int
index2 int
barData BarData
return double

GetMaxItem() public method

public GetMaxItem ( ) : TimeSeriesItem
return TimeSeriesItem

GetMean() public method

public GetMean ( ) : double
return double

GetMean() public method

public GetMean ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
dateTime1 System.DateTime
dateTime2 System.DateTime
return double

GetMean() public method

public GetMean ( System.DateTime dateTime1, System.DateTime dateTime2, int row ) : double
dateTime1 System.DateTime
dateTime2 System.DateTime
row int
return double

GetMean() public method

public GetMean ( int row ) : double
row int
return double

GetMean() public method

public GetMean ( int index1, int index2 ) : double
index1 int
index2 int
return double

GetMean() public method

public GetMean ( int index1, int index2, int row ) : double
index1 int
index2 int
row int
return double

GetMedian() public method

public GetMedian ( ) : double
return double

GetMedian() public method

public GetMedian ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
dateTime1 System.DateTime
dateTime2 System.DateTime
return double

GetMedian() public method

public GetMedian ( System.DateTime dateTime1, System.DateTime dateTime2, int row ) : double
dateTime1 System.DateTime
dateTime2 System.DateTime
row int
return double

GetMedian() public method

public GetMedian ( int row ) : double
row int
return double

GetMedian() public method

public GetMedian ( int index1, int index2 ) : double
index1 int
index2 int
return double

GetMedian() public method

public GetMedian ( int index1, int index2, int row ) : double
index1 int
index2 int
row int
return double

GetMin() public method

public GetMin ( ) : double
return double

GetMin() public method

public GetMin ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
dateTime1 System.DateTime
dateTime2 System.DateTime
return double

GetMin() public method

public GetMin ( int index1, int index2 ) : double
index1 int
index2 int
return double

GetMin() public method

public GetMin ( int index1, int index2, BarData barData ) : double
index1 int
index2 int
barData BarData
return double

GetMinItem() public method

public GetMinItem ( ) : TimeSeriesItem
return TimeSeriesItem

GetMoment() public method

public GetMoment ( int k, int index1, int index2, int row ) : double
k int
index1 int
index2 int
row int
return double

GetNegativeSeries() public method

public GetNegativeSeries ( ) : TimeSeries
return TimeSeries

GetNegativeStdDev() public method

public GetNegativeStdDev ( ) : double
return double

GetNegativeStdDev() public method

public GetNegativeStdDev ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
dateTime1 System.DateTime
dateTime2 System.DateTime
return double

GetNegativeStdDev() public method

public GetNegativeStdDev ( System.DateTime dateTime1, System.DateTime dateTime2, int row ) : double
dateTime1 System.DateTime
dateTime2 System.DateTime
row int
return double

GetNegativeStdDev() public method

public GetNegativeStdDev ( int row ) : double
row int
return double

GetNegativeStdDev() public method

public GetNegativeStdDev ( int index1, int index2 ) : double
index1 int
index2 int
return double

GetNegativeStdDev() public method

public GetNegativeStdDev ( int index1, int index2, int row ) : double
index1 int
index2 int
row int
return double

GetNegativeVariance() public method

public GetNegativeVariance ( ) : double
return double

GetNegativeVariance() public method

public GetNegativeVariance ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
dateTime1 System.DateTime
dateTime2 System.DateTime
return double

GetNegativeVariance() public method

public GetNegativeVariance ( System.DateTime dateTime1, System.DateTime dateTime2, int row ) : double
dateTime1 System.DateTime
dateTime2 System.DateTime
row int
return double

GetNegativeVariance() public method

public GetNegativeVariance ( int row ) : double
row int
return double

GetNegativeVariance() public method

public GetNegativeVariance ( int index1, int index2 ) : double
index1 int
index2 int
return double

GetNegativeVariance() public method

public GetNegativeVariance ( int index1, int index2, int row ) : double
index1 int
index2 int
row int
return double

GetPositiveSeries() public method

public GetPositiveSeries ( ) : TimeSeries
return TimeSeries

GetPositiveStdDev() public method

public GetPositiveStdDev ( ) : double
return double

GetPositiveStdDev() public method

public GetPositiveStdDev ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
dateTime1 System.DateTime
dateTime2 System.DateTime
return double

GetPositiveStdDev() public method

public GetPositiveStdDev ( System.DateTime dateTime1, System.DateTime dateTime2, int row ) : double
dateTime1 System.DateTime
dateTime2 System.DateTime
row int
return double

GetPositiveStdDev() public method

public GetPositiveStdDev ( int row ) : double
row int
return double

GetPositiveStdDev() public method

public GetPositiveStdDev ( int index1, int index2 ) : double
index1 int
index2 int
return double

GetPositiveStdDev() public method

public GetPositiveStdDev ( int index1, int index2, int row ) : double
index1 int
index2 int
row int
return double

GetPositiveVariance() public method

public GetPositiveVariance ( ) : double
return double

GetPositiveVariance() public method

public GetPositiveVariance ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
dateTime1 System.DateTime
dateTime2 System.DateTime
return double

GetPositiveVariance() public method

public GetPositiveVariance ( System.DateTime dateTime1, System.DateTime dateTime2, int row ) : double
dateTime1 System.DateTime
dateTime2 System.DateTime
row int
return double

GetPositiveVariance() public method

public GetPositiveVariance ( int row ) : double
row int
return double

GetPositiveVariance() public method

public GetPositiveVariance ( int index1, int index2 ) : double
index1 int
index2 int
return double

GetPositiveVariance() public method

public GetPositiveVariance ( int index1, int index2, int row ) : double
index1 int
index2 int
row int
return double

GetReturnSeries() public method

public GetReturnSeries ( ) : TimeSeries
return TimeSeries

GetStdDev() public method

public GetStdDev ( ) : double
return double

GetStdDev() public method

public GetStdDev ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
dateTime1 System.DateTime
dateTime2 System.DateTime
return double

GetStdDev() public method

public GetStdDev ( System.DateTime dateTime1, System.DateTime dateTime2, int row ) : double
dateTime1 System.DateTime
dateTime2 System.DateTime
row int
return double

GetStdDev() public method

public GetStdDev ( int row ) : double
row int
return double

GetStdDev() public method

public GetStdDev ( int index1, int index2 ) : double
index1 int
index2 int
return double

GetStdDev() public method

public GetStdDev ( int index1, int index2, int row ) : double
index1 int
index2 int
row int
return double

GetSum() public method

public GetSum ( ) : double
return double

GetSum() public method

public GetSum ( int index1, int index2, int row ) : double
index1 int
index2 int
row int
return double

GetValue() public method

public GetValue ( int index ) : double
index int
return double

GetVariance() public method

public GetVariance ( ) : double
return double

GetVariance() public method

public GetVariance ( System.DateTime dateTime1, System.DateTime dateTime2 ) : double
dateTime1 System.DateTime
dateTime2 System.DateTime
return double

GetVariance() public method

public GetVariance ( System.DateTime dateTime1, System.DateTime dateTime2, int row ) : double
dateTime1 System.DateTime
dateTime2 System.DateTime
row int
return double

GetVariance() public method

public GetVariance ( int row ) : double
row int
return double

GetVariance() public method

public GetVariance ( int index1, int index2 ) : double
index1 int
index2 int
return double

GetVariance() public method

public GetVariance ( int index1, int index2, int row ) : double
index1 int
index2 int
row int
return double

IndexOf() public method

public IndexOf ( System.DateTime dateTime, SearchOption option = SearchOption.ExactFirst ) : int
dateTime System.DateTime
option SearchOption
return int

Log() public method

public Log ( ) : TimeSeries
return TimeSeries

Log10() public method

public Log10 ( ) : TimeSeries
return TimeSeries

Pow() public method

public Pow ( double pow ) : TimeSeries
pow double
return TimeSeries

Remove() public method

public Remove ( int index ) : void
index int
return void

Shift() public method

public Shift ( int offset ) : TimeSeries
offset int
return TimeSeries

Sqrt() public method

public Sqrt ( ) : TimeSeries
return TimeSeries

TimeSeries() public method

public TimeSeries ( ) : System
return System

TimeSeries() public method

public TimeSeries ( IDataSeries series ) : System
series IDataSeries
return System

TimeSeries() public method

public TimeSeries ( string name, string description = "", int id = -1 ) : System
name string
description string
id int
return System

operator() public static method

public static operator ( ) : TimeSeries
return TimeSeries

this() public method

public this ( System.DateTime dateTime, SearchOption option = SearchOption.ExactFirst ) : double
dateTime System.DateTime
option SearchOption
return double

this() public method

public this ( System.DateTime dateTime, int row, SearchOption option = SearchOption.ExactFirst ) : double
dateTime System.DateTime
row int
option SearchOption
return double

this() public method

public this ( int index ) : double
index int
return double

this() public method

public this ( int index, BarData barData ) : double
index int
barData BarData
return double

this() public method

public this ( int index, int row ) : double
index int
row int
return double

Property Details

description protected_oe property

protected string description
return string

name protected_oe property

protected string name
return string