C# Class FastQuant.DataStore

ファイルを表示 Open project: fastquant/fastquant.dll

Public Methods

Method	Description
Add ( Bar bar ) : void
Add ( Tick tick ) : void
Clear ( ) : void
GetAskSeries ( Instrument instrument ) : TickSeries
GetBarSeries ( Instrument instrument, BarType type, long barSize ) : BarSeries
GetBidSeries ( Instrument instrument ) : TickSeries
GetTickSeries ( Instrument instrument ) : TickSeries
GetTradeSeries ( Instrument instrument ) : TickSeries

Private Methods

Method	Description
GetOrCreateTickSeriesFor ( IdArray array, int instrumentId ) : TickSeries

Method Details

Add() public method

public Add ( Bar bar ) : void
bar	Bar
return	void

Add() public method

public Add ( Tick tick ) : void
tick	Tick
return	void

Clear() public method

public Clear ( ) : void
return	void

GetAskSeries() public method

public GetAskSeries ( Instrument instrument ) : TickSeries
instrument	Instrument
return	TickSeries

GetBarSeries() public method

public GetBarSeries ( Instrument instrument, BarType type, long barSize ) : BarSeries
instrument	Instrument
type	BarType
barSize	long
return	BarSeries

GetBidSeries() public method

public GetBidSeries ( Instrument instrument ) : TickSeries
instrument	Instrument
return	TickSeries

GetTickSeries() public method

public GetTickSeries ( Instrument instrument ) : TickSeries
instrument	Instrument
return	TickSeries

GetTradeSeries() public method

public GetTradeSeries ( Instrument instrument ) : TickSeries
instrument	Instrument
return	TickSeries