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