Class Bar

Container class holding all fields of a single bar, most notably time stamps and price information. Bar objects are read-only in nature, therefore all values need to be provided during object construction.

Inheritance

object

Bar

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TuringTrader.Simulator

Assembly: TuringTrader.Simulator.dll

Syntax

public class Bar

Constructors

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Bar(string, DateTime, double, double, double, double, long, bool, double, double, long, long, bool, DateTime, double, bool)

Create and initialize a bar object.

Declaration

public Bar(string ticker, DateTime time, double open, double high, double low, double close, long volume, bool hasOHLC, double bid, double ask, long bidVolume, long askVolume, bool hasBidAsk, DateTime optionExpiry, double optionStrike, bool optionIsPut)

Parameters

Type	Name	Description
string	ticker	ticker, most often same as symbol
DateTime	time	Initializer for Time field
double	open	Initializer for Open field
double	high	Initializer for High field
double	low	Initializer for Low field
double	close	Initializer for Close field
long	volume	Initializer for Volume field
bool	hasOHLC	Initializer for HasOHLC field
double	bid	Initializer for Bid field
double	ask	Initializer for Ask field
long	bidVolume	Initializer for BidVolume field
long	askVolume	Initializer for AskVolume field
bool	hasBidAsk	Initializer for HasBidAsk field
DateTime	optionExpiry	Initializer for OptionExpiry field
double	optionStrike	Initializer for OptionStrike field
bool	optionIsPut	Initializer for OptionIsPut field

Fields

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Ask

Asking price.

Declaration

public readonly double Ask

Field Value

Type	Description
double

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AskVolume

Ask volume.

Declaration

public readonly long AskVolume

Field Value

Type	Description
long

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Bid

Bid price.

Declaration

public readonly double Bid

Field Value

Type	Description
double

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BidVolume

Bid volume.

Declaration

public readonly long BidVolume

Field Value

Type	Description
long

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Close

Close price.

Declaration

public readonly double Close

Field Value

Type	Description
double

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HasBidAsk

Flag indicating availability of Bid/ Ask pricing.

Declaration

public readonly bool HasBidAsk

Field Value

Type	Description
bool

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HasOHLC

Flag indicating availability of Open/ High/ Low/ Close pricing.

Declaration

public readonly bool HasOHLC

Field Value

Type	Description
bool

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High

High price.

Declaration

public readonly double High

Field Value

Type	Description
double

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IsOption

Flag indicating validity of option fields.

Declaration

public readonly bool IsOption

Field Value

Type	Description
bool

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Low

Low price.

Declaration

public readonly double Low

Field Value

Type	Description
double

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Open

Open price.

Declaration

public readonly double Open

Field Value

Type	Description
double

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OptionExpiry

Only valid for options: Option expiry date.

Declaration

public readonly DateTime OptionExpiry

Field Value

Type	Description
DateTime

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OptionIsPut

Only valid for options: true for puts, false for calls.

Declaration

public readonly bool OptionIsPut

Field Value

Type	Description
bool

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OptionStrike

Only valid for options: Option strike price.

Declaration

public readonly double OptionStrike

Field Value

Type	Description
double

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Symbol

Fully qualified instrument symbol. Examples are AAPL, or XSP080119C00152000.

Declaration

public readonly string Symbol

Field Value

Type	Description
string

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Time

Time stamp, with date and time

Declaration

public readonly DateTime Time

Field Value

Type	Description
DateTime

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Volume

Trading volume.

Declaration

public readonly long Volume

Field Value

Type	Description
long

Methods

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NewOHLC(string, DateTime, double, double, double, double, long)

Create new OHLC bar.

Declaration

public static Bar NewOHLC(string ticker, DateTime t, double o, double h, double l, double c, long v)

Parameters

Type	Name	Description
string	ticker
DateTime	t
double	o
double	h
double	l
double	c
long	v

Returns

Type	Description
Bar

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NewValue(string, DateTime, double)

Create new OHLC bar, with the same value copied to the open, high, low, and close fields. This method is typically used by algorithms that act as data sources.

Declaration

public static Bar NewValue(string ticker, DateTime t, double v)

Parameters

Type	Name	Description
string	ticker	ticker symbol
DateTime	t	time stamp
double	v	value

Returns

Type	Description
Bar	OHLC bar