Class TimeSeries<T>

Template class for time series data. A TimeSeries object will allow limited access to the historical values of the series, by default 256 values back. TuringTrader makes extensive use of time series objects for the implementation of data sources and indicators.

Inheritance

object

TimeSeries<T>

Instrument

Implements

ITimeSeries<T>

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 TimeSeries<T> : ITimeSeries<T>

Type Parameters

Name	Description
T	value type

Constructors

TimeSeries(int)

Create and initialize time series. Typically, a time series is a cyclic buffer, allowing access to a limited range of data. However, if a non-positive value is passed for maxBarsBack, a list is created, allowing access to all previous values.

Declaration

public TimeSeries(int maxBarsBack = 256)

Parameters

Type	Name	Description
int	maxBarsBack	number of bars to hold

Fields

MaxBarsBack

Maximum number of bars available.

Declaration

public readonly int MaxBarsBack

Field Value

Type	Description
int

Properties

BarsAvailable

Number of valid bars available.

Declaration

public int BarsAvailable { get; }

Property Value

Type	Description
int

this[int]

Read only access to historical bars

Declaration

public T this[int barsBack] { get; }

Parameters

Type	Name	Description
int	barsBack	number of bars back, 0 for most recent

Property Value

Type	Description
T	historical value

Value

Write-only property to set current value, and shift the time series.

Declaration

public T Value { set; }

Property Value

Type	Description
T

Methods

Clear()

Clear contents of time series.

Declaration

public void Clear()

Implements

ITimeSeries<T>