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Class TimeSeriesFloat

Time series for floating point data. This is mainly used for indicators.

Inheritance
object
TimeSeries<double>
TimeSeriesFloat
Inherited Members
TimeSeries<double>._retrieveUntyped
TimeSeries<double>.Owner
TimeSeries<double>.Name
TimeSeries<double>.Data
TimeSeries<double>.this[int]
TimeSeries<double>.this[DateTime]
TimeSeries<double>.Take(int)
TimeSeries<double>.Time
TimeSeries<double>.Date
object.Equals(object)
object.Equals(object, object)
object.GetHashCode()
object.GetType()
object.MemberwiseClone()
object.ReferenceEquals(object, object)
object.ToString()
Namespace: TuringTrader.SimulatorV2
Assembly: TuringTrader.Simulator.dll
Syntax
public class TimeSeriesFloat : TimeSeries<double>

Constructors

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TimeSeriesFloat(Algorithm, string, List<BarType<double>>)

Create and cache new time series.

Declaration
public TimeSeriesFloat(Algorithm owner, string name, List<BarType<double>> data)
Parameters
Type Name Description
Algorithm owner
string name
List<BarType<double>> data

data for time series

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TimeSeriesFloat(Algorithm, string, Task<List<BarType<double>>>)

Create and cache new time series.

Declaration
public TimeSeriesFloat(Algorithm owner, string name, Task<List<BarType<double>>> retrieve)
Parameters
Type Name Description
Algorithm owner
string name
Task<List<BarType<double>>> retrieve

task to retrieve data

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TimeSeriesFloat(Algorithm, string, Task<object>, Func<object, List<BarType<double>>>)

Create and cache new time series.

Declaration
public TimeSeriesFloat(Algorithm owner, string name, Task<object> retrieve, Func<object, List<BarType<double>>> extract)
Parameters
Type Name Description
Algorithm owner
string name
Task<object> retrieve

task to retrieve data

Func<object, List<BarType<double>>> extract

function to extract data

Extension Methods

Arithmetic.Add(TimeSeriesFloat, double)
Arithmetic.Add(TimeSeriesFloat, TimeSeriesFloat)
Arithmetic.Div(TimeSeriesFloat, double)
Arithmetic.Div(TimeSeriesFloat, TimeSeriesFloat)
Arithmetic.Max(TimeSeriesFloat, double)
Arithmetic.Max(TimeSeriesFloat, TimeSeriesFloat)
Arithmetic.Min(TimeSeriesFloat, double)
Arithmetic.Min(TimeSeriesFloat, TimeSeriesFloat)
Arithmetic.Mul(TimeSeriesFloat, double)
Arithmetic.Mul(TimeSeriesFloat, TimeSeriesFloat)
Arithmetic.Sub(TimeSeriesFloat, double)
Arithmetic.Sub(TimeSeriesFloat, TimeSeriesFloat)
Basic.AbsReturn(TimeSeriesFloat)
Basic.AbsValue(TimeSeriesFloat)
Basic.Const(TimeSeriesFloat, double)
Basic.Delay(TimeSeriesFloat, int)
Basic.Exp(TimeSeriesFloat)
Basic.Highest(TimeSeriesFloat, int)
Basic.Log(TimeSeriesFloat)
Basic.LogReturn(TimeSeriesFloat)
Basic.Lowest(TimeSeriesFloat, int)
Basic.Pow(TimeSeriesFloat, double)
Basic.Range(TimeSeriesFloat, int)
Basic.RelReturn(TimeSeriesFloat)
Basic.Sqrt(TimeSeriesFloat)
Basic.Square(TimeSeriesFloat)
Ehlers_RocketScienceForTraders.AdaptiveRSI(TimeSeriesFloat, double)
Ehlers_RocketScienceForTraders.Detrend(TimeSeriesFloat)
Ehlers_RocketScienceForTraders.Distance(TimeSeriesFloat, int)
Ehlers_RocketScienceForTraders.DistanceCoefficientEhlersFilter(TimeSeriesFloat, int)
Ehlers_RocketScienceForTraders.DominantCyclePeriod(TimeSeriesFloat)
Ehlers_RocketScienceForTraders.EhlersFilter(TimeSeriesFloat, TimeSeriesFloat, int)
Ehlers_RocketScienceForTraders.InstantaneousTrendline(TimeSeriesFloat, double)
Ehlers_RocketScienceForTraders.MarketMode(TimeSeriesFloat, double)
Ehlers_RocketScienceForTraders.OptimumPredictor(TimeSeriesFloat)
Ehlers_RocketScienceForTraders.PredictiveMovingAverage(TimeSeriesFloat, int)
Ehlers_RocketScienceForTraders.SinewaveIndicator(TimeSeriesFloat)
Ehlers_TechnicalPapers.CyberCycle(TimeSeriesFloat, double)
Ehlers_TechnicalPapers.ErrorCorrectedEMA(TimeSeriesFloat, int, int)
Ehlers_TechnicalPapers.InverseFisherTransform(TimeSeriesFloat)
Ehlers_TechnicalPapers.NoiseEliminationTechnology(TimeSeriesFloat, int)
Momentum.CCI(TimeSeriesFloat, int)
Momentum.LinRegression(TimeSeriesFloat, int)
Momentum.LogRegression(TimeSeriesFloat, int)
Momentum.RSI(TimeSeriesFloat, int)
Momentum.Regression(TimeSeriesFloat, TimeSeriesFloat, int)
Momentum.StochasticOscillator(TimeSeriesFloat, int)
Momentum.TSI(TimeSeriesFloat, int, int)
Momentum.WilliamsPercentR(TimeSeriesFloat, int)
Performance.Beta(TimeSeriesFloat, TimeSeriesFloat, int)
Performance.BollingerBands(TimeSeriesFloat, int, double)
Performance.Drawdown(TimeSeriesFloat, int)
Performance.GreedIndex(TimeSeriesFloat, int)
Performance.Runup(TimeSeriesFloat, int)
Performance.UlcerIndex(TimeSeriesFloat, int)
Performance.Volatility(TimeSeriesFloat, int)
Resampling.Monthly(TimeSeriesFloat, int)
Resampling.Weekly(TimeSeriesFloat, int)
Statistics.Correlation(TimeSeriesFloat, TimeSeriesFloat, int)
Statistics.Covariance(TimeSeriesFloat, TimeSeriesFloat, int)
Statistics.StandardDeviation(TimeSeriesFloat, int)
Statistics.Variance(TimeSeriesFloat, int)
Statistics.ZScore(TimeSeriesFloat, int)
Trend.DEMA(TimeSeriesFloat, int)
Trend.EMA(TimeSeriesFloat, int)
Trend.HMA(TimeSeriesFloat, int)
Trend.KAMA(TimeSeriesFloat, int, int, int)
Trend.MACD(TimeSeriesFloat, int, int, int)
Trend.SMA(TimeSeriesFloat, int)
Trend.Sum(TimeSeriesFloat, int)
Trend.TEMA(TimeSeriesFloat, int)
Trend.WMA(TimeSeriesFloat, int)
Trend.ZLEMA(TimeSeriesFloat, int)
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