SimpleDataQueue Class |
Represents a dynamic circled queue, specialized to work with double.
Additionally it optionally can calculate simple statistical values
It has four method of work:
SingleElement: Queue store only one single element. (Useful as default method for indicators history storing)
ManualControl: Support all typical operations specific to Dequeue. (Useful for some custom work).
AutoStatic: Store all elements in sliding window specified by number elements to store. Automatically drop element when it out of the window.
AutoDynamic: Store all elements in sliding window specified by time period. Automatically drop element when it out of the window.
Also it support direct access to element. Using two indexers: by index (int) and by time (DateTime).
All method has two versions, with and without DateTime parameter. Please do not use both for the same class instance.
Using method with DateTime is mandatory if you want to use DateTime indexer or time period sliding window (AutoDynamic type.)
You can specify number of listener (IDataQueueListener), to do some additional work when queue store or drop element.
Inheritance HierarchySystemObject
FinAnalysis.BaseSimpleDataQueue
FinAnalysis.BaseSimpleDataQueue
Namespace: FinAnalysis.Base
Assembly: FinAnalysis (in FinAnalysis.dll) Version: 2.1.13-cc97e13414b71fde928e8f3a546ac1daf26f295f
SyntaxC#
public class SimpleDataQueue : IDataQueue<double>, IEnumerable<double>, IEnumerable, IDataStorageClient
The SimpleDataQueue type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | SimpleDataQueue |
Initializes a new instance of the FinAnalysis.Base.SimpleDataQueue
class that contains circle queue of Data and DateTime (optional). Default method of use is ManualControl.
Queue capacity will be dynamic. You can manage it manually Put\Remove Last or First elements as in Dequeue.
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| SimpleDataQueue(Boolean) |
Initializes a new instance of the FinAnalysis.Base.SimpleDataQueue
class that contains circle queue of Data and DateTime. Default method of use is ManualControl.
Queue capacity will be dynamic. You can manage it manually Put\Remove Last or First elements as in Dequeue.
|
| SimpleDataQueue(Int32) |
Initializes a new instance of the FinAnalysis.Base.SimpleDataQueue
class that contains circle queue of Data and DateTime (optional). In this case method of use will be AutoStatic,
or SingleElement if you specify capacity equal to one. Queue capacity will be
fixed and it will be enough for exact "capacity" elements.
|
| SimpleDataQueue(TimeSpan) |
Initializes a new instance of the FinAnalysis.Base.SimpleDataQueue
class that contains circle queue of Data and DateTime (optional). In this case method of use will be AutoDynamic,
Queue capacity will be dynamic and it will be enough for contain all elements on specified time period.
Using Put method with DateTime is mandatory in this case.
Note: You can give queue a hint, what initial arrays size it should use, by setting Capacity field.
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| SimpleDataQueue(Int32, Boolean) |
Initializes a new instance of the FinAnalysis.Base.SimpleDataQueue
class that contains circle queue of Data and DateTime (optional). In this case method of use will be AutoStatic,
or SingleElement if you specify capacity equal to one. Queue capacity will be
fixed and it will be enough for exact "capacity" elements.
|
| SimpleDataQueue(TimeSpan, Boolean) |
Initializes a new instance of the FinAnalysis.Base.SimpleDataQueue
class that contains circle queue of Data and DateTime. In this case method of use will be AutoDynamic,
Queue capacity will be dynamic and it will be enough for contain all elements on specified time period.
Using Put method with DateTime is mandatory in this case.
Note: You can give queue a hint, what initial arrays size it should use, by setting Capacity field.
|
| SimpleDataQueue(Int32, Boolean, Boolean) |
Initializes a new instance of the FinAnalysis.Base.SimpleDataQueue
class that contains circle queue of Data and DateTime (optional). In this case method of use will be AutoStatic,
or SingleElement if you specify capacity equal to one. Queue capacity will be
fixed and it will be enough for exact "capacity" elements.
|
| SimpleDataQueue(TimeSpan, Boolean, Boolean) |
Initializes a new instance of the FinAnalysis.Base.SimpleDataQueue
class that contains circle queue of Data and DateTime. In this case method of use will be AutoDynamic,
Queue capacity will be dynamic and it will be enough for contain all elements on specified time period.
Using Put method with DateTime is mandatory in this case.
Note: You can give queue a hint, what initial arrays size it should use, by setting Capacity field.
|
Properties| Name | Description | |
|---|---|---|
 | ArithmeticMean |
Get Arithmetic Mean.
http://en.wikipedia.org/wiki/Average#Arithmetic_mean
|
| Capacity |
Set or Get queue capacity (number of elements it can store) or size of sliding window if it is AutoStatic queue.
Note: if for non time period auto queue, you specify capacity equal to one then queue switch to SingleElement mode.
Note: if for non time period auto queue, you specify capacity not equal to one then queue switch to AutoStatic mode.
|
| CoefficientOfVariation |
Get Coefficient Of Variation of stored set of values.
http://en.wikipedia.org/wiki/Coefficient_of_variation
|
| Count |
Get the number of elements stored in container.
|
| ExpectedValue |
Get estimation of distribution's Expected Value.
http://en.wikipedia.org/wiki/Expected_value
|
| First |
Get first(oldest) data element stored in container.
Note: if there is not elements in queue it returns DefaultValue.
|
| FirstDateTime |
Get first(oldest) data element DateTime stored in container.
Note: if there is not elements in queue it returns DefaltDateTime.
|
| FirstRawMoment |
Get estimation of distribution's First Raw Moment.
http://en.wikipedia.org/wiki/Moment_(mathematics)
|
| HighPrecision |
Calculate separate statistics on non-overlapped windows and update it on the window boundary for calculation error minimization at the cost of small performance decrease.
|
| Initialized |
This flag is set if and only if queue has already initialized (you already add something to it).
Note: you don't have to change Period or Capacity if queue already initialized.
|
| ItemDateTime |
Return historically latest element with smaller or equal DateTime.
Note: do not try to use this method if you didn't specify DateTime to data elements.
|
| ItemInt32 |
Get data which was store "index" steps ago.
|
| Last |
Get last data element stored in container.
Note: if there is not elements in queue it returns DefaultValue.
|
| LastDateTime |
Get last data element DateTime stored in container.
Note: if there is not elements in queue it returns DefaltDateTime.
|
| ManualUpdateFactor |
Update factor on statistics calculation in high precision mode in queue ManualControl mode operation.
Every PutLast, PutFirst, RemoveLast, RemoveFirst operation is counted (as manualCount variable in next equation).
When manualCount become greater then queue.Count * ManualUpdateFactor the statistics data are recalculated
by the raw data.
For example suppose ManualUpdateFactor if equal 3.
First of all you have put 100 elements in queue. Than you have removed 50 elements from the queue.
So the manualCount = 100 + 50, and queue.Count = 50.
So on the next remove operation the manualCount becomes greater than queue.Count * ManualUpdateFactor and
statistics will be recalculated.
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| NeedDateTime |
This flag is set if and only if queue need DateTime to be specified for data elements, which you intend to add.
|
| Period |
Set or Get time period, how long container will save elements (For AutoDynamic queue).
Note: As soon as you specify Time Period queue switch to Auto Dynamic mode.
|
| Previous |
Get previous data element stored in container.
Note: if there is such not elements in queue it returns DefaltValue.
|
| QuadraticMean |
Get Quadratic Mean.
http://en.wikipedia.org/wiki/Quadratic_mean
|
| Ready |
Ready flag is set if and only if queue contain something.
|
| SecondCentralMoment |
Get estimation of distribution's Second Central Moment.
http://en.wikipedia.org/wiki/Central_moment
|
| SecondRawMoment |
Get estimation of distribution's Second Raw Moment.
http://en.wikipedia.org/wiki/Moment_(mathematics)
|
| StandardDeviation |
Get distribution's Standard Deviation, same as StandardDeviationPopulation.
http://en.wikipedia.org/wiki/Standard_Deviation
|
| StandardDeviationPopulation |
Get distribution's Standard Deviation.
http://en.wikipedia.org/wiki/Standard_Deviation
|
| StandardDeviationSample |
Get estimation of distribution's Standard Deviation.
http://en.wikipedia.org/wiki/Standard_Deviation
|
| Sum |
Get sum of values stored in the set.
|
| SumOfAbsoluteValues |
Get sum of absolute values stored in the set.
|
| SumOfSquares |
Returns sum of squares.
|
| Type |
Return type of queue:
SingleElement: Queue store only one single element. (Useful as default method for indicators history storing)
ManualControl: Support all typical operations specific to Dequeue. (Useful for some custom work).
AutoStatic: Store all elements in sliding window specified by number elements to store. Automatically drop element when it out of the window.
AutoDynamic: Store all elements in sliding window specified by time period. Automatically drop element when it out of the window.
|
| Variance |
Get distribution's Variance, same as VariancePopulation.
http://en.wikipedia.org/wiki/Variance
|
| VariancePopulation |
Get distribution's Variance.
http://en.wikipedia.org/wiki/Variance
|
| VarianceSample |
Get estimation distribution's Variance.
http://en.wikipedia.org/wiki/Variance
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Methods| Name | Description | |
|---|---|---|
| Clone |
Makes full copy of this instance.
|
| CopyTo |
Sets internal state to destination object.
|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetEnumerator |
Returns an enumerator that iterates through a collection.
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| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetIndexByTime |
Get offset index of element by element time.
If there no element with such time, we return latest element with time smaller than specified.
If we can't find valid index, we return -1.
|
| GetTimeByIndex |
Return time associated with specified point.
|
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| Put(Double) |
Store new data element in queue. This method for static automatic managed or single queue.
Do not call it for manually managed queue or dynamic automatic queue (ManualControl, AutoDynamic types).
Note: Please do not use both with and without DateTime method for one queue instance.
|
| Put(Double, DateTime) |
Stores new data element in queue. This method for automatic managed or single element queue.
Do not call it for manually managed queue or dynamic automatic queue (ManualControl type).
Note: Please do not use both with and without DateTime method for one queue instance.
|
| PutFirst(Double) |
Store new data element on first position in queue. This method for manual queue.
Do not call it for automatic managed queue or single element queue (SingleElement, AutoDynamic, AutoStatic type).
Note: Please do not use both with and without DateTime method for one queue instance.
|
| PutFirst(Double, DateTime) |
Store new data element on first position in queue. This method for manual queue.
Do not call it for automatic managed queue or single element queue (SingleElement, AutoDynamic, AutoStatic type).
Note: Please do not use both with and without DateTime method for one queue instance.
|
| PutLast(Double) |
Store new data element on last position in queue. This method for manual queue.
Do not call it for automatic managed queue or single element queue (SingleElement, AutoDynamic, AutoStatic type).
Note: Please do not use both with and without DateTime method for one queue instance.
|
| PutLast(Double, DateTime) |
Store new data element on last position in queue. This method for manual queue.
Do not call it for automatic managed queue or single element queue (SingleElement, AutoDynamic, AutoStatic type).
Note: Please do not use both with and without DateTime method for one queue instance.
|
| RemoveFirst |
Remove data element from first position in queue. This method for manual queue.
Do not call it for automatic managed queue or single element queue (SingleElement, AutoDynamic, AutoStatic type).
Note: Please do not use both with and without DateTime method for one queue instance.
|
| RemoveLast |
Remove data element from last position in queue. This method for manual queue.
Do not call it for automatic managed queue or single element queue (SingleElement, AutoDynamic, AutoStatic type).
Note: Please do not use both with and without DateTime method for one queue instance.
|
| RemoveOnPopDelegate |
Remove delegate that will be invoked every time a new element is dequeued.
|
| RemoveOnPushDelegate |
Remove delegate that will be invoked every time a new element is enqueued.
|
| SetOnPopDelegate |
Set delegate that will be invoked every time a new element is dequeued.
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| SetOnPushDelegate |
Set delegate that will be invoked every time a new element is enqueued.
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| SetQueueListener |
Set listener to queue capacity. Queue will call OnPop method every time, when queue drop some element.
And OnPush method, when queue store element. Do not use listener with single element queue.
Queue support any number of listeners.
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| ToArray |
Copies the elements of the SimpleDataQueue to a new array.
|
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
Fields| Name | Description | |
|---|---|---|
  | DefaultDateTime |
Default DateTime, which will be assumed as default date value.
|
| DefaultValue |
Default value, which will be returned for invalid request or request for empty queue.
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See Also