BaseTickPortfolioIndicatorT Class |
Abstract class for tick data portfolio indicators. Uses portfolio tick data (trade prices, volumes) for calculation.
Can store several values per serie.
Inheritance HierarchySystemObject
FinAnalysis.BaseHistoryMultipleDataQueueT
FinAnalysis.BaseBasePortfolioT
FinAnalysis.BaseBasePortfolioIndicatorT
FinAnalysis.BaseBaseTickPortfolioIndicatorT
FinAnalysis.BaseHistoryMultipleDataQueueT
FinAnalysis.BaseBasePortfolioT
FinAnalysis.BaseBasePortfolioIndicatorT
FinAnalysis.BaseBaseTickPortfolioIndicatorT
Namespace: FinAnalysis.Base
Assembly: FinAnalysis.Base (in FinAnalysis.Base.dll) Version: 2.1.13-cc97e13414b71fde928e8f3a546ac1daf26f295f
SyntaxC#
public abstract class BaseTickPortfolioIndicator<T> : BasePortfolioIndicator<T> where T : new()
Type Parameters
- T
- Type of indicators value. Indicator stores result value for each serie. Note: Indicator history stores array of elements of this type. It can store several values per serie. Note: T must has default public constructor.
The BaseTickPortfolioIndicatorT type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | First |
Get first(oldest) data element stored in container.
Note: if there is not elements in queue it returns DefaltValue.
(Inherited from HistoryMultipleDataQueueT.) |
| FirstDateTime |
Get first(oldest) data element DateTime stored in container.
Note: if there is not elements in queue it returns DefaltDateTime.
(Inherited from HistoryMultipleDataQueueT.) |
| HistoryCapacity |
Set or Get indicator's history capacity. Do not set capacity for indicator if you already add data to it.
If indicators HistoryTimeManaged flag is set, this value equal to volume of buffers.
If indicators HistoryTimeManaged flag is not set, than indicator store exact HistoryCapacity its values.
(Inherited from BasePortfolioT.) |
| HistoryCount |
Count of indicators values in indicator history.
(Inherited from BasePortfolioT.) |
| HistoryTimeManaged |
Indicates whether indicator safe it's history on time period or store specified values count.
(Inherited from BasePortfolioT.) |
| HistoryTimePeriod |
Set or Get time period, how long indicator save it's value. Do not set history period for indicator if you already add data to it.
If you specify indicators HistoryTimePeriod, then indicators HistoryTimeManaged flag will be set.
Indicator try to store all of its values on specified HistoryTimePeriod.
(Inherited from BasePortfolioT.) |
| IndicatorNeedDateTime |
Equal true if user have to specify DateTime in Add method.
(Inherited from BasePortfolioT.) |
| ItemDateTime, Int32 |
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.
(Inherited from HistoryMultipleDataQueueT.) |
| ItemInt32, Int32 |
Get data which was store "index" steps ago.
(Inherited from HistoryMultipleDataQueueT.) |
| Last |
Get last data element stored in container.
Note: if there is not elements in queue it returns DefaltValue.
(Inherited from HistoryMultipleDataQueueT.) |
| LastDateTime |
Get last data element DateTime stored in container.
Note: if there is not elements in queue it returns DefaltDateTime.
(Inherited from HistoryMultipleDataQueueT.) |
| Ready |
Ready flag is set if and only if queue contain something.
(Inherited from BasePortfolioT.) |
| Stable |
Flag is set if and only if indicators values is stable.
(Inherited from BasePortfolioT.) |
| ValidationStrategy |
Indicate what we must do with invalid input values.
(Inherited from BasePortfolioT.) |
| Value |
Returns value of indicator. For indicators which has more than one value, it returns a slice.
(Inherited from BasePortfolioT.) |
Methods| Name | Description | |
|---|---|---|
 | Add(Double, Double) |
Add multiple data (trade prices and volumes for all series) to indicator.
Note: Do Not use methods with and without DateTime for same instance.
Also do not call this method for indicators which need datetime for calculation it's value.
To determine do you need to specify DateTime, see IndicatorNeedDateTime flag.
|
| Add(Double, Double, DateTime) |
Add multiple data (trade prices, volumes for all series and DateTime) to indicator.
Note: Do Not use methods with and without DateTime for same instance.
Note: if you specify time = DefaultTime then method ignore this parameter and call add with out time.
To determine do you need to specify DateTime, see IndicatorNeedDateTime flag.
|
| Add(Int32, Double, Double) |
Add single data (trade price and volume for specific series) to indicator.
Note: Do Not use methods with and without DateTime for same instance.
Also do not call this method for indicators which need datetime for calculation it's value.
To determine do you need to specify DateTime, see IndicatorNeedDateTime flag.
|
| Add(Int32, Double, Double, DateTime) |
Add single data (trade price, volume for specific series and DateTime) to indicator.
Note: Do Not use methods with and without DateTime for same instance.
Note: if you specify time = DefaultTime then method ignore this parameter and call add with out time.
To determine do you need to specify DateTime, see IndicatorNeedDateTime flag.
|
| Clone |
Makes full copy of this instance.
(Inherited from BasePortfolioT.) |
| CopyTo(Object) |
Sets internal state to destination object.
(Inherited from BasePortfolioT.) |
| CopyTo(Object, IL_Clone) |
Gets internal state from source object.
(Inherited from BasePortfolioT.) |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| FixTime |
Notify indicator that all data for specifed time was added.
Use this method with add by index.
|
| 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.
(Inherited from HistoryMultipleDataQueueT.) |
| GetTimeByIndex |
Return time associated with specified point.
(Inherited from HistoryMultipleDataQueueT.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| SetOnPopDelegate |
Set delegate that will be invoked every time a new element is dequeued.
(Inherited from HistoryMultipleDataQueueT.) |
| SetOnPushDelegate |
Set delegate that will be invoked every time a new element is enqueued.
(Inherited from HistoryMultipleDataQueueT.) |
| 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.
(Inherited from HistoryMultipleDataQueueT.) |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also