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FinAnalysis.Base Namespace

The FinAnalysis.Base namespace contains base classes for technical indicators.
Classes
  ClassDescription
Public classBaseBarIndicator<T>
Abstract class. Represents a base bar indicator. (like Atr)
Public classBaseBarMultipleValueIndicator<T>
Abstract class for all multiple value bar indicators. Uses bar data (OHLCV) for calculation. Stores array of values per observation.
Public classBaseBarPortfolioIndicator<T>
Abstract class for bar portfolio indicators. Uses portfolio bar data (double[] open, high, low, close, volume) for calculation. Can store several values per serie.
Public classBaseDateTimeIndicator<T>
Base class for indicators that accepts DateTime only.
Public classBaseIndicator<T>
Abstract class for all instrument indicators.
Public classBaseInstrumentIndicator<T>
Abstract class for all single series indicators. Contains resampling and trade signal.
Public classBaseMultipleValue<T>
Abstract class for all multiple value indicators. Stores array of values per observation.
Public classBaseMultipleValueIndicator<T>
Abstract class for all multiple value indicators. Stores array of values per observation. Contains resampling and trade signal.
Public classBasePortfolio<T>
Abstract class for all portfolio indicators. Can store several values per serie.
Public classBasePortfolioIndicator<T>
Abstract class for all portfolio indicators. Can store several values per serie. Contains data for input validation strategy and portfolio absence strategies.
Public classBaseSimpleIndicator<T>
Abstract class. Represents a base simple indicator (like Sma).
Public classBaseSimpleMultipleValueIndicator<T>
Abstract class for all multiple value single serie indicators. Uses double value for calculation. Stores array of values per observation.
Public classBaseSimplePortfolioIndicator<T>
Abstract class for single portfolio indicators. Uses portfolio value (double[]) for calculation. Can store several values per serie.
Public classBaseTickIndicator<T>
Abstract class. Represents a base tick data indicator.
Public classBaseTickMultipleValueIndicator<T>
Abstract class for all multiple value tick data indicators. Uses tick data (trade price, volume) for calculation. Stores array of values per observation.
Public classBaseTickPortfolioIndicator<T>
Abstract class for tick data portfolio indicators. Uses portfolio tick data (trade prices, volumes) for calculation. Can store several values per serie.
Public classBaseTransformation<T>
Abstract class. Represents a transformation for indicator (Resampling, 1st Diff etc).
Public classBaseTwoSeriesIndicator<T>
Abstract class. Represents a base two series indicator (like Envelope or Moving Correlation Coefficient).
Public classBaseTwoSeriesMultipleValueIndicator<T>
Abstract class for all multiple value two series indicators. Uses two double values for calculation. Stores array of values per observation.
Public classBaseTwoSetsPortfolioIndicator<T>
Abstract class for two series portfolio indicators. Uses two portfolio values (double[], double[]) for calculation. Can store several values per serie.
Public classCloning
Cloning routines.
Public classConstructorAttribute
Attribute for indicator's constructor.
Public classHistoryDataQueue<T>
Represents a generic dynamic circle queue. 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 supports direct access to element. Using two indexers: by index (int) and by time (DateTime). All methods have 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 stores or drops element.
Public classHistoryMultipleDataQueue<T>
Represents a generic dynamic circled queue which stores several values for one observation. It has several modes which are described below. 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 supports direct access to element. Using two indexers: by index (int) and by time (DateTime). All methods have 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 stores or drops element.
Public classIL_Clone
Contains cloning logic.
Public classIndicatorAttribute
Attribute for indicator.
Public classIndicatorCategoryAttribute
Attribute that marks indicator's category.
Public classInputPropertyAttribute
Attribute for some input values that defines indicator's behavior.
Public classMinMaxQueue
Represents a dynamic circle queue for finding Min value on sliding window.
Public classOutputPropertyAttribute
Attribute for output values of indicators.
Public classParameterAttribute
Attribute for constructor parameter.
Public classSimpleDataQueue
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.
Public classStatAccumulator
Statistics accumulator helper class suitable for infinite statistics aggregation.
Public classStatCollection
The base class for statistic calculation.
Public classStatDeque
Statistics calculation double ended queue.
Public classStatQueue
Statistics calculation queue.
Public classStatQueueIterator
The iterator for the StatQueue.
Public classStatSet
Statistic calculation set.
Public classStatSetIterator
The iterator for the StatSet.
Public classStatWindow
Statistical analysis window class.
Public classTimeSeriesDataQueue<T>
Represents a generic dynamic circled queue. 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 derect access to element. Using two indexers: by index (int) and by time (DateTime). All method has two version, with and without DateTime paramaeter. 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.
Public classUltimateSummator
Special summator class, for calculation optimization. It can be useful for fast calculation sum in various periods in sliding window.
Structures
  StructureDescription
Public structureDoubleDateTimePair
Value+Time holder.
Interfaces
  InterfaceDescription
Public interfaceIAverager
Represents an interface of average indicator. All averages must implement this interface. It may be useful for indicators which support user defined averaging method (for example Atr) .
Public interfaceIBarIndicator
Charting inerface for bar instrument indicator.
Public interfaceIBarTradeSignal
Represents an interface of bar trade indicator (which generate some trade signal).
Public interfaceIBaseIndicator
Generic charting interface for indicator.
Public interfaceICloseSignal
Represents an interface of some object which implements close position signal.
Public interfaceIDataQueue<T>
Represents a generic automatic dynamic circle queue interface.
Public interfaceIDataQueueListener<T>
Represents an interface of IDataQueue event Listener. Listner can be set to paricular IDataQueue by calling SetListener method.
Public interfaceIDateTimeIndicator
Charting interface for DateTime only based indicator.
Public interfaceIIndicator
Summary description for IIndicator.
Public interfaceIMarketSignal
This variation of ITradeSignal is used in genes
Public interfaceIPortfolioBarIndicator
Charting interface for bar portfolio indicator.
Public interfaceIPortfolioDataQueueListener<T>
Represents an interface of IDataQueue event Listener. Listner can be set to paricular IDataQueue by calling SetListener method.
Public interfaceIPortfolioSimpleIndicator
Charting interface for simple portfolio indicator.
Public interfaceIPortfolioTickIndicator
Charting interface for tick portfolio indicator.
Public interfaceIPortfolioTwoSetsIndicator
Charting interface for two sets portfolio indicator.
Public interfaceISimpleIndicator
Charting interface for simple instrument indicator.
Public interfaceISimpleTradeSignal
Represents an interface of simple trade indicator (which generate some trade signal).
Public interfaceITickIndicator
Charing interface for tick instrument indicator.
Public interfaceITickTradeSignal
Represents an interface of tick trade indicator (which generate some trade signal).
Public interfaceITradeSignal
Represents an interface of some object which implement trade signal.
Public interfaceITwoSeriesIndicator
Charting interface for two series instrument indicator
Public interfaceITwoSeriesTradeSignal
Represents an interface of bar trade indicator (which generate some trade signal).
Delegates
  DelegateDescription
Public delegateHistoryDataQueue<T>.OnPopDelegate
HistoryDataQueue will call OnPop every time, when queue drops some element.
Public delegateHistoryDataQueue<T>.OnPushDelegate
HistoryDataQueue will call OnPush every time, when queue stores some element.
Public delegateHistoryMultipleDataQueue<T>.OnPopDelegate
HistoryMultipleDataQueue will call OnPop every time, when queue drops some element.
Public delegateHistoryMultipleDataQueue<T>.OnPushDelegate
HistoryMultipleDataQueue will call OnPush every time, when queue stores some element.
Public delegateIL_Clone.ConstructDelegate
Constructs object of designated type.
Public delegateIL_Clone.CopyDelegate
Performs copy from source to destination.
Public delegateIL_Clone.ModifyDelegate
Modifies delegate. Substitutes all references from map to mapped values.
Public delegateSimpleDataQueue.OnPopDelegate
SimpleDataQueue will call OnPop every time, when queue drops some element.
Public delegateSimpleDataQueue.OnPushDelegate
SimpleDataQueue will call OnPush every time, when queue store some element.
Enumerations
  EnumerationDescription
Public enumerationChartPlacement
Placement of the chart for each value of the indicator.
Public enumerationIndicatorCategory
Category of technical indicator.
Public enumerationInputValidationStrategy
Indicate what we must do with invalid input values.
Public enumerationMinMaxQueue.MinOrMax
Type of MinMaxQueue
Public enumerationPortfolioAbsenceStrategy
Indicate what to do if series hasn't values on some update period.
Public enumerationQueueType
This is Queue method of work. AutoDynamic: Store all elements in sliding window specified by time period. Automatically drop element when it out of the window.
Public enumerationResamplingType
Method of resampling type.
Public enumerationSignalType
Characterize indicator trade signal values range and meaning.
Public enumerationSimpleAggregationType
Indicates how simple portfolio indicator need data to be aggregated.
Public enumerationTickAggregationType
Indicates how tick portfolio indicator need data to be aggregated.
Public enumerationValueDelayType
Indicate type of value delay in indicator.