FinAnalysis.Base Namespace |
The FinAnalysis.Base namespace contains base classes for technical indicators.
Classes| Class | Description | |
|---|---|---|
 | BaseBarIndicator<T> |
Abstract class. Represents a base bar indicator. (like Atr)
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| BaseBarMultipleValueIndicator<T> |
Abstract class for all multiple value bar indicators. Uses bar data (OHLCV) for calculation.
Stores array of values per observation.
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| BaseBarPortfolioIndicator<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.
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| BaseDateTimeIndicator<T> |
Base class for indicators that accepts DateTime only.
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| BaseIndicator<T> |
Abstract class for all instrument indicators.
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| BaseInstrumentIndicator<T> |
Abstract class for all single series indicators. Contains resampling and trade signal.
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| BaseMultipleValue<T> |
Abstract class for all multiple value indicators. Stores array of values per observation.
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| BaseMultipleValueIndicator<T> |
Abstract class for all multiple value indicators. Stores array of values per observation. Contains resampling and trade signal.
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| BasePortfolio<T> |
Abstract class for all portfolio indicators. Can store several values per serie.
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| BasePortfolioIndicator<T> |
Abstract class for all portfolio indicators. Can store several values per serie.
Contains data for input validation strategy and portfolio absence strategies.
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| BaseSimpleIndicator<T> |
Abstract class. Represents a base simple indicator (like Sma).
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| BaseSimpleMultipleValueIndicator<T> |
Abstract class for all multiple value single serie indicators. Uses double value for calculation.
Stores array of values per observation.
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| BaseSimplePortfolioIndicator<T> |
Abstract class for single portfolio indicators. Uses portfolio value (double[]) for calculation.
Can store several values per serie.
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| BaseTickIndicator<T> |
Abstract class. Represents a base tick data indicator.
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| BaseTickMultipleValueIndicator<T> |
Abstract class for all multiple value tick data indicators. Uses tick data (trade price, volume) for calculation.
Stores array of values per observation.
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| BaseTickPortfolioIndicator<T> |
Abstract class for tick data portfolio indicators. Uses portfolio tick data (trade prices, volumes) for calculation.
Can store several values per serie.
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| BaseTransformation<T> |
Abstract class. Represents a transformation for indicator (Resampling, 1st Diff etc).
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| BaseTwoSeriesIndicator<T> |
Abstract class. Represents a base two series indicator (like Envelope or Moving Correlation Coefficient).
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| BaseTwoSeriesMultipleValueIndicator<T> |
Abstract class for all multiple value two series indicators. Uses two double values for calculation.
Stores array of values per observation.
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| BaseTwoSetsPortfolioIndicator<T> |
Abstract class for two series portfolio indicators. Uses two portfolio values (double[], double[]) for calculation.
Can store several values per serie.
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| Cloning |
Cloning routines.
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| ConstructorAttribute |
Attribute for indicator's constructor.
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| HistoryDataQueue<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.
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| HistoryMultipleDataQueue<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.
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| IL_Clone |
Contains cloning logic.
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| IndicatorAttribute |
Attribute for indicator.
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| IndicatorCategoryAttribute |
Attribute that marks indicator's category.
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| InputPropertyAttribute |
Attribute for some input values that defines indicator's behavior.
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| MinMaxQueue |
Represents a dynamic circle queue for finding Min value on sliding window.
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| OutputPropertyAttribute |
Attribute for output values of indicators.
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| ParameterAttribute |
Attribute for constructor parameter.
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| SimpleDataQueue |
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.
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| StatAccumulator |
Statistics accumulator helper class suitable for infinite statistics aggregation.
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| StatCollection |
The base class for statistic calculation.
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| StatDeque |
Statistics calculation double ended queue.
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| StatQueue |
Statistics calculation queue.
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| StatQueueIterator |
The iterator for the StatQueue.
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| StatSet |
Statistic calculation set.
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| StatSetIterator |
The iterator for the StatSet.
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| StatWindow |
Statistical analysis window class.
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| TimeSeriesDataQueue<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.
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| UltimateSummator |
Special summator class, for calculation optimization.
It can be useful for fast calculation sum in various periods in sliding window.
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Structures| Structure | Description | |
|---|---|---|
 | DoubleDateTimePair |
Value+Time holder.
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Interfaces| Interface | Description | |
|---|---|---|
 | IAverager |
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) .
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| IBarIndicator |
Charting inerface for bar instrument indicator.
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| IBarTradeSignal |
Represents an interface of bar trade indicator (which generate some trade signal).
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| IBaseIndicator |
Generic charting interface for indicator.
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| ICloseSignal |
Represents an interface of some object which implements close position signal.
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| IDataQueue<T> |
Represents a generic automatic dynamic circle queue interface.
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| IDataQueueListener<T> |
Represents an interface of IDataQueue event Listener.
Listner can be set to paricular IDataQueue by calling SetListener method.
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| IDateTimeIndicator |
Charting interface for DateTime only based indicator.
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| IIndicator |
Summary description for IIndicator.
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| IMarketSignal |
This variation of ITradeSignal is used in genes
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| IPortfolioBarIndicator |
Charting interface for bar portfolio indicator.
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| IPortfolioDataQueueListener<T> |
Represents an interface of IDataQueue event Listener.
Listner can be set to paricular IDataQueue by calling SetListener method.
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| IPortfolioSimpleIndicator |
Charting interface for simple portfolio indicator.
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| IPortfolioTickIndicator |
Charting interface for tick portfolio indicator.
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| IPortfolioTwoSetsIndicator |
Charting interface for two sets portfolio indicator.
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| ISimpleIndicator |
Charting interface for simple instrument indicator.
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| ISimpleTradeSignal |
Represents an interface of simple trade indicator (which generate some trade signal).
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| ITickIndicator |
Charing interface for tick instrument indicator.
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| ITickTradeSignal |
Represents an interface of tick trade indicator (which generate some trade signal).
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| ITradeSignal |
Represents an interface of some object which implement trade signal.
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| ITwoSeriesIndicator |
Charting interface for two series instrument indicator
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| ITwoSeriesTradeSignal |
Represents an interface of bar trade indicator (which generate some trade signal).
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Delegates| Delegate | Description | |
|---|---|---|
 | HistoryDataQueue<T>.OnPopDelegate |
HistoryDataQueue will call OnPop every time, when queue drops some element.
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| HistoryDataQueue<T>.OnPushDelegate |
HistoryDataQueue will call OnPush every time, when queue stores some element.
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| HistoryMultipleDataQueue<T>.OnPopDelegate |
HistoryMultipleDataQueue will call OnPop every time, when queue drops some element.
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| HistoryMultipleDataQueue<T>.OnPushDelegate |
HistoryMultipleDataQueue will call OnPush every time, when queue stores some element.
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| IL_Clone.ConstructDelegate |
Constructs object of designated type.
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| IL_Clone.CopyDelegate |
Performs copy from source to destination.
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| IL_Clone.ModifyDelegate |
Modifies delegate. Substitutes all references from map to mapped values.
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| SimpleDataQueue.OnPopDelegate |
SimpleDataQueue will call OnPop every time, when queue drops some element.
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| SimpleDataQueue.OnPushDelegate |
SimpleDataQueue will call OnPush every time, when queue store some element.
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Enumerations| Enumeration | Description | |
|---|---|---|
 | ChartPlacement |
Placement of the chart for each value of the indicator.
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| IndicatorCategory |
Category of technical indicator.
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| InputValidationStrategy |
Indicate what we must do with invalid input values.
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| MinMaxQueue.MinOrMax |
Type of MinMaxQueue
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| PortfolioAbsenceStrategy |
Indicate what to do if series hasn't values on some update period.
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| QueueType |
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.
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| ResamplingType |
Method of resampling type.
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| SignalType |
Characterize indicator trade signal values range and meaning.
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| SimpleAggregationType |
Indicates how simple portfolio indicator need data to be aggregated.
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| TickAggregationType |
Indicates how tick portfolio indicator need data to be aggregated.
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| ValueDelayType |
Indicate type of value delay in indicator.
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