BasePortfolioIndicatorT Class |
Abstract class for all portfolio indicators. Can store several values per serie.
Contains data for input validation strategy and portfolio absence strategies.
Inheritance HierarchySystemObject
FinAnalysis.BaseHistoryMultipleDataQueueT
FinAnalysis.BaseBasePortfolioT
FinAnalysis.BaseBasePortfolioIndicatorT
FinAnalysis.BaseBaseBarPortfolioIndicatorT
FinAnalysis.BaseBaseSimplePortfolioIndicatorT
FinAnalysis.BaseBaseTickPortfolioIndicatorT
FinAnalysis.BaseBaseTwoSetsPortfolioIndicatorT
FinAnalysis.BaseHistoryMultipleDataQueueT
FinAnalysis.BaseBasePortfolioT
FinAnalysis.BaseBasePortfolioIndicatorT
FinAnalysis.BaseBaseBarPortfolioIndicatorT
FinAnalysis.BaseBaseSimplePortfolioIndicatorT
FinAnalysis.BaseBaseTickPortfolioIndicatorT
FinAnalysis.BaseBaseTwoSetsPortfolioIndicatorT
Namespace: FinAnalysis.Base
Assembly: FinAnalysis.Base (in FinAnalysis.Base.dll) Version: 2.1.13-cc97e13414b71fde928e8f3a546ac1daf26f295f
SyntaxC#
public abstract class BasePortfolioIndicator<T> : BasePortfolio<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 BasePortfolioIndicatorT 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 | |
|---|---|---|
 | 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.) |
| 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