Class CandleSample

Represents data for a candle sample

Inheritance
System.Object
TimeSeriesSampleBase
CandleSample
Inherited Members
System.Object.Equals(System.Object)
System.Object.Equals(System.Object, System.Object)
System.Object.GetHashCode()
System.Object.GetType()
System.Object.MemberwiseClone()
System.Object.ReferenceEquals(System.Object, System.Object)
System.Object.ToString()
Namespace: Azos.Financial.Market
Assembly: Azos.dll
Syntax
public class CandleSample : TimeSeriesSampleBase, ITimeSeriesSample, ITimedSample

Constructors

CandleSample()

Declaration
public CandleSample()

CandleSample(DateTime)

Declaration
public CandleSample(DateTime timeStamp)
Parameters
Type Name Description
System.DateTime timeStamp

Properties

BuyVolume

Declaration
public long BuyVolume { get; set; }
Property Value
Type Description
System.Int64

ClosePrice

Declaration
public float ClosePrice { get; set; }
Property Value
Type Description
System.Single

Count

Declaration
public int Count { get; set; }
Property Value
Type Description
System.Int32

Empty

Declaration
public bool Empty { get; }
Property Value
Type Description
System.Boolean

HighPrice

Declaration
public float HighPrice { get; set; }
Property Value
Type Description
System.Single

LowPrice

Declaration
public float LowPrice { get; set; }
Property Value
Type Description
System.Single

OpenPrice

Declaration
public float OpenPrice { get; set; }
Property Value
Type Description
System.Single

SellVolume

Declaration
public long SellVolume { get; set; }
Property Value
Type Description
System.Int64

TimeSpanMs

Timespan in MS that this candle covers, may not be always needed

Declaration
public long TimeSpanMs { get; set; }
Property Value
Type Description
System.Int64

Methods

Add(Single, Int64)

Add a price to current candle sample

Declaration
public void Add(float price, long qty = 0L)
Parameters
Type Name Description
System.Single price

Price to be added
System.Int64 qty

Quantity to be added. Use positive values for Buy-side quantity and negative for Sell-side quantity

AggregateSample(CandleSample)

Declaration
public void AggregateSample(CandleSample sample)
Parameters
Type Name Description
CandleSample sample

AggregateSample(ITimeSeriesSample)

Declaration
public override void AggregateSample(ITimeSeriesSample sample)
Parameters
Type Name Description
ITimeSeriesSample sample
Overrides

GenerateRandom(Int32, DateTime, Int32, Int32, Int32, Int32, Single)

Generates random market candle stream

Declaration
public static CandleSample[] GenerateRandom(int count, DateTime startDate, int msInterval, int msIntervalDeviation, int priceDirChangeEvery, int priceChangeAccel, float currentMidPrice)
Parameters
Type Name Description
System.Int32 count
System.DateTime startDate
System.Int32 msInterval
System.Int32 msIntervalDeviation
System.Int32 priceDirChangeEvery
System.Int32 priceChangeAccel
System.Single currentMidPrice
Returns
Type Description
CandleSample[]

MakeAggregateInstance()

Declaration
public override ITimeSeriesSample MakeAggregateInstance()
Returns
Type Description
ITimeSeriesSample
Overrides

Replace(CandleSample)

Declaration
public void Replace(CandleSample sample)
Parameters
Type Name Description
CandleSample sample

Implements

Extension Methods