QuantConnect.SeriesSampler Class Reference

A type capable of taking a chart and resampling using a linear interpolation strategy More...

Public Member Functions
	SeriesSampler (TimeSpan resolution)
	Creates a new SeriesSampler to sample Series data on the specified resolution More...
virtual BaseSeries	Sample (BaseSeries series, DateTime start, DateTime stop, bool truncateValues=false)
	Samples the given series More...
Dictionary< string, Chart >	SampleCharts (IDictionary< string, Chart > charts, DateTime start, DateTime stop)
	Samples the given charts More...
Chart	SampleChart (Chart chart, DateTime start, DateTime stop)
	Samples the given chart More...

Static Protected Member Functions
static ? decimal	Interpolate (decimal x0, decimal? y0, decimal x1, decimal? y1, decimal xTarget, decimal step)
	Linear interpolation used for sampling More...
static T	GetIdentitySeries< T > (T sampled, T series, DateTime start, DateTime stop, bool truncateValues)
	Gets the identity series, this is the series with no sampling applied. More...

Properties
TimeSpan	Step [get, set]
	The desired sampling resolution More...
bool	SubSample = true [get, set]
	True if sub sampling is enabled, if false only subsampling will happen More...

Detailed Description

A type capable of taking a chart and resampling using a linear interpolation strategy

Definition at line 27 of file SeriesSampler.cs.

Constructor & Destructor Documentation

SeriesSampler()

QuantConnect.SeriesSampler.SeriesSampler

(

TimeSpan

resolution

)

Creates a new SeriesSampler to sample Series data on the specified resolution

Parameters

resolution

The desired sampling resolution

Definition at line 43 of file SeriesSampler.cs.

Member Function Documentation

Sample()

virtual BaseSeries QuantConnect.SeriesSampler.Sample ( BaseSeries  series, DateTime  start, DateTime  stop, bool  truncateValues = false  )

virtual

Samples the given series

Parameters

series	The series to be sampled
start	The date to start sampling, if before start of data then start of data will be used
stop	The date to stop sampling, if after stop of data, then stop of data will be used
truncateValues	True will truncate values to integers

Returns

The sampled series

Definition at line 56 of file SeriesSampler.cs.

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SampleCharts()

Dictionary<string, Chart> QuantConnect.SeriesSampler.SampleCharts	(	IDictionary< string, Chart >	charts,
		DateTime	start,
		DateTime	stop
	)

Samples the given charts

Parameters

charts	The charts to be sampled
start	The date to start sampling
stop	The date to stop sampling

Returns

The sampled charts

Definition at line 88 of file SeriesSampler.cs.

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SampleChart()

Chart QuantConnect.SeriesSampler.SampleChart	(	Chart	chart,
		DateTime	start,
		DateTime	stop
	)

Samples the given chart

Parameters

chart	The chart to be sampled
start	The date to start sampling
stop	The date to stop sampling

Returns

The sampled chart

Definition at line 105 of file SeriesSampler.cs.

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Interpolate()

static ? decimal QuantConnect.SeriesSampler.Interpolate ( decimal  x0, decimal?  y0, decimal  x1, decimal?  y1, decimal  xTarget, decimal  step  )

staticprotected

Linear interpolation used for sampling

Definition at line 358 of file SeriesSampler.cs.

GetIdentitySeries< T >()

static T QuantConnect.SeriesSampler.GetIdentitySeries< T > ( T  sampled, T  series, DateTime  start, DateTime  stop, bool  truncateValues  )

staticprotected

Gets the identity series, this is the series with no sampling applied.

Type Constraints

T

:

BaseSeries

Definition at line 454 of file SeriesSampler.cs.

Property Documentation

Step

TimeSpan QuantConnect.SeriesSampler.Step

getsetprotected

The desired sampling resolution

Definition at line 32 of file SeriesSampler.cs.

SubSample

bool QuantConnect.SeriesSampler.SubSample = true

getset

True if sub sampling is enabled, if false only subsampling will happen

Definition at line 37 of file SeriesSampler.cs.

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The documentation for this class was generated from the following file:

• Common/SeriesSampler.cs