Timeseries Members

Timeseries overview

Public Static (Shared) Methods

Correl	Calculate Pearson's R correlation between two time series.
RandomTimeseries	Create a Timeseries with a variable containing random values. The timestamps are daily starting on January 1st, 1970. The variable is named "Random".
RandomTimeseriesOHLC	Create a Timeseries with variables containing random values. The timestamps are daily starting on January 1st, 1970. The variable are named "Open", "High", "Low", "Close" with values having the following relationships: (1) High >= Close >= Low (2) High >= Open >= Low
Sync	Overloaded. Synchronized two time series against each other. Interpolation will take place in both time series. (See Mode8 of SyncMode).

Public Static (Shared) Operators and Type Conversions

Addition Operator	Overloaded. Add the default variable of two time series.
Timeseries to Variable Conversion	Implicit cast operator from Timeseries to Variable.

Public Instance Constructors

Timeseries

Overloaded. Initializes a new instance of the Timeseries class.

Public Instance Fields

Add	Convenient access object allowing to use the time series as both the input and output for a built-in function.
Apply	Convenient access object allowing to transform an existing variable.
Timestamps	Array of Timestamps. Accessible with index that range from 0 to Length-1 when Length >= 1

Public Instance Properties

AllowEmptyVariables	The user can choose to be notified or not by an exception when an operation did generate and empty variable because of lack of sufficient data from the inputs variables.
Close	Allows direct access to the variable named "Close". If such variable does not exist, an exception is thrown.
Default	Allows direct access the the default variable of this timeseries.
High	Allows direct access to the variable named "High". If such variable does not exist, an exception is thrown.
Interpolation	Specify how missing values are calculated on interpolation. Variable can overide this value with their own Interpolation property.
Item	Access by name to variable belonging to this Timeseries.
Length	When Length is different than zero, Length represents the range of the index [0..Length-1]
Low	Allows direct access to the variable named "Low". If such variable does not exist, an exception is thrown.
NaturalPeriod	Control the NaturalPeriod for this timeseries.
Open	Allows direct access to the variable named "Open". If such variable does not exist, an exception is thrown.
Padding	User can enable padding of a time series for the purpose to iterate on the whole range of values among all variables.
Periodicity	Specify the amount of time that are covered by each value.
SyncMode	Specify the action taken when synchronization is required when a variable is being added.
TimestampType	Control the TimestampType for this timeseries.
Volume	Allows direct access to the variable named "Volume". If such variable does not exist, an exception is thrown.

Public Instance Methods

AddVariable	Build a new named variable from an existing array of double. The first entry in the array is assumed aligned with the first timestamps that was used to build this timeseries.
ApplyTo	Select a variable to which transformation will be applied.
Aroon	Technical analysis function Aroon.
Clone	Make a deep copy of the Timeseries. The new timeseries is independent with a copy of all the variable(s) and their value(s).
ConvertBarPeriod	Overloaded. Compress or expand the "Open","High","Low","Close","Volume" and "OpenInterest" to a different periodicity. The new variables are returned in a new Timeseries.
ConvertPeriod	Overloaded. Compress or expand the default variable to a different periodicity. The new variable is returned in a new Timeseries.
CorrelValue	Return the Pearson correlation between the first two default variables.
CreateBar	Create a new timeseries with Open, High, Low, Close variables at the specified period. The input is the default vaiable. Data compression and expansion will take place when needed e.g. a variable that is of period of 1 second can be compress into hourly bar.
Delete	Delete the specified variable.
delValue	Overloaded. Delete all values at the specified dateTime.
Equals (inherited from Object)	Determines whether the specified Object is equal to the current Object.
Exist	Overloaded. Verify if a variable exist in this timeseries.
GetEnumerator	Allows to iterate the list of variable belonging to this time series.
GetHashCode (inherited from Object)	Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table.
GetType (inherited from Object)	Gets the Type of the current instance.
GetVar	Access a variable by name.
Macd	Moving Average Convergence/Divergence
Rename	Overloaded. Rename the default variable. Take note that upon rename, the variable might not be the default anymore.
Select	Allows to express concisely the creation of a new timeseries by enumerating a subset of variables of this timeseries. Example: Timeseries ts2 = ts1.Select( "Open", "Close" ); will create a new timeseries ts2 with a copy of the variable "Open" and "Close" of the timeseries ts1.
SelectInOrder	Allows to express concisely the creation of a new time series built with variables in a specific order. The variables name in the new time series are unspecified. The user can only assume that the variables names are in the proper sorted order.
SetAllVar	Add all variables from a timeseries at once. The variable name will be appended with the specified prefix.
SetVar	Overloaded. Add a variable to this time series with the specified name. If a variable of the same name already exist, it will be replaced.
Sma	Simple moving average.
ToString (inherited from Object)	Returns a String that represents the current Object.
TypPrice	Typical price. High+Low+Close/3.0;

Protected Instance Methods

Finalize (inherited from Object)	Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
MemberwiseClone (inherited from Object)	Creates a shallow copy of the current Object.

See Also

Timeseries Class | TA.Lib Namespace