TSLab.Script.LastTradeStatistics Class Reference

Inheritance diagram for TSLab.Script.LastTradeStatistics:

Public Member Functions
	LastTradeStatistics (string id, string stateId, ITradeHistogramsCache tradeHistogramsCache, TimeFrameKind timeFrameKind, TimeSpan timeFrame, TimeFrameUnit timeFrameUnit, TimeSpan timeFrameShift, TimeFrameUnit timeFrameShiftUnit)
TimeFrameUnit	GetTimeFrameUnit ()
Public Member Functions inherited from TSLab.Script.BaseTradeStatistics< LastTradeHistogramSettings >
IReadOnlyList< ITradeHistogram >	GetHistograms ()
IReadOnlyList< ITradeHistogram >	GetHistograms (int firstBarIndex, int lastBarIndex)
void	GetHistogramsBarIndexes (out int firstBarIndex, out int lastBarIndex)
IReadOnlyList< ITradeHistogramBar >	GetAggregatedHistogramBars (int barIndex)
IAggregatedHistogramBarsProvider	CreateAggregatedHistogramBarsProvider ()
virtual void	Refresh (IDataBar bar, IEnumerable< ITrade > trades)
virtual ITradeHistogram	GetLastHistogram ()
Public Member Functions inherited from TSLab.Script.IBaseTradeStatistics
IReadOnlyList< ITradeHistogram >	GetHistograms ()
IReadOnlyList< ITradeHistogram >	GetHistograms (int firstBarIndex, int lastBarIndex)
void	GetHistogramsBarIndexes (out int firstBarIndex, out int lastBarIndex)
IReadOnlyList< ITradeHistogramBar >	GetAggregatedHistogramBars (int barIndex)
IAggregatedHistogramBarsProvider	CreateAggregatedHistogramBarsProvider ()
void	Refresh (IDataBar bar, IEnumerable< ITrade > trades)
ITradeHistogram	GetLastHistogram ()

Public Attributes
override bool	HasStaticTimeline => false
Public Attributes inherited from TSLab.Script.BaseTradeStatistics< LastTradeHistogramSettings >
ITradeHistogramsCache	TradeHistogramsCache
double	PriceStep

Protected Member Functions
override IReadOnlyList< ITradeHistogram >	CalculateHistograms ()
Protected Member Functions inherited from TSLab.Script.BaseTradeStatistics< LastTradeHistogramSettings >
	BaseTradeStatistics (string id, string stateId)

Properties
TimeSpan	TimeFrameShift [get]
Properties inherited from TSLab.Script.BaseTradeStatistics< LastTradeHistogramSettings >
string	Id [get]
string	StateId [get]
abstract bool	HasStaticTimeline [get]
Properties inherited from TSLab.Script.ITradeStatistics
TimeSpan	TimeFrameShift [get]
Properties inherited from TSLab.Script.IBaseTradeStatistics
string	Id [get]
string	StateId [get]
ITradeHistogramsCache	TradeHistogramsCache [get]
bool	HasStaticTimeline [get]
double	PriceStep [get]

Additional Inherited Members
Protected Attributes inherited from TSLab.Script.BaseTradeStatistics< LastTradeHistogramSettings >
TTradeHistogramSettings	m_histogramSettings
IReadOnlyList< ITradeHistogram >	m_histograms
Static Protected Attributes inherited from TSLab.Script.BaseTradeStatistics< LastTradeHistogramSettings >
static readonly IReadOnlyList< ITradeHistogram >	s_emptyHistograms