TSLab.Script.TradeStatistics Class Reference

Inheritance diagram for TSLab.Script.TradeStatistics:

Public Member Functions
	TradeStatistics (string id, string stateId, ITradeHistogramsCache tradeHistogramsCache, TimeFrameKind timeFrameKind, TimeSpan timeFrame, TimeFrameUnit timeFrameUnit, TimeSpan topTimeFrame)
TimeFrameUnit	GetTimeFrameUnit ()
override ITradeHistogram	GetLastHistogram ()
Public Member Functions inherited from TSLab.Script.BaseTradeStatistics< TradeHistogramSettings >
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)
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)

Public Attributes
override bool	HasStaticTimeline => m_histogramSettings.TimeFrameKind == TimeFrameKind.FromMidnightToNow
TimeSpan	TimeFrameShift => TimeSpan.Zero
Public Attributes inherited from TSLab.Script.BaseTradeStatistics< TradeHistogramSettings >
ITradeHistogramsCache	TradeHistogramsCache
double	PriceStep

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

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