The base class for any Time Seriestype indicator, containing methods common to most of such models.
More...

abstract int  WarmUpPeriod [get] 
 Required period, in data points, for the indicator to be ready and fully initialized. More...


int  WarmUpPeriod [get] 
 Required period, in data points, for the indicator to be ready and fully initialized. More...


The base class for any Time Seriestype indicator, containing methods common to most of such models.
Definition at line 24 of file TimeSeriesIndicator.cs.
◆ TimeSeriesIndicator()
QuantConnect.Indicators.TimeSeriesIndicator.TimeSeriesIndicator 
( 
string 
name  ) 


protected 
A constructor for a basic Time Series indicator.
 Parameters

name  The name of this indicator 
Definition at line 40 of file TimeSeriesIndicator.cs.
◆ DifferenceSeries()
static double [] QuantConnect.Indicators.TimeSeriesIndicator.DifferenceSeries 
( 
int 
d, 


double[] 
series, 


out double[] 
diffHeads 

) 
 

static 
Differences a time series d times.
 Parameters

series  Series to difference 
d  The differencing order 
diffHeads  "Integration" constants 
Definition at line 51 of file TimeSeriesIndicator.cs.
◆ InverseDifferencedSeries()
static double [] QuantConnect.Indicators.TimeSeriesIndicator.InverseDifferencedSeries 
( 
double[] 
series, 


double[] 
diffHeads 

) 
 

static 
◆ LaggedSeries()
static double [][] QuantConnect.Indicators.TimeSeriesIndicator.LaggedSeries 
( 
int 
p, 


double[] 
series, 


bool 
includeT = false 

) 
 

static 
Returns an array of lagged series for each of {1,...,p} lags.
 Parameters

p  Max lag order 
series  Series to calculate the lags of 
includeT  Whether or not to include t with its lags in the output array 
 Returns
 A list such that index i returns the series for i+1 lags
Definition at line 103 of file TimeSeriesIndicator.cs.
◆ CumulativeSum()
static List<double> QuantConnect.Indicators.TimeSeriesIndicator.CumulativeSum 
( 
List< double > 
series, 


bool 
reverse = false 

) 
 

static 
Returns a series where each spot is taken by the cumulative sum of all points up to and including the value at that spot in the original series.
 Parameters

series  Series to cumulatively sum over. 
reverse  Whether to reverse the series before applying the cumulative sum. 
 Returns
 Cumulatively summed series.
Definition at line 128 of file TimeSeriesIndicator.cs.
◆ _diffHeads
double [] QuantConnect.Indicators.TimeSeriesIndicator._diffHeads 

protected 
◆ WarmUpPeriod
abstract int QuantConnect.Indicators.TimeSeriesIndicator.WarmUpPeriod 

get 
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 34 of file TimeSeriesIndicator.cs.
The documentation for this class was generated from the following file: