QuantConnect.Indicators.Variance Class Reference
This indicator computes the n-period population variance. More...
Inheritance diagram for QuantConnect.Indicators.Variance:
Public Member Functions | |
| Variance (int period) | |
| Initializes a new instance of the Variance class using the specified period. More... | |
| Variance (string name, int period) | |
| Initializes a new instance of the Variance class using the specified name and period. More... | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
 Public Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
Public Attributes | |
| int | WarmUpPeriod => Period |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
| Public Attributes inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| int | Period |
| Gets the period of this window indicator More... | |
| override bool | IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
| virtual int | WarmUpPeriod |
| Required period, in data points, to the indicator to be ready and fully initialized More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IReadOnlyWindow< IndicatorDataPoint > window, IndicatorDataPoint input) |
| Computes the next value of this indicator from the given state More... | |
| Protected Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| WindowIndicator (string name, int period) | |
| Initializes a new instance of the WindowIndicator class More... | |
| override decimal | ComputeNextValue (T input) |
| Computes the next value of this indicator from the given state More... | |
| abstract decimal | ComputeNextValue (IReadOnlyWindow< T > window, T input) |
| Computes the next value for this indicator from the given state. More... | |
Additional Inherited Members | |
| Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
Detailed Description
This indicator computes the n-period population variance.
Definition at line 23 of file Variance.cs.
Constructor & Destructor Documentation
◆ Variance() [1/2]
| QuantConnect.Indicators.Variance.Variance | ( | int | period | ) |
Initializes a new instance of the Variance class using the specified period.
- Parameters
-
period The period of the indicator
Definition at line 32 of file Variance.cs.
◆ Variance() [2/2]
| QuantConnect.Indicators.Variance.Variance | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the Variance class using the specified name and period.
- Parameters
-
name The name of this indicator period The period of the indicator
Definition at line 42 of file Variance.cs.
Member Function Documentation
◆ ComputeNextValue()
|
protected |
Computes the next value of this indicator from the given state
- Parameters
-
input The input given to the indicator window The window for the input history
- Returns
- A new value for this indicator
Definition at line 58 of file Variance.cs.
◆ Reset()
| override void QuantConnect.Indicators.Variance.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 84 of file Variance.cs.
Here is the caller graph for this function:
Member Data Documentation
◆ WarmUpPeriod
| int QuantConnect.Indicators.Variance.WarmUpPeriod => Period |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 50 of file Variance.cs.
The documentation for this class was generated from the following file:
- Indicators/Variance.cs
