Represents an indicator capable of predicting new values given previous data from a window. Source: https://tulipindicators.org/tsf More...

Inheritance diagram for QuantConnect.Indicators.TimeSeriesForecast:

Public Member Functions
	TimeSeriesForecast (string name, int period)
	Creates a new TimeSeriesForecast indicator with the specified period More...

	TimeSeriesForecast (int period)
	Creates a new TimeSeriesForecast indicator with the specified period More...

Public Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint >
override void	Reset ()
	Resets this indicator to its initial state More...

Protected Member Functions
override decimal	ComputeNextValue (IReadOnlyWindow< IndicatorDataPoint > window, IndicatorDataPoint input)
	Computes the next value for 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
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...

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

Represents an indicator capable of predicting new values given previous data from a window. Source: https://tulipindicators.org/tsf

Definition at line 24 of file TimeSeriesForecast.cs.

Constructor & Destructor Documentation

QuantConnect.Indicators.TimeSeriesForecast.TimeSeriesForecast	(	string	name,
		int	period
	)

Creates a new TimeSeriesForecast indicator with the specified period

Parameters

name	The name of this indicator
period	The period over which to look back

Definition at line 31 of file TimeSeriesForecast.cs.

QuantConnect.Indicators.TimeSeriesForecast.TimeSeriesForecast ( int period )

Creates a new TimeSeriesForecast indicator with the specified period

Parameters

period The period over which to look back

Definition at line 44 of file TimeSeriesForecast.cs.

override decimal QuantConnect.Indicators.TimeSeriesForecast.ComputeNextValue	(	IReadOnlyWindow< IndicatorDataPoint >	window,
		IndicatorDataPoint	input
	)

protected

Computes the next value for this indicator from the given state.

Parameters

window	The window of data held in this indicator
input	The input value to this indicator on this time step

Definition at line 55 of file TimeSeriesForecast.cs.

The documentation for this class was generated from the following file: