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TimeSeries

Summary

A series of values that represent time like Bars.OpenPricesTime

Signature 

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public abstract interface TimeSeries

Namespace

cAlgo.API

Examples

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 using cAlgo.API;
 using cAlgo.API.Internals;
 namespace cAlgo
 {
     // This sample indicator shows how to use Bars OpenTimes Time Series
     [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class TimeSeriesSample : Indicator
     {
         protected override void Initialize()
         {
             // Every Bars object has a time series which is the open times of bars
             var timeSeries = Bars.OpenTimes;
             Print("Count: ", timeSeries.Count);
             // You can get another bars index by using TimeSeries GetIndexByTime/GetIndexByExactTime methods
             var dailyBars = MarketData.GetBars(TimeFrame.Daily);
             var dailyBarsIndex = timeSeries.GetIndexByTime(dailyBars.OpenTimes.LastValue);
             var open = Bars.OpenPrices[dailyBarsIndex];
             Print("Daily Bars Index: ", dailyBarsIndex, " | Open: ", open);
         }
         public override void Calculate(int index)
         {
         }
     }
 }

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 import clr
 clr.AddReference("cAlgo.API")
 from cAlgo.API import *
 class TimeSeriesSample():
     def initialize(self):
         # Every Bars object has a time series which is the open times of bars
         timeSeries = api.Bars.OpenTimes
         api.Print(f"Count: {timeSeries.Count}")
         # You can get another bars index by using TimeSeries GetIndexByTime/GetIndexByExactTime methods
         dailyBars = api.MarketData.GetBars(TimeFrame.Daily)
         dailyBarsIndex = timeSeries.GetIndexByTime(dailyBars.OpenTimes.LastValue)
         openPrice = api.Bars.OpenPrices[dailyBarsIndex]
         api.Print(f"Daily Bars Index: {dailyBarsIndex} | Open: {openPrice}")

Methods

Last

Summary

Gets the last value of this time series.

Signature 

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public abstract DateTime Last(int index)

Parameters

Name Type Description
index int

Return Value

DateTime

Examples

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 var openTime = Bars.OpenPricesTime.LastValue;

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 openTime = api.Bars.OpenPricesTime.LastValue

GetIndexByExactTime

Summary

Find the index in the different time frame series.

Signature 

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public abstract int GetIndexByExactTime(DateTime dateTime)

Parameters

Name Type Description
dateTime DateTime The open time of the bar at this index

Return Value

int

Examples

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 var indexSeries2 = indexSeries2.OpenTime.GetIndexByExactTime(Bars.OpenPricesTime.LastValue);

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 indexSeries2 = indexSeries2.OpenTime.GetIndexByExactTime(api.Bars.OpenPricesTime.LastValue)

GetIndexByTime

Summary

Find the index in the different time frame series.

Signature 

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public abstract int GetIndexByTime(DateTime dateTime)

Parameters

Name Type Description
dateTime DateTime The open time of the bar at this index

Return Value

int

Examples

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 var indexSeries2 = indexSeries2.OpenTime.GetIndexByTime(Bars.OpenPricesTime.LastValue);

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 indexSeries2 = indexSeries2.OpenTime.GetIndexByTime(api.Bars.OpenPricesTime.LastValue)

Properties

Item

Signature 

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public abstract DateTime Item {get;}

Return Value

DateTime

LastValue

Summary

Gets the last value of this time series.

Signature 

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public abstract DateTime LastValue {get;}

Return Value

DateTime

Examples

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 var openTime = Bars.OpenPricesTime.LastValue;

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 openTime = api.Bars.OpenPricesTime.LastValue

Count

Summary

Gets the number of elements contained in the series.

Signature 

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public abstract int Count {get;}

Return Value

int