MonteCarloSettings.BlockSize

property · MonteCarloSettings · cAlgo.API Since 5.10

DesktopCLICloud

Gets the number of consecutive trades that are kept together when resampling. It is used only by the BlockBootstrap and StationaryBootstrap methods and is ignored by the others. It must be greater than or equal to 1 and the default value is 5.

Environment behaviour

CLI — not supported. Available to plugins only, and plugins cannot run in the CLI.

Cloud — not supported. Available to plugins only, and plugins cannot run in the cloud.

Definition

C#Python

public int BlockSize {get; set;}

monteCarloSettings.BlockSize: int

Returns int

Examples

C#Python

var monteCarlo = new MonteCarloSettings(MonteCarloMethod.BlockBootstrap, @"C:\Temp\montecarlo-result.json") { BlockSize = 10 };
Print("Monte Carlo block size: {0}", monteCarlo.BlockSize);

monteCarlo = MonteCarloSettings(MonteCarloMethod.BlockBootstrap, r"C:\Temp\montecarlo-result.json")
monteCarlo.BlockSize = 10
api.Print(f"Monte Carlo block size: {monteCarlo.BlockSize}")