Namespace FinanceSharp
Core FinanceSharp data types, array storage, market data structures, time conversion, and update contracts.
Use this namespace for the data passed between computation stages.
- DoubleArray represents values with shape
(Count, Properties). - IndicatorValue represents a scalar indicator value.
- BarValue and TradeBarValue represent market bars.
- IUpdatable is the common contract for receiving timestamped data.
Array wrappers differ in storage ownership and lifetime. Read the selected
constructor or DoubleArray.From overload before sharing buffers between stages.
Classes
- ArrayRollingWindow
Serves a similar purpose to RollingWindow<T> but the data is rolled inside Current (a DoubleArray).
- BusyBlockingCollection<T>
A small wrapper around BlockingCollection<T> used to communicate busy state of the items being processed
- BusyCollection<T>
A non blocking IBusyCollection<T> implementation
- DataStructInfo<TDataStruct>
Provides staticly cached variables about
TDataStruct.
- DisposableExtensions
Provides extensions methods for IDisposable
- DisposerThread
A thread
- DoubleArray
A block of memory of doubles represented in two dimensions.
- DoubleArrayUnmanaged
Provides a DoubleArray implementation for Address, a double*.
- EnumeratorExtensions
Provides convenience of linq extension methods for IEnumerator<T> types
- Extensions
Extensions function collections - group all static extensions functions here.
- Field
Provides static properties to be used as selectors with the indicator system
- RealTimeProvider
Provides an implementation of ITimeProvider that uses UtcNow to provide the current time
- RollingWindow<T>
This is a window that allows for list access semantics, where this[0] refers to the most recent item in the window and this[Count-1] refers to the last item in the window
- SlicedDoubleArray
Provides a wrapping DoubleArray to contiguously slice.
- SlicedDoubleArrayUnmanaged
Provides a wrapper to DoubleArrayUnmanaged that slices by shifting Address and manipulating start and stop.
- StringExtensions
Provides extension methods for properly parsing and serializing values while properly using an IFormatProvider/CultureInfo when applicable
- StructInfo<TStruct>
Provides staticly cached variables about
TStruct.
- Time
Time helper class collection for working with trading dates
- USHoliday
US Public Holidays - Not Tradeable:
Structs
- BarValue
Represents a CHLO candle struct.
- IndicatorValue
Represents a simple 1-valued struct.
- RenkoBarValue
Represents a CHLOV candle struct.
- TickValue
Represents a trade tick with quotation.
- Time.DateTimeWithZone
Live charting is sensitive to timezone so need to convert the local system time to a UTC and display in browser as UTC.
- TradeBarValue
Represents a CHLOV candle struct.
Interfaces
- IIndicator
Represents an indicator that can receive data updates and emit events when the value of the indicator has changed.
- IReadOnlyWindow<T>
Interface type used to pass windows around without worry of external modification
- ITimeProvider
Provides access to the current time in UTC. This doesn't necessarily need to be wall-clock time, but rather the current time in some system
- IUpdatable
Represents an object that can be updated.
Enums
- ArrayConversionMethod
Provides options of how to convert a DoubleArray to an NDArray.
Delegates
- ResettedHandler
Event handler type for the IndicatorBase.Resetted event
- UpdatedHandler
Event handler type for the IndicatorBase.Updated event