Class EnumerableExtensions

Set of extensions methods for obtaining simple statistical functions from bars list.

Inheritance

System.Object

EnumerableExtensions

Inherited Members

System.Object.Equals(System.Object)

System.Object.Equals(System.Object, System.Object)

System.Object.GetHashCode()

System.Object.GetType()

System.Object.MemberwiseClone()

System.Object.ReferenceEquals(System.Object, System.Object)

System.Object.ToString()

Namespace: Alpaca.Markets.Extensions

Assembly: Alpaca.Markets.Extensions.dll

Syntax

public static class EnumerableExtensions

Methods

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GetAverageDailyTradeVolume(IEnumerable<IBar>)

Gets the average trade volume for the given list of IBar objects.

Declaration

public static (Decimal, UInt32) GetAverageDailyTradeVolume(this IEnumerable<IBar> bars)

Parameters

Type	Name	Description
IEnumerable<IBar>	bars	Target list of the IBar instances.

Returns

Type	Description
System.ValueTuple<Decimal, UInt32>	The pair of ADTV value and number of processed day bars.

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GetAverageDailyTradeVolumeAsync(IAsyncEnumerable<IBar>)

Gets the average trade volume for the given list of IBar objects.

Declaration

public static Task<(Decimal, UInt32)> GetAverageDailyTradeVolumeAsync(this IAsyncEnumerable<IBar> bars)

Parameters

Type	Name	Description
IAsyncEnumerable<IBar>	bars	Target list of the IBar instances.

Returns

Type	Description
Task<System.ValueTuple<Decimal, UInt32>>	The pair of ADTV value and number of processed day bars.

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GetAverageDailyTradeVolumeAsync(IAsyncEnumerable<IBar>, CancellationToken)

Gets the average trade volume for the given list of IBar objects.

Declaration

public static async Task<(Decimal, UInt32)> GetAverageDailyTradeVolumeAsync(this IAsyncEnumerable<IBar> bars, CancellationToken cancellationToken)

Parameters

Type	Name	Description
IAsyncEnumerable<IBar>	bars	Target list of the IBar instances.
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
Task<System.ValueTuple<Decimal, UInt32>>	The pair of ADTV value and number of processed day bars.

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GetSimpleMovingAverage(IEnumerable<IBar>, Int32)

Gets the simple moving average values for the given list of IBar objects.

Declaration

public static IEnumerable<IBar> GetSimpleMovingAverage(this IEnumerable<IBar> bars, Int32 window)

Parameters

Type	Name	Description
IEnumerable<IBar>	bars	Target list of the IBar instances.
Int32	window	Size of the moving average window.

Returns

Type	Description
IEnumerable<IBar>	The list of bars with SMA values for all IBar properties.

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GetSimpleMovingAverageAsync(IAsyncEnumerable<IBar>, Int32)

Gets the simple moving average values for the given list of IBar objects.

Declaration

public static IAsyncEnumerable<IBar> GetSimpleMovingAverageAsync(this IAsyncEnumerable<IBar> bars, Int32 window)

Parameters

Type	Name	Description
IAsyncEnumerable<IBar>	bars	Target list of the IBar instances.
Int32	window	Size of the moving average window.

Returns

Type	Description
IAsyncEnumerable<IBar>	The list of bars with SMA values for all IBar properties.

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GetSimpleMovingAverageAsync(IAsyncEnumerable<IBar>, Int32, CancellationToken)

Gets the simple moving average values for the given list of IBar objects.

Declaration

public static async IAsyncEnumerable<IBar> GetSimpleMovingAverageAsync(this IAsyncEnumerable<IBar> bars, Int32 window, CancellationToken cancellationToken)

Parameters

Type	Name	Description
IAsyncEnumerable<IBar>	bars	Target list of the IBar instances.
Int32	window	Size of the moving average window.
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
IAsyncEnumerable<IBar>	The list of bars with SMA values for all IBar properties.