[This is preliminary documentation and is subject to change.]
The SamplingUtils type exposes the following members.Methods
| Name | Description | |
|---|---|---|
  | AggregateHomogeneousSamples |
Aggregates source stream of the normally equidistant samples of the same type by the specified factor
|
| SynthesizeCandles(IEnumerable ITimeSeriesSample , UInt32, Action CandleSample, SecDBFileReader QuoteSample, Int32 , Action CandleSample, SecDBFileReader TradeSample, Int32 ) |
Synthesizes a stream of candle samples from Quote and Trade samples coming from the market (i.e SecDB file)
|
| SynthesizeCandles T (IEnumerable ITimeSeriesSample , UInt32, Action T, SecDBFileReader QuoteSample, Int32 , Action T, SecDBFileReader TradeSample, Int32 ) |
Synthesizes a stream of candle samples from Quote and Trade samples coming from
a market data source (i.e SecDB file)
|
See Also
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