SamplingUtils AggregateHomogeneousSamples Method NFX Class Library

[This is preliminary documentation and is subject to change.]

Aggregates source stream of the normally equidistant samples of the same type by the specified factor

Namespace: NFX.Financial.Market
Assembly: NFX (in NFX.dll) Version: 3.0.0.1 (3.0.0.1)
Syntax

public static IEnumerable<ITimeSeriesSample> AggregateHomogeneousSamples(
	this IEnumerable<ITimeSeriesSample> source,
	uint times,
	float samplingRateVariationPct = 1f
)

Parameters

source
Type: OnlineSystem.Collections.Generic IEnumerable ITimeSeriesSample 
Source stream
times
Type: OnlineSystem UInt32
Factor of aggergation, i.e. 4x means aggregate 4 samples into one
samplingRateVariationPct (Optional)
Type: OnlineSystem Single
The allowed variation in timing between samples, once this variation is exceeded the system emits new aggregate

Return Value

Type: OnlineIEnumerable ITimeSeriesSample 
Aggregated sample stream

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type OnlineIEnumerable ITimeSeriesSample . When you use instance method syntax to call this method, omit the first parameter. For more information, see OnlineExtension Methods (Visual Basic) or OnlineExtension Methods (C# Programming Guide).
See Also