Class MovingAverage

Namespace

Utils.Common.Network

Assembly

Utils.Common.dll

Moving average calculator. Calculates average value of all given items Safe to use in cross-thread environment

public class MovingAverage

Inheritance

object

MovingAverage

Extension Methods

LoggerHelper.DisposeLogger(object)

LoggerHelper.LogDebug(object, string, params object?[])

LoggerHelper.LogError(object, string, Exception, bool)

LoggerHelper.LogError(object, string, params object?[])

LoggerHelper.LogFatal(object, string, Exception, bool)

LoggerHelper.LogInfo(object, string, params object?[])

LoggerHelper.LogWarn(object, string, params object?[])

Extensions.ConvertToMyTrade<T>(T, Portfolio, Security, Action<MyTrade, T>)

Constructors

MovingAverage(TimeSpan)

Creates an empty set that keeps the values added within the last interval.

public MovingAverage(TimeSpan interval)

Parameters

interval TimeSpan

The length of the time window; older values are dropped on the next call of any method.

Methods

GetAverage()

Returns an average of all items

public double GetAverage()

Returns

double

The average of the values.

Remarks

Covers the values added within the interval; 0 when there are none.

GetHistory()

Returns an array of all records in the interval

public (long Timestamp, int Value)[] GetHistory()

Returns

(long Timestamp, int Value)[]

The records with their timestamps.

Remarks

The records are in the order they were added; Timestamp is a System.Diagnostics.Stopwatch.GetTimestamp() value (ticks of System.Diagnostics.Stopwatch.Frequency), not a date. The array is a copy.

GetMax()

Get maximum value in the set

public int GetMax()

Returns

int

The largest value.

Remarks

Covers the values added within the interval; 0 when there are none.

GetSum()

Returns the sum of the values added within the interval; 0 when there are none.

public int GetSum()

Returns

int

The sum of the values.

Exceptions

OverflowException

The sum exceeds the range of int.

Update(int)

Adds value to the set with current timestamp

public void Update(int value)

Parameters

value int

The value to add.