Struct SumIndicator<TInner, TSample, TValue>

Namespace

Virtufin.Core.Behavior

Assembly

Virtufin.Core.dll

Result of Sum<TSelf, TSample, TValue>(IIndicator<TSelf, TSample, TValue>, int). Maintains an O(1)-amortized running sum over a sliding last-N window.

public readonly struct SumIndicator<TInner, TSample, TValue> : IIndicator<SumIndicator<TInner, TSample, TValue>, TSample, (TValue Sum, int Count)>, ISignal<(TValue Sum, int Count)> where TInner : IIndicator<TInner, TSample, TValue> where TValue : IAdditionOperators<TValue, TValue, TValue>, ISubtractionOperators<TValue, TValue, TValue>

Type Parameters

TInner

The wrapped indicator's concrete type.

TSample

The sample type consumed on each observation.

TValue

The wrapped indicator's value type.

Implements

IIndicator<SumIndicator<TInner, TSample, TValue>, TSample, (TValue Sum, int Count)>

ISignal<(TValue Sum, int Count)>

Inherited Members

ValueType.Equals(object)

ValueType.GetHashCode()

ValueType.ToString()

object.Equals(object, object)

object.GetType()

object.ReferenceEquals(object, object)

Extension Methods

Returns.LogReturn<TSelf, TSample, TValue>(IIndicator<TSelf, TSample, TValue>, int, Func<TValue, TValue, TValue>)

ShannonEntropyIndicators.RunningShannonEntropy<TSelf, TSample, TValue>(IIndicator<TSelf, TSample, TValue>, int, double)

ShannonEntropyIndicators.RunningShannonEntropy<TSelf, TSample, TValue, TTime>(IIndicator<TSelf, TSample, TValue>, Func<TSample, TTime>, Func<TTime, TTime, bool>, double)

IndicatorExtensions.Adapt<TSelf, TSample, TValue, TExternal>(IIndicator<TSelf, TSample, TValue>, Func<TExternal, TSample>)

IndicatorExtensions.Combine<TLeft, TRight, TSample, TL, TR, TResult>(IIndicator<TLeft, TSample, TL>, IIndicator<TRight, TSample, TR>, Func<TL, TR, TResult>)

IndicatorExtensions.Lag<TSelf, TSample, TValue>(IIndicator<TSelf, TSample, TValue>, int)

IndicatorExtensions.Map<TSelf, TSample, TValue, TResult>(IIndicator<TSelf, TSample, TValue>, Func<TValue, TResult>)

IndicatorExtensions.Take<TSelf, TSample, TValue>(IIndicator<TSelf, TSample, TValue>, int)

IndicatorExtensions.TimeWindow<TSelf, TSample, TValue, TTime>(IIndicator<TSelf, TSample, TValue>, Func<TSample, TTime>, Func<TTime, TTime, bool>)

SignalExtensions.Combine<TA, TB, TResult>(ISignal<TA>, ISignal<TB>, Func<TA, TB, TResult>)

SignalExtensions.Map<T, TResult>(ISignal<T>, Func<T, TResult>)

Properties

Value

The current signal value.

public (TValue Sum, int Count) Value { get; }

Property Value

(TValue Sum, int Count)

Remarks

Count is the live in-window count (≤ the requested window size, less until the window fills) — needed by any caller dividing the sum into an average.

Methods

Add(TSample)

Fold one more sample in, returning the updated indicator.

public SumIndicator<TInner, TSample, TValue> Add(TSample sample)

Parameters

sample TSample

The new observation.

Returns

SumIndicator<TInner, TSample, TValue>

A new indicator instance reflecting sample.