Class DataSourceHelper

Helper functionality for data sources

Inheritance

object

DataSourceHelper

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TuringTrader.Simulator

Assembly: TuringTrader.Simulator.dll

Syntax

public static class DataSourceHelper

Methods

AlignWithMarket(List<Bar>, DateTime, DateTime)

Align bars with market dates

Declaration

public static List<Bar> AlignWithMarket(List<Bar> rawBars, DateTime startTime, DateTime endTime)

Parameters

Type	Name	Description
System.Collections.Generic.List<T><Bar>	rawBars	raw bars, unaligned
System.DateTime	startTime	start time
System.DateTime	endTime	end time

Returns

Type	Description
System.Collections.Generic.List<T><Bar>	bars, aligned with US trading days