AggregateByVolume<TY>(IOhlcDataSeries<DateTime,TY>,Func<Int32,TY>,TY,IOhlcDataSeries<DateTime,TY>) Method
Filters data series by time aggregation
Syntax
[Extension()] public static void AggregateByVolume<TY>( IOhlcDataSeries<DateTime,TY> dataSeries, Func<int,TY> volumeSelector, TY volumeCount, IOhlcDataSeries<DateTime,TY> filteredDataSeries ) where TY: IComparable
Parameters
- dataSeries
- Data series to be filtered
- volumeSelector
- A selector function which returns the volume at index i
- volumeCount
- The count of volumes for each aggregated value
- filteredDataSeries
- DataSeries to which filtered data is going to be output
Type Parameters
- TY
- Type of Y values
Requirements
Target Platforms: Windows 7, Windows Vista SP1 or later, Windows XP SP3, Windows Server 2008 (Server Core not supported), Windows Server 2008 R2 (Server Core supported with SP1 or later), Windows Server 2003 SP2
See Also