Data Functions

Enumerations

Functions
size_t	tsa::bars_since (const series< bool > &series, size_t period)
	Returns the number of bars since a value in series was 'true' (non-zero), in given period. If no values was true, the function returns tsa::NPOS. You must compare the return value against tsa::NPOS to ensure validity. More...
size_t	tsa::bars_since_highest (const series< double > &series, size_t period)
	Returns the number of bars since maximum value in series over given period.
size_t	tsa::bars_since_lowest (const series< double > &series, size_t period)
	Returns the number of bars since the minimum value in series over given period.
size_t	tsa::bars_since_max (const series< double > &series, size_t period)
	Returns the number of bars since maximum value in series over given period.
size_t	tsa::bars_since_min (const series< double > &series, size_t period)
	Returns the number of bars since the minimum value in series over given period.
size_t	tsa::bars_since_nth (const series< bool > &series, size_t period, size_t n_count)
	Returns the number of bars since the n'th value in series was 'true' (non-zero), in given period. A argument of 3 for n_count would return the number of bars since the 3rd 'true' value, counting backwards from the current value. If no values was 'true', the function returns tsa::NPOS. You must compare the return value against tsa::NPOS to ensure validity. More...
bool	tsa::crosses_above (const series< double > &series_a, const series< double > &series_b)
	Returns true when series_a crosses above series_b.
bool	tsa::crosses_above (const series< double > &series, double threshold)
	Returns true when series crosses above threshold value.
bool	tsa::crosses_below (const series< double > &series_a, const series< double > &series_b)
	Returns true when series_a crosses below series_b.
bool	tsa::crosses_below (const series< double > &series, double threshold)
	Returns true when series crosses below threshold value.
bool	tsa::float64_comparison (double a, double b, double tolerance=1e-12)
	Returns true if a is within tolerance or b, where tolerance is a fraction of the largest of the two numbers. More...
bool	tsa::is_defined (const variant &v)
	Returns true if the given variant v is 'defined;. See variant::defined().
bool	tsa::is_multiple_of (double value, double tick_size, double tolerance=1e-12)
	Returns true if value is an exact multiple of min_tick, to within a given tolerance, where the tolerance is interpreted as a fraction of value. This means the larger the value, the larger is the tolerance. More...
void	tsa::populate_with_change_ratios (series< double > &target, series< double > &source, size_t period)
	Populates the target series with changes from one value to the next of the source series for the given period. The function throws an exception if it encounters 0.0 or negative numbers. This function first empties the target series. IMPORTANT: The target series must NOT be 'managed'. See series<t>::is_managed(). The target series will contain 1 item less than the source series. More...
void	tsa::populate_with_changes (series< double > &target, const series< double > &source, size_t period)
	Populates the target series with changes from one value to the next of the source series for the given period. This function first empties the target series. IMPORTANT: The target series must NOT be 'managed'. See series<t>::is_managed(). The target series will contain 1 item less than the source series. More...
template<typename T >
const series< T >	tsa::shift_by (const series< T > &in_series, size_t shift_by)
	Returns a series that is a 'shifted' version of the given in_series argument. The returned series will be shifted by shift places to the right. For a shift value of 3, the current value in the returned series will correspond to the value 3 bars ago in in_series. This function does not allow shifting to the left (into the future). For shifting series 'into the future', see in_stream::set_forward_shift(). More...
double	tsa::tick_round (double price, double tick_size, tick_round_flag_t flag=closest)
	Rounds a given price to the nearest multiple of min_tick. By default if rounds to the closest multiple. Note that that order prices are automatically rounded by the system if the contract::tick() member is called. Automatic rounding can be disabled via the contract::tick() member's second parameter. More...
bool	tsa::turns_neg (const series< double > &series)
	Returns true when seris crosses below 0.0.
bool	tsa::turns_pos (const series< double > &series)
	Returns true when series crosses above 0.0.

Detailed Description

Enumeration Type Documentation

enum tsa::tick_round_flag_t

Rounding flag for tick_round() function.

Enumerator
closest	Default rounding. Rounds up if above the mid point, else down.
up	Rounds up to next higher multiple of minimum-tick.
down	Rounds down to next lower multiple of minimum-tick.

Function Documentation

size_t tsa::bars_since	(	const series< bool > &	series,
		size_t	period
	)

Returns the number of bars since a value in series was 'true' (non-zero), in given period. If no values was true, the function returns tsa::NPOS. You must compare the return value against tsa::NPOS to ensure validity.

Parameters

series	The series.
period	The period.

Returns

A size_t.

size_t tsa::bars_since_nth	(	const series< bool > &	series,
		size_t	period,
		size_t	n_count
	)

Returns the number of bars since the n'th value in series was 'true' (non-zero), in given period. A argument of 3 for n_count would return the number of bars since the 3rd 'true' value, counting backwards from the current value. If no values was 'true', the function returns tsa::NPOS. You must compare the return value against tsa::NPOS to ensure validity.

Parameters

series	The series.
period	The period.
n_count	Number of.

Returns

A size_t.

bool tsa::float64_comparison	(	double	a,
		double	b,
		double	tolerance = 1e-12
	)

Returns true if a is within tolerance or b, where tolerance is a fraction of the largest of the two numbers.

Parameters

a	The double to process.
b	The double to process.
tolerance	The tolerance.

Returns

true if it succeeds, false if it fails.

bool tsa::is_multiple_of	(	double	value,
		double	tick_size,
		double	tolerance = 1e-12
	)

Returns true if value is an exact multiple of min_tick, to within a given tolerance, where the tolerance is interpreted as a fraction of value. This means the larger the value, the larger is the tolerance.

Parameters

value	The value.
tick_size	The minimum tick.
tolerance	The tolerance.

Returns

true if multiple of, false if not.

void tsa::populate_with_change_ratios	(	series< double > &	target,
		series< double > &	source,
		size_t	period
	)

Populates the target series with changes from one value to the next of the source series for the given period. The function throws an exception if it encounters 0.0 or negative numbers. This function first empties the target series. IMPORTANT: The target series must NOT be 'managed'. See series<t>::is_managed(). The target series will contain 1 item less than the source series.

Parameters

[in,out]	target	Target for the.
[in,out]	source	Source for the.
	period	The period.

void tsa::populate_with_changes	(	series< double > &	target,
		const series< double > &	source,
		size_t	period
	)

Populates the target series with changes from one value to the next of the source series for the given period. This function first empties the target series. IMPORTANT: The target series must NOT be 'managed'. See series<t>::is_managed(). The target series will contain 1 item less than the source series.

Parameters

[in,out]	target	Target for the.
	source	Source for the.
	period	The period.

template<typename T >

const series<T> tsa::shift_by	(	const series< T > &	in_series,
		size_t	shift_by
	)

Returns a series that is a 'shifted' version of the given in_series argument. The returned series will be shifted by shift places to the right. For a shift value of 3, the current value in the returned series will correspond to the value 3 bars ago in in_series. This function does not allow shifting to the left (into the future). For shifting series 'into the future', see in_stream::set_forward_shift().

Template Parameters

T	Generic type parameter.

Parameters

in_series	The in series.
shift_by	Amount to shift by.

Returns

A series<T>

double tsa::tick_round	(	double	price,
		double	tick_size,
		tick_round_flag_t	flag = closest
	)

Rounds a given price to the nearest multiple of min_tick. By default if rounds to the closest multiple. Note that that order prices are automatically rounded by the system if the contract::tick() member is called. Automatic rounding can be disabled via the contract::tick() member's second parameter.

Parameters

price	The price.
tick_size	The minimum tick.
flag	The flag.

Returns

A double.