Beispiel #1
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        public RealTimeSeries calculate(IntervalPriceTimeSeries arg0)
        {
            RealTimeSeries ret = new RealTimeSeries(NQuantLibcPINVOKE.ParkinsonSigma_calculate(swigCPtr, IntervalPriceTimeSeries.getCPtr(arg0)), true);

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
Beispiel #2
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        public static DoubleVector extractValues(IntervalPriceTimeSeries arg0, IntervalPrice.Type t)
        {
            DoubleVector ret = new DoubleVector(NQuantLibcPINVOKE.IntervalPrice_extractValues(IntervalPriceTimeSeries.getCPtr(arg0), (int)t), true);

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
Beispiel #3
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        public static RealTimeSeries extractComponent(IntervalPriceTimeSeries arg0, IntervalPrice.Type t)
        {
            RealTimeSeries ret = new RealTimeSeries(NQuantLibcPINVOKE.IntervalPrice_extractComponent(IntervalPriceTimeSeries.getCPtr(arg0), (int)t), true);

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
Beispiel #4
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        public static IntervalPriceTimeSeries makeSeries(DateVector d, DoubleVector open, DoubleVector close, DoubleVector high, DoubleVector low)
        {
            IntervalPriceTimeSeries ret = new IntervalPriceTimeSeries(NQuantLibcPINVOKE.IntervalPrice_makeSeries(DateVector.getCPtr(d), DoubleVector.getCPtr(open), DoubleVector.getCPtr(close), DoubleVector.getCPtr(high), DoubleVector.getCPtr(low)), true);

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
Beispiel #5
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 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(IntervalPriceTimeSeries obj)
 {
     return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
 }
Beispiel #6
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 public RealTimeSeries calculate(IntervalPriceTimeSeries arg0) {
   RealTimeSeries ret = new RealTimeSeries(NQuantLibcPINVOKE.GarmanKlassSigma1_calculate(swigCPtr, IntervalPriceTimeSeries.getCPtr(arg0)), true);
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
   return ret;
 }
Beispiel #7
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 public static RealTimeSeries extractComponent(IntervalPriceTimeSeries arg0, IntervalPrice.Type t) {
   RealTimeSeries ret = new RealTimeSeries(NQuantLibcPINVOKE.IntervalPrice_extractComponent(IntervalPriceTimeSeries.getCPtr(arg0), (int)t), true);
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
   return ret;
 }
Beispiel #8
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 public static DoubleVector extractValues(IntervalPriceTimeSeries arg0, IntervalPrice.Type t) {
   DoubleVector ret = new DoubleVector(NQuantLibcPINVOKE.IntervalPrice_extractValues(IntervalPriceTimeSeries.getCPtr(arg0), (int)t), true);
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
   return ret;
 }
Beispiel #9
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 public static IntervalPriceTimeSeries makeSeries(DateVector d, DoubleVector open, DoubleVector close, DoubleVector high, DoubleVector low) {
   IntervalPriceTimeSeries ret = new IntervalPriceTimeSeries(NQuantLibcPINVOKE.IntervalPrice_makeSeries(DateVector.getCPtr(d), DoubleVector.getCPtr(open), DoubleVector.getCPtr(close), DoubleVector.getCPtr(high), DoubleVector.getCPtr(low)), true);
   if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
   return ret;
 }
Beispiel #10
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 internal static global::System.Runtime.InteropServices.HandleRef getCPtr(IntervalPriceTimeSeries obj) {
   return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
 }