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QuantConnect.Indicators.Variance Class Reference

This indicator computes the n-period population variance. More...

Inheritance diagram for QuantConnect.Indicators.Variance:
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Public Member Functions

 Variance (int period)
 Initializes a new instance of the Variance class using the specified period. More...
 
 Variance (string name, int period)
 Initializes a new instance of the Variance class using the specified name and period. More...
 
override void Reset ()
 Resets this indicator to its initial state More...
 
- Public Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint >
override void Reset ()
 Resets this indicator to its initial state More...
 

Public Attributes

int WarmUpPeriod => Period
 Required period, in data points, for the indicator to be ready and fully initialized. More...
 
- Public Attributes inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint >
int Period
 Gets the period of this window indicator More...
 
override bool IsReady
 Gets a flag indicating when this indicator is ready and fully initialized More...
 
virtual int WarmUpPeriod
 Required period, in data points, to the indicator to be ready and fully initialized More...
 

Protected Member Functions

override decimal ComputeNextValue (IReadOnlyWindow< IndicatorDataPoint > window, IndicatorDataPoint input)
 Computes the next value of this indicator from the given state More...
 
- Protected Member Functions inherited from QuantConnect.Indicators.WindowIndicator< IndicatorDataPoint >
 WindowIndicator (string name, int period)
 Initializes a new instance of the WindowIndicator class More...
 
override decimal ComputeNextValue (T input)
 Computes the next value of this indicator from the given state More...
 
abstract decimal ComputeNextValue (IReadOnlyWindow< T > window, T input)
 Computes the next value for this indicator from the given state. More...
 

Additional Inherited Members

- Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider
int WarmUpPeriod [get]
 Required period, in data points, for the indicator to be ready and fully initialized. More...
 

Detailed Description

This indicator computes the n-period population variance.

Definition at line 23 of file Variance.cs.

Constructor & Destructor Documentation

◆ Variance() [1/2]

QuantConnect.Indicators.Variance.Variance ( int  period)

Initializes a new instance of the Variance class using the specified period.

Parameters
periodThe period of the indicator

Definition at line 32 of file Variance.cs.

◆ Variance() [2/2]

QuantConnect.Indicators.Variance.Variance ( string  name,
int  period 
)

Initializes a new instance of the Variance class using the specified name and period.

Parameters
nameThe name of this indicator
periodThe period of the indicator

Definition at line 42 of file Variance.cs.

Member Function Documentation

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.Variance.ComputeNextValue ( IReadOnlyWindow< IndicatorDataPoint window,
IndicatorDataPoint  input 
)
protected

Computes the next value of this indicator from the given state

Parameters
inputThe input given to the indicator
windowThe window for the input history
Returns
A new value for this indicator

Definition at line 58 of file Variance.cs.

◆ Reset()

override void QuantConnect.Indicators.Variance.Reset ( )

Resets this indicator to its initial state

Definition at line 84 of file Variance.cs.

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Member Data Documentation

◆ WarmUpPeriod

int QuantConnect.Indicators.Variance.WarmUpPeriod => Period

Required period, in data points, for the indicator to be ready and fully initialized.

Definition at line 50 of file Variance.cs.


The documentation for this class was generated from the following file: