Quantitative finance family
API reference for Beep.Ski.Quantitative (26 public types)
Complete API surface of the Beep.Ski.Quantitative assembly: 26 public types with their documented members. Follow the family guide for usage patterns.
Types in this assembly
AggregateNodeclassATRNodeclassBacktestNodeclassBollingerBandsNodeclassChartNodeclassChartSeriesclassCorrelationNodeclassDataSourceNodeclassDistributionNodeclassExportNodeclassFilterNodeclassForecastNodeclassIndicatorNodeclassMACDNodeclassMonteCarloNodeclassPerformanceNodeclassPortfolioOptimizerNodeclassQuantControlclassRegressionNodeclassRiskManagerNodeclassRSINodeclassStochasticNodeclassStrategyNodeclassTimeSeriesNodeclassTransformNodeclassVaRNodeclass
AggregateNode (class)
Aggregation node for combining multiple series.
| Member | Kind | Description |
|---|---|---|
string Operation | Property | Gets or sets the operation. |
bool SkipNaN | Property | Gets or sets the skip na n. |
AggregateNode() | Method | Initializes a new instance of the AggregateNode class. |
ATRNode (class)
Average True Range (ATR) volatility indicator.
| Member | Kind | Description |
|---|---|---|
int Period | Property | Gets or sets the period. |
ATRNode() | Method | Initializes a new instance of the ATRNode class. |
BacktestNode (class)
Backtesting engine node to test strategies on historical data.
| Member | Kind | Description |
|---|---|---|
DateTime StartDate | Property | Gets or sets the start date. |
DateTime EndDate | Property | Gets or sets the end date. |
double InitialCapital | Property | Gets or sets the initial capital. |
double Commission | Property | Gets or sets the commission. |
BacktestNode() | Method | Initializes a new instance of the BacktestNode class. |
BollingerBandsNode (class)
Bollinger Bands indicator with upper, middle, and lower bands.
| Member | Kind | Description |
|---|---|---|
int Period | Property | Gets or sets the period. |
double StdDev | Property | Gets or sets the std dev. |
BollingerBandsNode() | Method | Initializes a new instance of the BollingerBandsNode class. |
ChartNode (class)
Chart/visualization node for displaying data.
| Member | Kind | Description |
|---|---|---|
string ChartType | Property | Gets or sets the chart type. |
bool ShowGrid | Property | Gets or sets the show grid. |
bool ShowLegend | Property | Gets or sets the show legend. |
int MaxPoints | Property | Gets or sets the max points. |
bool ShowAxes | Property | Gets or sets the show axes. |
string Title | Property | Gets or sets the title. |
List<ChartSeries> Series | Property | Data series rendered by this chart. |
string SeriesJson | Property | JSON projection of Series used for persistence. |
ChartNode() | Method | Initializes a new instance of the ChartNode class. |
void SetData(params ChartSeries[] series) | Method | Replaces all series data. |
ChartSeries AddSeries(string name, params double[] values) | Method | Adds a series and returns it. |
void ClearData() | Method | Clears all series data. |
ChartSeries (class)
A named data series for chart nodes.
| Member | Kind | Description |
|---|---|---|
string Name | Property | Series display name (used by the legend). |
uint ColorArgb | Property | Series color as an ARGB uint (JSON-friendly). |
List<double> Values | Property | Series values in order. |
SKColor Color | Property | Gets the series color as an SKColor. |
ChartSeries WithColor(SKColor color) | Method | Sets the series color from an SKColor. |
ChartSeries Add(double value) | Method | Appends a value. |
CorrelationNode (class)
Correlation matrix calculator node.
| Member | Kind | Description |
|---|---|---|
string Method | Property | Gets or sets the method. |
int Window | Property | Gets or sets the window. |
bool Rolling | Property | Gets or sets the rolling. |
CorrelationNode() | Method | Initializes a new instance of the CorrelationNode class. |
DataSourceNode (class)
Data source node for loading market data from various sources.
| Member | Kind | Description |
|---|---|---|
string Provider | Property | Gets or sets the provider. |
string Symbol | Property | Gets or sets the symbol. |
string Interval | Property | Gets or sets the interval. |
DateTime StartDate | Property | Gets or sets the start date. |
DataSourceNode() | Method | Initializes a new instance of the DataSourceNode class. |
DistributionNode (class)
Statistical distribution analysis node.
| Member | Kind | Description |
|---|---|---|
string DistributionType | Property | Gets or sets the distribution type. |
int Bins | Property | Gets or sets the bins. |
bool ShowKDE | Property | Gets or sets the show KDE. |
DistributionNode() | Method | Initializes a new instance of the DistributionNode class. |
ExportNode (class)
Export node for saving results to file or database.
| Member | Kind | Description |
|---|---|---|
string Format | Property | Gets or sets the format. |
string FilePath | Property | Gets or sets the file path. |
bool IncludeHeader | Property | Gets or sets the include header. |
ExportNode() | Method | Initializes a new instance of the ExportNode class. |
FilterNode (class)
Filter node for removing noise or outliers.
| Member | Kind | Description |
|---|---|---|
string FilterType | Property | Gets or sets the filter type. |
double Threshold | Property | Gets or sets the threshold. |
string Method | Property | Gets or sets the method. |
FilterNode() | Method | Initializes a new instance of the FilterNode class. |
ForecastNode (class)
Time series forecasting node using ARIMA/Prophet models.
| Member | Kind | Description |
|---|---|---|
string Model | Property | Gets or sets the model. |
int HorizonDays | Property | Gets or sets the horizon days. |
double ConfidenceLevel | Property | Gets or sets the confidence level. |
bool IncludeSeasonality | Property | Gets or sets the include seasonality. |
ForecastNode() | Method | Initializes a new instance of the ForecastNode class. |
IndicatorNode (class)
A quantitative indicator node (e.g., SMA), with one input series and one output series.
| Member | Kind | Description |
|---|---|---|
string Indicator | Property | Gets or sets the indicator. |
int Period | Property | Gets or sets the period. |
IndicatorNode() | Method | Initializes a new instance of the IndicatorNode class. |
MACDNode (class)
Moving Average Convergence Divergence (MACD) indicator with signal line. Inputs: Price series Outputs: MACD line, Signal line, Histogram
| Member | Kind | Description |
|---|---|---|
int FastPeriod | Property | Gets or sets the fast period. |
int SlowPeriod | Property | Gets or sets the slow period. |
int SignalPeriod | Property | Gets or sets the signal period. |
MACDNode() | Method | Initializes a new instance of the MACDNode class. |
MonteCarloNode (class)
Monte Carlo simulation node for scenario analysis.
| Member | Kind | Description |
|---|---|---|
int NumSimulations | Property | Gets or sets the num simulations. |
int TimeSteps | Property | Gets or sets the time steps. |
double InitialValue | Property | Gets or sets the initial value. |
int RandomSeed | Property | Gets or sets the random seed. |
MonteCarloNode() | Method | Initializes a new instance of the MonteCarloNode class. |
PerformanceNode (class)
Performance metrics calculator node.
| Member | Kind | Description |
|---|---|---|
bool IncludeDrawdown | Property | Gets or sets the include drawdown. |
bool IncludeSharpe | Property | Gets or sets the include sharpe. |
double RiskFreeRate | Property | Gets or sets the risk free rate. |
PerformanceNode() | Method | Initializes a new instance of the PerformanceNode class. |
PortfolioOptimizerNode (class)
Portfolio optimization node using Modern Portfolio Theory.
| Member | Kind | Description |
|---|---|---|
string Method | Property | Gets or sets the method. |
double TargetReturn | Property | Gets or sets the target return. |
int NumAssets | Property | Gets or sets the num assets. |
PortfolioOptimizerNode() | Method | Initializes a new instance of the PortfolioOptimizerNode class. |
QuantControl (class)
Base class for quantitative analysis components (e.g., time series, indicators). Provides consistent styling and standardized connection points.
RegressionNode (class)
Regression analysis node for linear/polynomial fitting.
| Member | Kind | Description |
|---|---|---|
string RegressionType | Property | Gets or sets the regression type. |
int Degree | Property | Gets or sets the degree. |
bool IncludeIntercept | Property | Gets or sets the include intercept. |
RegressionNode() | Method | Initializes a new instance of the RegressionNode class. |
RiskManagerNode (class)
Risk management node for position sizing and stop-loss.
| Member | Kind | Description |
|---|---|---|
double MaxRiskPerTrade | Property | Gets or sets the max risk per trade. |
double StopLossPercent | Property | Gets or sets the stop loss percent. |
double TakeProfitPercent | Property | Gets or sets the take profit percent. |
string PositionSizing | Property | Gets or sets the position sizing. |
RiskManagerNode() | Method | Initializes a new instance of the RiskManagerNode class. |
RSINode (class)
Relative Strength Index (RSI) oscillator.
| Member | Kind | Description |
|---|---|---|
int Period | Property | Gets or sets the period. |
double Overbought | Property | Gets or sets the overbought. |
double Oversold | Property | Gets or sets the oversold. |
RSINode() | Method | Initializes a new instance of the RSINode class. |
StochasticNode (class)
Stochastic Oscillator with %K and %D lines.
| Member | Kind | Description |
|---|---|---|
int KPeriod | Property | Gets or sets the k period. |
int DPeriod | Property | Gets or sets the d period. |
int Smooth | Property | Gets or sets the smooth. |
StochasticNode() | Method | Initializes a new instance of the StochasticNode class. |
StrategyNode (class)
Trading strategy node that generates buy/sell signals.
| Member | Kind | Description |
|---|---|---|
string StrategyType | Property | Gets or sets the strategy type. |
double Threshold | Property | Gets or sets the threshold. |
bool LongOnly | Property | Gets or sets the long only. |
StrategyNode() | Method | Initializes a new instance of the StrategyNode class. |
TimeSeriesNode (class)
A quantitative component representing an input time series (e.g., price data).
| Member | Kind | Description |
|---|---|---|
int Length | Property | Gets or sets the length. |
string Symbol | Property | Gets or sets the symbol. |
TimeSeriesNode() | Method | Initializes a new instance of the TimeSeriesNode class. |
TransformNode (class)
Data transformation node for resampling, normalization, etc.
| Member | Kind | Description |
|---|---|---|
string Operation | Property | Gets or sets the operation. |
bool Percentage | Property | Gets or sets the percentage. |
int Lag | Property | Gets or sets the lag. |
TransformNode() | Method | Initializes a new instance of the TransformNode class. |
VaRNode (class)
Value at Risk (VaR) and Conditional VaR calculator.
| Member | Kind | Description |
|---|---|---|
double ConfidenceLevel | Property | Gets or sets the confidence level. |
string Method | Property | Gets or sets the method. |
int WindowSize | Property | Gets or sets the window size. |
VaRNode() | Method | Initializes a new instance of the VaRNode class. |