TA-Lib : Technical Analysis Library

Interpolation Enumeration

Depending of the synchronization configuration, missing values might be calculated base on one of the "Interpolation" algorithm. Interpolation take place only between two existing values called neighbor.

[Visual Basic]
Public Enum Interpolation
[C#]
public enum Interpolation
[C++]
public __value enum Interpolation
[JScript]
public enum Interpolation

Members

Member NameDescription
UseDefaultFor a Variable, the value UseDefault means to use the algorithm defined by the Interpolation property of the parent timeseries. For a Timeseries, the value UseDefault is equivalent to the value Linear.
OldestNeighborMissing values are same as their oldest neighbor value.
NewestNeighborMissing values are same as their more recent neighbor value.
AvgNeighborsThe missing values are the average of the oldest and more recent neighbor.
LinearThe slope is calculated between the oldest and more recent neighbors. The missing values are then replace according to the linear equation 'y=mx+b'
FixValueMissing values are replaced by the value specificed by the floating-point property 'FixValue'.

Requirements

Namespace: TA.Lib

Assembly: Timeseries (in Timeseries.dll)

See Also

TA.Lib Namespace