KalmanFilter

StockSharp.Algo.Indicators

卡尔曼滤镜指示器.

构造函数

public KalmanFilter()

kalmanFilter = KalmanFilter()

初始化了 & ##KalmanFilter+# 类的新实例。

public decimal MeasurementNoise { get; set; }

value = kalmanFilter.MeasurementNoise
kalmanFilter.MeasurementNoise = value

测量噪声系数(R.

ProcessNoise

public decimal ProcessNoise { get; set; }

value = kalmanFilter.ProcessNoise
kalmanFilter.ProcessNoise = value

过程噪声系数 (Q).

LoadAsync

public override Task LoadAsync(SettingsStorage storage, CancellationToken cancellationToken)

result = kalmanFilter.LoadAsync(storage, cancellationToken)

Load settings.

返回值: Task

protected override decimal? OnProcessDecimal(IIndicatorValue input)

result = kalmanFilter.OnProcessDecimal(input)

处理输入值。

input: 入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入入

返回值: 指标的新值。

Reset

public override void Reset()

kalmanFilter.Reset()

复置set州.

SaveAsync

public override Task SaveAsync(SettingsStorage storage, CancellationToken cancellationToken)

result = kalmanFilter.SaveAsync(storage, cancellationToken)

Save settings.

返回值: Task

ToString

public override string ToString()

result = kalmanFilter.ToString()

转换为行代表.

返回值: 弦乐表演.