Uses of Class
com.quantfinlib.core.BarSeries.Builder

Packages that use BarSeries.Builder

Package	Description
com.quantfinlib.core	Core market data types: Bar (immutable OHLCV bar) and BarSeries (cache-friendly structure-of-arrays time series with zero-copy array accessors, returns, and train/test slicing).

Uses of BarSeries.Builder in com.quantfinlib.core

Methods in com.quantfinlib.core that return BarSeries.Builder

Modifier and Type	Method	Description
BarSeries.Builder	BarSeries.Builder.add(long timestamp, double open, double high, double low, double close, double volume)
BarSeries.Builder	BarSeries.Builder.add(Bar bar)
static BarSeries.Builder	BarSeries.builder(String symbol)