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IQueryRunnerGetCorrelationTable Method (IEnumerableInt64, String, TimeInterval, String, EquityType)
Returns a correlation table for the given list of trading systems.

Namespace:  C2ExplorerServiceStack.Logic.Interfaces
Assembly:  C2ExplorerServiceStack.Logic (in C2ExplorerServiceStack.Logic.dll) Version: 1.0
Syntax
C#
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IEnumerable<CorrelationResult> GetCorrelationTable(
	IEnumerable<long> systemsIds,
	string symbol = "SP500",
	TimeInterval timeInterval = TimeInterval.Day,
	string commissionPLan = "default",
	EquityType equityType = EquityType.Rets
)

Parameters

systemsIds
Type: System.Collections.GenericIEnumerableInt64
A list of systems ids. Use two ids at least.
symbol (Optional)
Type: SystemString
A symbol for correlation. Defaults to SP500.
timeInterval (Optional)
Type: C2ExplorerServiceStack.Logic.InterfacesTimeInterval
Aggregation time interval.
commissionPLan (Optional)
Type: SystemString
Commission plan ID.
equityType (Optional)
Type: C2ExplorerServiceStack.Logic.InterfacesEquityType
Type of the equity. Should be EquityType.Rets, but we allow other data types for your experiments.

Return Value

Type: IEnumerableCorrelationResult

[Missing <returns> documentation for "M:C2ExplorerServiceStack.Logic.Interfaces.IQueryRunner.GetCorrelationTable(System.Collections.Generic.IEnumerable{System.Int64},System.String,C2ExplorerServiceStack.Logic.Interfaces.TimeInterval,System.String,C2ExplorerServiceStack.Logic.Interfaces.EquityType)"]

See Also