Cumulative Aggregate C++ Sequence Methods

All Cumulative Aggregate C++ Sequence methods produce a result sequence which is of the same type as the object's sequence or of type double depending on the operation performed. The value of each element is the result of the specified operation on all of the preceding elements.

Sequence<T> cumAggMax() const	Returns a sequence of the same type with the cumulative maximum: each element is the maximum value of all the preceding elements
Sequence<T> cumAggMin() const	Returns a sequence of the same type with the cumulative minimum: each element is the minimum value of all the preceding elements
Sequence<R> cumAggSum() const	Returns a sequence of the same type with the cumulative sum: each element is the sum of all the preceding elements
Sequence<R> cumAggPrd() const	Returns a sequence of the same type with the cumulative product: each element is the product of all the preceding elements
Sequence<double> cumAggAvg() const	Returns a double sequence with the cumulative average: each element is the average of all the preceding elements
Sequence<double> cumAggVar() const	Returns a double sequence with the cumulative variance: each element is the variance of all the preceding elements
Sequence<double> cumAggVarSamp() const	Returns a double sequence with the cumulative sample variance: each element is the cumulative sample variance of all the preceding elements
Sequence<double> cumAggDev() const	Returns a double sequence with the cumulative standard deviation: each element is the cumulative standard deviation of all the preceding elements
Sequence<double> cumAggDevSamp() const	Returns a double sequence with the sample standard deviation: each element is the cumulative sample standard deviation of all the preceding elements

Example

Following is an example code snippet demonstrating a cumulative aggregate function:

         
        Sequence<float> close = quote.close_iterator();
        double cumAvg = close.cumAggAvg()
        ...