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QuanTAlib/lib/core/tbar/TBar.md
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2025-11-28 13:35:16 -08:00
# TBar Struct
`TBar` is a lightweight, immutable struct representing a single OHLCV (Open, High, Low, Close, Volume) bar. It is designed for high-performance financial data processing with minimal memory overhead.
## Key Features
- **Memory Efficient**: Pure data type occupying exactly 48 bytes (1 `long` + 5 `double`s).
- **Immutable**: Thread-safe by design.
- **Zero-Copy Conversions**: Efficiently converts to `TValue` for individual price components (Open, High, Low, Close, Volume).
- **Computed Properties**: Provides on-demand calculation of common price averages (HL2, HLC3, etc.) without storage overhead.
- **SIMD Compatible**: Layout is optimized for potential vectorization in collection types.
## Structure Definition
```csharp
public readonly struct TBar : IEquatable<TBar>
{
public readonly long Time; // Unix ticks
public readonly double Open;
public readonly double High;
public readonly double Low;
public readonly double Close;
public readonly double Volume;
}
```
## Properties
| Property | Type | Description |
|----------|------|-------------|
| `Time` | `long` | Timestamp in ticks. |
| `Open` | `double` | Opening price. |
| `High` | `double` | Highest price. |
| `Low` | `double` | Lowest price. |
| `Close` | `double` | Closing price. |
| `Volume` | `double` | Traded volume. |
| `AsDateTime` | `DateTime` | `Time` converted to UTC DateTime. |
### Computed Averages
These properties are calculated on the fly:
- `HL2`: (High + Low) / 2
- `OC2`: (Open + Close) / 2
- `OHL3`: (Open + High + Low) / 3
- `HLC3`: (High + Low + Close) / 3
- `OHLC4`: (Open + High + Low + Close) / 4
- `HLCC4`: (High + Low + Close + Close) / 4
### TValue Accessors
Efficiently access components as `TValue` (Time-Value pair):
- `O`: (Time, Open)
- `H`: (Time, High)
- `L`: (Time, Low)
- `C`: (Time, Close)
- `V`: (Time, Volume)
## Usage
### Creating a TBar
```csharp
long now = DateTime.UtcNow.Ticks;
var bar = new TBar(now, 100.0, 105.0, 95.0, 102.0, 1000.0);
```
### Implicit Conversions
```csharp
double closePrice = bar; // Implicitly converts to Close price
TValue value = bar; // Implicitly converts to (Time, Close)
DateTime dt = bar; // Implicitly converts to DateTime