QuanTAlib/lib/core/tseries/TSeries.Notebook.dib

#!meta

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#!markdown

# TSeries Examples

This notebook demonstrates the usage of `TSeries`, the high-performance time series container in QuanTAlib.

For detailed documentation, see [TSeries.md](TSeries.md).

#!csharp

// Reference the library
#r "..\..\bin\QuanTAlib.dll"

using System;
using QuanTAlib;

#!markdown

## Creating and Adding Data

`TSeries` supports adding data via `DateTime` or `ticks`.

#!csharp

var series = new TSeries();
var now = DateTime.UtcNow;

// Add new values
series.Add(now, 10.0);
series.Add(now.AddMinutes(1), 11.0);
series.Add(now.AddMinutes(2), 12.0);

Console.WriteLine($"Count: {series.Count}");
Console.WriteLine($"Last Value: {series.Last.Value}");

#!markdown

## Streaming Updates (`isNew`)

In real-time scenarios, you often receive updates for the *current* bar before it closes. `TSeries` handles this via the `isNew` parameter.

#!csharp

var streamSeries = new TSeries();
long t = DateTime.UtcNow.Ticks;

// 1. New Bar
streamSeries.Add(t, 100.0, isNew: true);
Console.WriteLine($"New Bar: Count={streamSeries.Count}, Last={streamSeries.Last.Value}");

// 2. Update Current Bar (Price moves to 101.0)
streamSeries.Add(t, 101.0, isNew: false);
Console.WriteLine($"Update:  Count={streamSeries.Count}, Last={streamSeries.Last.Value}");

// 3. Update Current Bar (Price moves to 100.5)
streamSeries.Add(t, 100.5, isNew: false);
Console.WriteLine($"Update:  Count={streamSeries.Count}, Last={streamSeries.Last.Value}");

// 4. New Bar (Next minute)
streamSeries.Add(t + TimeSpan.TicksPerMinute, 102.0, isNew: true);
Console.WriteLine($"New Bar: Count={streamSeries.Count}, Last={streamSeries.Last.Value}");

#!markdown

## Zero-Copy Access (Spans)

You can access the underlying data arrays directly as `ReadOnlySpan<T>` for high-performance processing.

#!csharp

// Access Values as Span
Console.WriteLine("Values in Span:");
foreach (var v in series.Values)
{
    Console.Write($"{v} ");
}
Console.WriteLine();

// Access Times as Span
Console.WriteLine($"First Time: {new DateTime(series.Times[0])}");