mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-20 19:48:05 +00:00
Refactor code formatting and improve consistency across various test files
- Removed unnecessary blank lines in multiple test files to enhance readability. - Ensured consistent spacing and formatting in the `Trima`, `Usf`, `Vidya`, `Wma`, and `Atr` test classes. - Updated comments for clarity and consistency in the `Atr` and `Adl` classes. - Adjusted project files for better structure and maintainability.
This commit is contained in:
Miha Kralj
@@ -54,9 +54,9 @@ namespace QuanTAlib.Tests
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public void ImplicitConversion_ToDouble_ReturnsValue()
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{
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var tValue = new TValue(DateTime.UtcNow.Ticks, 42.0);
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double val = tValue;
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Assert.Equal(42.0, val);
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}
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+99
-99
@@ -1,99 +1,99 @@
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# TValue: Time-Value Pair
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## What It Does
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`TValue` is the fundamental atomic unit of data in QuanTAlib. It represents a single point in a time series, consisting of a timestamp and a double-precision floating-point value. It serves as the standard input and output format for all indicators and data streams.
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## Design Philosophy
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In high-frequency trading and quantitative analysis, memory allocation is a critical bottleneck. `TValue` is designed as a **lightweight, immutable struct** to ensure:
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* **Zero Heap Allocation**: Being a struct, it lives on the stack or embedded in arrays, avoiding Garbage Collector (GC) pressure.
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* **Thread Safety**: Immutability guarantees safe concurrent access.
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* **Minimal Footprint**: Occupies exactly 16 bytes (8 bytes for `long` Time + 8 bytes for `double` Value), fitting efficiently in CPU cache lines.
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## How It Works
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`TValue` is implemented as a `readonly record struct`. It encapsulates:
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* **Time**: A `long` representing ticks (UTC).
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* **Value**: A `double` representing the data magnitude.
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It supports implicit conversions to `double` (extracting the value) and `DateTime` (extracting the time), making it syntactically fluid to use in calculations.
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## Structure
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### Definition
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```csharp
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public readonly record struct TValue(long Time, double Value);
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```
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### Properties
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| Property | Type | Description |
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|----------|------|-------------|
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| `Time` | `long` | Timestamp in ticks (UTC). |
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| `Value` | `double` | The data value. |
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| `AsDateTime` | `DateTime` | Helper to view `Time` as a `DateTime` object. |
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### Constructors
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| Constructor | Description |
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|-------------|-------------|
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| `new TValue(long time, double value)` | Creates a TValue from raw ticks. |
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| `new TValue(DateTime time, double value)` | Creates a TValue from a DateTime object. |
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## Usage
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### Creating TValues
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```csharp
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// From DateTime
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var t1 = new TValue(DateTime.UtcNow, 100.5);
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// From Ticks
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var t2 = new TValue(DateTime.UtcNow.Ticks, 100.5);
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```
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### Implicit Conversions
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```csharp
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TValue tv = new TValue(DateTime.UtcNow, 42.0);
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// Implicitly converts to double
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double val = tv; // 42.0
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// Implicitly converts to DateTime
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DateTime dt = tv; // DateTime object
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```
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### String Representation
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```csharp
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Console.WriteLine(tv); // Output: "[2024-01-01 12:00:00, 42.00]"
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```
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## Performance Profile
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* **Memory**: 16 bytes per instance.
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* **Allocation**: 0 bytes (Stack allocated).
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* **Copying**: Cheap (fits in two 64-bit registers).
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## Integration
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`TValue` is the primary currency of the library:
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* **Indicators**: `Update(TValue input)` accepts it.
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* **Series**: `TSeries` stores collections of it.
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* **Events**: `ITValuePublisher` broadcasts it.
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## Architecture Notes
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* **SkipLocalsInit**: The struct is marked with `[SkipLocalsInit]` to suppress zero-initialization of locals, squeezing out nanoseconds in tight loops.
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* **AggressiveInlining**: All accessors and operators are inlined to ensure zero abstraction penalty.
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## References
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* [Structure of Arrays (SoA)](https://en.wikipedia.org/wiki/AOS_and_SOA)
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* [C# Struct Performance](https://learn.microsoft.com/en-us/dotnet/csharp/language-reference/builtin-types/struct)
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# TValue: Time-Value Pair
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## What It Does
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`TValue` is the fundamental atomic unit of data in QuanTAlib. It represents a single point in a time series, consisting of a timestamp and a double-precision floating-point value. It serves as the standard input and output format for all indicators and data streams.
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## Design Philosophy
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In high-frequency trading and quantitative analysis, memory allocation is a critical bottleneck. `TValue` is designed as a **lightweight, immutable struct** to ensure:
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* **Zero Heap Allocation**: Being a struct, it lives on the stack or embedded in arrays, avoiding Garbage Collector (GC) pressure.
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* **Thread Safety**: Immutability guarantees safe concurrent access.
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* **Minimal Footprint**: Occupies exactly 16 bytes (8 bytes for `long` Time + 8 bytes for `double` Value), fitting efficiently in CPU cache lines.
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## How It Works
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`TValue` is implemented as a `readonly record struct`. It encapsulates:
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* **Time**: A `long` representing ticks (UTC).
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* **Value**: A `double` representing the data magnitude.
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It supports implicit conversions to `double` (extracting the value) and `DateTime` (extracting the time), making it syntactically fluid to use in calculations.
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## Structure
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### Definition
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```csharp
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public readonly record struct TValue(long Time, double Value);
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```
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### Properties
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| Property | Type | Description |
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|----------|------|-------------|
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| `Time` | `long` | Timestamp in ticks (UTC). |
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| `Value` | `double` | The data value. |
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| `AsDateTime` | `DateTime` | Helper to view `Time` as a `DateTime` object. |
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### Constructors
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| Constructor | Description |
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|-------------|-------------|
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| `new TValue(long time, double value)` | Creates a TValue from raw ticks. |
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| `new TValue(DateTime time, double value)` | Creates a TValue from a DateTime object. |
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## Usage
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### Creating TValues
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```csharp
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// From DateTime
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var t1 = new TValue(DateTime.UtcNow, 100.5);
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// From Ticks
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var t2 = new TValue(DateTime.UtcNow.Ticks, 100.5);
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```
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### Implicit Conversions
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```csharp
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TValue tv = new TValue(DateTime.UtcNow, 42.0);
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// Implicitly converts to double
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double val = tv; // 42.0
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// Implicitly converts to DateTime
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DateTime dt = tv; // DateTime object
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```
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### String Representation
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```csharp
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Console.WriteLine(tv); // Output: "[2024-01-01 12:00:00, 42.00]"
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```
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## Performance Profile
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* **Memory**: 16 bytes per instance.
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* **Allocation**: 0 bytes (Stack allocated).
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* **Copying**: Cheap (fits in two 64-bit registers).
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## Integration
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`TValue` is the primary currency of the library:
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* **Indicators**: `Update(TValue input)` accepts it.
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* **Series**: `TSeries` stores collections of it.
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* **Events**: `ITValuePublisher` broadcasts it.
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## Architecture Notes
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* **SkipLocalsInit**: The struct is marked with `[SkipLocalsInit]` to suppress zero-initialization of locals, squeezing out nanoseconds in tight loops.
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* **AggressiveInlining**: All accessors and operators are inlined to ensure zero abstraction penalty.
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## References
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* [Structure of Arrays (SoA)](https://en.wikipedia.org/wiki/AOS_and_SOA)
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* [C# Struct Performance](https://learn.microsoft.com/en-us/dotnet/csharp/language-reference/builtin-types/struct)
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@@ -14,7 +14,7 @@ public readonly record struct TValue(long Time, double Value)
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public DateTime AsDateTime => new(Time, DateTimeKind.Utc);
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public TValue(DateTime time, double value)
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public TValue(DateTime time, double value)
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: this(time.Kind == DateTimeKind.Utc ? time.Ticks : time.ToUniversalTime().Ticks, value)
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{
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}
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