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This commit is contained in:
Miha Kralj
2025-11-26 20:17:01 -08:00
parent 33ffd3a37a
commit 1c8f514756
27 changed files with 1391 additions and 10 deletions
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using System;
using Xunit;
using QuanTAlib;
namespace QuanTAlib.Tests
{
public class TBarTests
{
[Fact]
public void Constructor_SetsPropertiesCorrectly()
{
long time = DateTime.UtcNow.Ticks;
double open = 100;
double high = 110;
double low = 90;
double close = 105;
double volume = 1000;
var bar = new TBar(time, open, high, low, close, volume);
Assert.Equal(time, bar.Time);
Assert.Equal(open, bar.Open);
Assert.Equal(high, bar.High);
Assert.Equal(low, bar.Low);
Assert.Equal(close, bar.Close);
Assert.Equal(volume, bar.Volume);
}
[Fact]
public void HL2_CalculatesCorrectly()
{
var bar = new TBar(0, 100, 110, 90, 105, 1000);
Assert.Equal(100.0, bar.HL2); // (110 + 90) / 2
}
[Fact]
public void OHL3_CalculatesCorrectly()
{
var bar = new TBar(0, 100, 110, 90, 105, 1000);
Assert.Equal(100.0, bar.OHL3); // (100 + 110 + 90) / 3
}
[Fact]
public void HLC3_CalculatesCorrectly()
{
var bar = new TBar(0, 100, 110, 90, 100, 1000);
Assert.Equal(100.0, bar.HLC3); // (110 + 90 + 100) / 3
}
[Fact]
public void OHLC4_CalculatesCorrectly()
{
var bar = new TBar(0, 100, 110, 90, 100, 1000);
Assert.Equal(100.0, bar.OHLC4); // (100 + 110 + 90 + 100) / 4
}
[Fact]
public void HLCC4_CalculatesCorrectly()
{
var bar = new TBar(0, 100, 110, 90, 100, 1000);
Assert.Equal(100.0, bar.HLCC4); // (110 + 90 + 100 + 100) / 4
}
[Fact]
public void ImplicitConversion_ToTValue_ReturnsClosePriceWithTime()
{
long time = DateTime.UtcNow.Ticks;
var bar = new TBar(time, 100, 110, 90, 105, 1000);
TValue tv = bar;
Assert.Equal(time, tv.Time);
Assert.Equal(105.0, tv.Value);
}
}
}
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using System.Runtime.CompilerServices;
namespace QuanTAlib;
/// <summary>
/// A lightweight struct representing an OHLCV bar.
/// Pure data type: 48 bytes (long + 5 doubles).
/// </summary>
[SkipLocalsInit]
public readonly struct TBar : IEquatable<TBar>
{
public readonly long Time;
public readonly double Open;
public readonly double High;
public readonly double Low;
public readonly double Close;
public readonly double Volume;
public DateTime AsDateTime => new(Time, DateTimeKind.Utc);
// TValue conversions (Zero-copy / lightweight creation)
public TValue O { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => new(Time, Open); }
public TValue H { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => new(Time, High); }
public TValue L { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => new(Time, Low); }
public TValue C { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => new(Time, Close); }
public TValue V { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => new(Time, Volume); }
// Computed properties (calculated on demand, no storage overhead)
public double HL2 { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => (High + Low) * 0.5; }
public double OC2 { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => (Open + Close) * 0.5; }
public double OHL3 { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => (Open + High + Low) / 3.0; }
public double HLC3 { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => (High + Low + Close) / 3.0; }
public double OHLC4 { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => (Open + High + Low + Close) * 0.25; }
public double HLCC4 { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => (High + Low + Close + Close) * 0.25; }
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TBar(long time, double open, double high, double low, double close, double volume)
{
Time = time;
Open = open;
High = high;
Low = low;
Close = close;
Volume = volume;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TBar(DateTime time, double open, double high, double low, double close, double volume)
{
Time = time.Ticks;
Open = open;
High = high;
Low = low;
Close = close;
Volume = volume;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static implicit operator double(TBar bar) => bar.Close;
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static implicit operator TValue(TBar bar) => new(bar.Time, bar.Close);
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static implicit operator DateTime(TBar bar) => new(bar.Time, DateTimeKind.Utc);
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public override string ToString() => $"[{AsDateTime:yyyy-MM-dd HH:mm:ss}: O={Open:F2}, H={High:F2}, L={Low:F2}, C={Close:F2}, V={Volume:F2}]";
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public bool Equals(TBar other) =>
Time == other.Time &&
Open == other.Open &&
High == other.High &&
Low == other.Low &&
Close == other.Close &&
Volume == other.Volume;
public override bool Equals(object? obj) => obj is TBar other && Equals(other);
public override int GetHashCode() => HashCode.Combine(Time, Open, High, Low, Close, Volume);
public static bool operator ==(TBar left, TBar right) => left.Equals(right);
public static bool operator !=(TBar left, TBar right) => !left.Equals(right);
}