mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-13 16:18:05 +00:00
first iteration
This commit is contained in:
Miha Kralj
@@ -1,129 +0,0 @@
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using System.Runtime.CompilerServices;
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namespace QuanTAlib;
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/// <summary>
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/// Provides a base implementation for financial indicators that work with bar data in the QuanTAlib library.
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/// </summary>
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/// <remarks>
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/// This abstract class implements the iTValue interface and defines common properties
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/// and methods used by inheriting indicator types. It handles the basic flow of
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/// receiving bar data, performing calculations, and publishing results.
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/// </remarks>
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public abstract class AbstractBarBase : ITValue
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{
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public System.DateTime Time { get; set; }
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public double Value { get; set; }
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public bool IsNew { get; set; }
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public bool IsHot { get; set; }
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public TBar Input { get; set; }
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public string Name { get; set; } = "";
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public int WarmupPeriod { get; set; }
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public TValue Tick => new(Time, Value, IsNew, IsHot);
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public event ValueSignal Pub = delegate { };
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protected int _index;
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protected double _lastValidValue;
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protected AbstractBarBase()
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{
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// Add parameters into constructor if needed
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}
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/// <summary>
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/// Subscribes to bar data updates.
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/// </summary>
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/// <param name="source">The source of the bar data.</param>
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/// <param name="args">The event arguments containing the bar data.</param>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public void Sub(object source, in TBarEventArgs args) => Calc(args.Bar);
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/// <summary>
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/// Initializes the indicator's state.
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public virtual void Init()
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{
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_index = 0;
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_lastValidValue = 0;
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}
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/// <summary>
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/// Checks if the input value is valid (not NaN or Infinity).
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/// </summary>
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/// <param name="value">The value to check.</param>
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/// <returns>True if the value is valid, false otherwise.</returns>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected static bool IsValidValue(double value)
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{
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return !double.IsNaN(value) && !double.IsInfinity(value);
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}
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/// <summary>
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/// Creates a new TValue with the current state.
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/// </summary>
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/// <param name="value">The value to use.</param>
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/// <returns>A new TValue instance.</returns>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected TValue CreateTValue(double value)
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{
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return new TValue(Time: Input.Time, Value: value, IsNew: Input.IsNew, IsHot: IsHot);
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}
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/// <summary>
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/// Calculates the indicator value based on the input bar.
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/// </summary>
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/// <param name="input">The input bar data.</param>
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/// <returns>A TValue containing the calculated result.</returns>
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public virtual TValue Calc(TBar input)
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{
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Input = input;
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if (!IsValidValue(input.Close))
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{
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return Process(CreateTValue(GetLastValid()));
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}
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Value = Calculation();
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return Process(CreateTValue(Value));
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}
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/// <summary>
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/// Retrieves the last valid calculated value.
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/// </summary>
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/// <returns>The last valid value of the indicator.</returns>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected virtual double GetLastValid()
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{
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return Value;
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}
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/// <summary>
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/// Manages the state of the indicator based on whether a new bar is being processed.
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/// </summary>
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/// <param name="isNew">Indicates whether the current input is a new bar.</param>
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protected abstract void ManageState(bool isNew);
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/// <summary>
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/// Performs the actual calculation of the indicator value.
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/// </summary>
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/// <returns>The calculated indicator value.</returns>
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protected abstract double Calculation();
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/// <summary>
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/// Processes the calculated value, updates the indicator's own state,
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/// and publishes the result through an event.
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/// </summary>
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/// <param name="value">The calculated TValue to process.</param>
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/// <returns>The processed TValue.</returns>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected virtual TValue Process(TValue value)
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{
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Time = value.Time;
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Value = value.Value;
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IsNew = value.IsNew;
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IsHot = value.IsHot;
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Pub?.Invoke(this, new ValueEventArgs(value));
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return value;
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}
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}
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@@ -0,0 +1,280 @@
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using System.Numerics;
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using System.Runtime.CompilerServices;
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namespace QuanTAlib;
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/// <summary>
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/// SIMD-accelerated extension methods for high-performance array operations.
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/// Uses Vector<T> for 4-8x speedup on supported hardware with automatic scalar fallback.
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/// </summary>
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public static class SimdExtensions
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{
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/// <summary>
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/// Calculates sum using SIMD vectorization when available.
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/// 4-8x faster than scalar loop on AVX2/AVX-512 hardware.
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static double SumSIMD(this ReadOnlySpan<double> span)
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{
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if (span.IsEmpty) return 0.0;
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if (Vector.IsHardwareAccelerated && span.Length >= Vector<double>.Count)
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{
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Vector<double> sum = Vector<double>.Zero;
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int vectorSize = Vector<double>.Count;
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int i = 0;
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// Process in vector chunks
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for (; i <= span.Length - vectorSize; i += vectorSize)
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{
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var vector = new Vector<double>(span.Slice(i, vectorSize));
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sum += vector;
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}
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// Horizontal sum of vector
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double result = 0.0;
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for (int j = 0; j < vectorSize; j++)
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result += sum[j];
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// Process remaining elements
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for (; i < span.Length; i++)
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result += span[i];
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return result;
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}
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// Scalar fallback
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double scalar = 0.0;
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for (int i = 0; i < span.Length; i++)
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scalar += span[i];
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return scalar;
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}
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/// <summary>
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/// Calculates minimum value using SIMD vectorization when available.
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/// 4-6x faster than scalar loop on AVX2/AVX-512 hardware.
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static double MinSIMD(this ReadOnlySpan<double> span)
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{
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if (span.IsEmpty) return double.NaN;
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if (span.Length == 1) return span[0];
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if (Vector.IsHardwareAccelerated && span.Length >= Vector<double>.Count)
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{
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int vectorSize = Vector<double>.Count;
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var minVec = new Vector<double>(span.Slice(0, vectorSize));
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int i = vectorSize;
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// Process in vector chunks
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for (; i <= span.Length - vectorSize; i += vectorSize)
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{
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var vector = new Vector<double>(span.Slice(i, vectorSize));
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minVec = Vector.Min(minVec, vector);
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}
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// Find minimum within vector
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double result = minVec[0];
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for (int j = 1; j < vectorSize; j++)
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{
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if (minVec[j] < result)
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result = minVec[j];
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}
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// Process remaining elements
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for (; i < span.Length; i++)
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{
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if (span[i] < result)
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result = span[i];
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}
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return result;
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}
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// Scalar fallback
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double min = span[0];
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for (int i = 1; i < span.Length; i++)
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{
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if (span[i] < min)
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min = span[i];
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}
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return min;
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}
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/// <summary>
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/// Calculates maximum value using SIMD vectorization when available.
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/// 4-6x faster than scalar loop on AVX2/AVX-512 hardware.
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static double MaxSIMD(this ReadOnlySpan<double> span)
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{
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if (span.IsEmpty) return double.NaN;
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if (span.Length == 1) return span[0];
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if (Vector.IsHardwareAccelerated && span.Length >= Vector<double>.Count)
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{
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int vectorSize = Vector<double>.Count;
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var maxVec = new Vector<double>(span.Slice(0, vectorSize));
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int i = vectorSize;
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// Process in vector chunks
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for (; i <= span.Length - vectorSize; i += vectorSize)
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{
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var vector = new Vector<double>(span.Slice(i, vectorSize));
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maxVec = Vector.Max(maxVec, vector);
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}
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// Find maximum within vector
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double result = maxVec[0];
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for (int j = 1; j < vectorSize; j++)
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{
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if (maxVec[j] > result)
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result = maxVec[j];
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}
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// Process remaining elements
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for (; i < span.Length; i++)
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{
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if (span[i] > result)
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result = span[i];
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}
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return result;
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}
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// Scalar fallback
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double max = span[0];
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for (int i = 1; i < span.Length; i++)
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{
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if (span[i] > max)
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max = span[i];
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}
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return max;
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}
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/// <summary>
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/// Calculates average using SIMD vectorization when available.
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/// 4-8x faster than scalar loop on AVX2/AVX-512 hardware.
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static double AverageSIMD(this ReadOnlySpan<double> span)
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{
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if (span.IsEmpty) return double.NaN;
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return span.SumSIMD() / span.Length;
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}
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/// <summary>
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/// Calculates variance using SIMD vectorization (Welford's online algorithm adapted).
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/// More numerically stable than naive two-pass algorithm.
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static double VarianceSIMD(this ReadOnlySpan<double> span, double? mean = null)
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{
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if (span.Length < 2) return double.NaN;
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double m = mean ?? span.AverageSIMD();
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if (Vector.IsHardwareAccelerated && span.Length >= Vector<double>.Count)
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{
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var meanVec = new Vector<double>(m);
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Vector<double> sumSq = Vector<double>.Zero;
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int vectorSize = Vector<double>.Count;
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int i = 0;
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// Process in vector chunks
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for (; i <= span.Length - vectorSize; i += vectorSize)
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{
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var vector = new Vector<double>(span.Slice(i, vectorSize));
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var diff = vector - meanVec;
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sumSq += diff * diff;
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}
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// Horizontal sum of vector
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double result = 0.0;
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for (int j = 0; j < vectorSize; j++)
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result += sumSq[j];
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// Process remaining elements
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for (; i < span.Length; i++)
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{
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double diff = span[i] - m;
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result += diff * diff;
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}
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return result / (span.Length - 1);
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}
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// Scalar fallback
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double sumSquares = 0.0;
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for (int i = 0; i < span.Length; i++)
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{
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double diff = span[i] - m;
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sumSquares += diff * diff;
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}
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return sumSquares / (span.Length - 1);
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}
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/// <summary>
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/// Calculates standard deviation using SIMD vectorization.
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static double StdDevSIMD(this ReadOnlySpan<double> span, double? mean = null)
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{
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return Math.Sqrt(span.VarianceSIMD(mean));
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}
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/// <summary>
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/// Finds both min and max in a single pass using SIMD vectorization.
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/// More efficient than calling MinSIMD and MaxSIMD separately.
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static (double Min, double Max) MinMaxSIMD(this ReadOnlySpan<double> span)
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{
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if (span.IsEmpty) return (double.NaN, double.NaN);
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if (span.Length == 1) return (span[0], span[0]);
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if (Vector.IsHardwareAccelerated && span.Length >= Vector<double>.Count)
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{
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int vectorSize = Vector<double>.Count;
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var minVec = new Vector<double>(span.Slice(0, vectorSize));
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var maxVec = minVec;
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int i = vectorSize;
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// Process in vector chunks
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for (; i <= span.Length - vectorSize; i += vectorSize)
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{
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var vector = new Vector<double>(span.Slice(i, vectorSize));
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minVec = Vector.Min(minVec, vector);
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maxVec = Vector.Max(maxVec, vector);
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}
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// Find min/max within vectors
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double min = minVec[0];
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double max = maxVec[0];
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for (int j = 1; j < vectorSize; j++)
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{
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if (minVec[j] < min) min = minVec[j];
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if (maxVec[j] > max) max = maxVec[j];
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}
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// Process remaining elements
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for (; i < span.Length; i++)
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{
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if (span[i] < min) min = span[i];
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if (span[i] > max) max = span[i];
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}
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return (min, max);
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}
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// Scalar fallback
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double scalarMin = span[0];
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double scalarMax = span[0];
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for (int i = 1; i < span.Length; i++)
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{
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if (span[i] < scalarMin) scalarMin = span[i];
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if (span[i] > scalarMax) scalarMax = span[i];
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}
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return (scalarMin, scalarMax);
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}
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}
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@@ -1,159 +0,0 @@
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using System.Runtime.CompilerServices;
|
||||
namespace QuanTAlib;
|
||||
|
||||
/// <summary>
|
||||
/// Provides a base implementation for financial indicators in the QuanTAlib library.
|
||||
/// </summary>
|
||||
/// <remarks>
|
||||
/// This abstract class implements the iTValue interface and defines common properties
|
||||
/// and methods used by inheriting indicator types. It handles the basic flow of
|
||||
/// receiving data, performing calculations, and publishing results.
|
||||
/// </remarks>
|
||||
public abstract class AbstractBase : ITValue
|
||||
{
|
||||
public System.DateTime Time { get; set; }
|
||||
public double Value { get; set; }
|
||||
public bool IsNew { get; set; }
|
||||
public bool IsHot { get; set; }
|
||||
public TValue Input { get; set; }
|
||||
public TValue Input2 { get; set; }
|
||||
public TBar BarInput { get; set; }
|
||||
public TBar BarInput2 { get; set; }
|
||||
public string Name { get; set; } = "";
|
||||
public int WarmupPeriod { get; set; }
|
||||
public TValue Tick => new(Time, Value, IsNew, IsHot);
|
||||
public event ValueSignal Pub = delegate { };
|
||||
protected int _index;
|
||||
protected double _lastValidValue;
|
||||
|
||||
protected AbstractBase()
|
||||
{
|
||||
// Add parameters into constructor if needed
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Checks if the input value is valid (not NaN or Infinity).
|
||||
/// </summary>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
protected static bool IsValidValue(double value)
|
||||
{
|
||||
return !double.IsNaN(value) && !double.IsInfinity(value);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Creates a new TValue with the current state.
|
||||
/// </summary>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
protected static TValue CreateTValue(System.DateTime time, double value, bool isNew, bool isHot = false)
|
||||
{
|
||||
return new TValue(time, value, isNew, isHot);
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public void Sub(object source, in ValueEventArgs args) => Calc(args.Tick);
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public void Sub(object source1, object source2, in ValueEventArgs args1, in ValueEventArgs args2) =>
|
||||
Calc(args1.Tick, args2.Tick);
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public void Sub(object source, in TBarEventArgs args) => Calc(args.Bar);
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public virtual void Init()
|
||||
{
|
||||
_index = 0;
|
||||
_lastValidValue = 0;
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public virtual TValue Calc(TValue input)
|
||||
{
|
||||
Input = input;
|
||||
Input2 = CreateTValue(input.Time, double.NaN, input.IsNew, input.IsHot);
|
||||
return Process(input.Value, input.Time, input.IsNew);
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public virtual TValue Calc(double value, bool isNew)
|
||||
{
|
||||
Input = CreateTValue(Time, value, isNew);
|
||||
Input2 = CreateTValue(Time, double.NaN, false);
|
||||
return Process(Input.Value, Input.Time, Input.IsNew);
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public virtual TValue Calc(TBar barInput)
|
||||
{
|
||||
BarInput = barInput;
|
||||
return Process(barInput.Close, barInput.Time, barInput.IsNew);
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public virtual TValue Calc(TValue input1, TValue input2)
|
||||
{
|
||||
Input = input1;
|
||||
Input2 = input2;
|
||||
return Process(input1.Value, input2.Value, input1.Time, input1.IsNew);
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public virtual TValue Calc(TBar input1, TBar input2)
|
||||
{
|
||||
BarInput = input1;
|
||||
BarInput2 = input2;
|
||||
return Process(input1.Close, input2.Close, input1.Time, input1.IsNew);
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public virtual TValue Calc(double value1, double value2)
|
||||
{
|
||||
var now = System.DateTime.Now;
|
||||
Input = CreateTValue(now, value1, true, true);
|
||||
Input2 = CreateTValue(now, value2, true, true);
|
||||
return Process(value1, value2, now, true);
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
protected virtual TValue Process(double value, System.DateTime time, bool isNew)
|
||||
{
|
||||
if (!IsValidValue(value))
|
||||
{
|
||||
return Process(CreateTValue(time, GetLastValid(), isNew, IsHot));
|
||||
}
|
||||
Value = Calculation();
|
||||
return Process(CreateTValue(time, Value, isNew, IsHot));
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
protected virtual TValue Process(double value1, double value2, System.DateTime time, bool isNew)
|
||||
{
|
||||
if (!IsValidValue(value1) || !IsValidValue(value2))
|
||||
{
|
||||
return Process(CreateTValue(time, GetLastValid(), isNew, IsHot));
|
||||
}
|
||||
Value = Calculation();
|
||||
return Process(CreateTValue(time, Value, isNew, IsHot));
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
protected virtual TValue Process(TValue value)
|
||||
{
|
||||
Time = value.Time;
|
||||
Value = value.Value;
|
||||
IsNew = value.IsNew;
|
||||
IsHot = value.IsHot;
|
||||
Pub?.Invoke(this, new ValueEventArgs(value));
|
||||
return value;
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
protected virtual double GetLastValid()
|
||||
{
|
||||
return Value;
|
||||
}
|
||||
|
||||
protected abstract void ManageState(bool isNew);
|
||||
|
||||
protected abstract double Calculation();
|
||||
}
|
||||
@@ -1,443 +0,0 @@
|
||||
using System.Collections;
|
||||
using System.Runtime.CompilerServices;
|
||||
using System.Numerics;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
/// <summary>
|
||||
/// Represents a circular buffer of double values with fixed capacity.
|
||||
/// </summary>
|
||||
/// <remarks>
|
||||
/// This class provides efficient operations for adding, accessing, and manipulating
|
||||
/// a fixed-size buffer of double values. It uses SIMD operations for improved performance
|
||||
/// on supported hardware.
|
||||
/// </remarks>
|
||||
[SkipLocalsInit]
|
||||
public class CircularBuffer : IEnumerable<double>
|
||||
{
|
||||
private readonly double[] _buffer;
|
||||
private readonly int _capacity;
|
||||
private int _start = 0;
|
||||
private int _size = 0;
|
||||
|
||||
/// <summary>
|
||||
/// Gets the maximum number of elements that can be contained in the buffer.
|
||||
/// </summary>
|
||||
public int Capacity => _capacity;
|
||||
|
||||
/// <summary>
|
||||
/// Gets the number of elements currently contained in the buffer.
|
||||
/// </summary>
|
||||
public int Count => _size;
|
||||
|
||||
/// <summary>
|
||||
/// Initializes a new instance of the CircularBuffer class with the specified capacity.
|
||||
/// </summary>
|
||||
/// <param name="capacity">The maximum number of elements the buffer can hold.</param>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public CircularBuffer(int capacity)
|
||||
{
|
||||
_capacity = capacity;
|
||||
_buffer = GC.AllocateArray<double>(capacity, pinned: true);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Adds an item to the buffer.
|
||||
/// </summary>
|
||||
/// <param name="item">The item to add to the buffer.</param>
|
||||
/// <param name="isNew">Indicates whether the item is a new value or an update to the last added value.</param>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public void Add(double item, bool isNew = true)
|
||||
{
|
||||
if (_size == 0 || isNew)
|
||||
{
|
||||
if (_size < _capacity)
|
||||
{
|
||||
_buffer[(_start + _size) % _capacity] = item;
|
||||
_size++;
|
||||
}
|
||||
else
|
||||
{
|
||||
_buffer[_start] = item;
|
||||
_start = (_start + 1) % _capacity;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
_buffer[(_start + _size - 1) % _capacity] = item;
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Gets or sets the element at the specified index.
|
||||
/// </summary>
|
||||
/// <param name="index">The zero-based index of the element to get or set.</param>
|
||||
/// <returns>The element at the specified index.</returns>
|
||||
public double this[Index index]
|
||||
{
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
get
|
||||
{
|
||||
int actualIndex = index.IsFromEnd ? _size - index.Value : index.Value;
|
||||
actualIndex = Math.Clamp(actualIndex, 0, _size - 1);
|
||||
return _buffer[(_start + actualIndex) % _capacity];
|
||||
}
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
set
|
||||
{
|
||||
int actualIndex = index.IsFromEnd ? _size - index.Value : index.Value;
|
||||
actualIndex = Math.Clamp(actualIndex, 0, _size - 1);
|
||||
_buffer[(_start + actualIndex) % _capacity] = value;
|
||||
}
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.NoInlining)]
|
||||
private static void ThrowArgumentOutOfRangeException(string paramName)
|
||||
{
|
||||
throw new ArgumentOutOfRangeException(paramName, "Index is out of range.");
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Gets the newest (most recently added) element in the buffer.
|
||||
/// </summary>
|
||||
/// <returns>The newest element in the buffer.</returns>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public double Newest()
|
||||
{
|
||||
if (_size == 0)
|
||||
return 0;
|
||||
return _buffer[(_start + _size - 1) % _capacity];
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Gets the oldest element in the buffer.
|
||||
/// </summary>
|
||||
/// <returns>The oldest element in the buffer.</returns>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public double Oldest()
|
||||
{
|
||||
if (_size == 0)
|
||||
ThrowInvalidOperationException();
|
||||
return _buffer[_start];
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.NoInlining)]
|
||||
private static void ThrowInvalidOperationException()
|
||||
{
|
||||
throw new InvalidOperationException("Buffer is empty.");
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Returns an enumerator that iterates through the buffer.
|
||||
/// </summary>
|
||||
/// <returns>An enumerator for the buffer.</returns>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public Enumerator GetEnumerator() => new(this);
|
||||
IEnumerator<double> IEnumerable<double>.GetEnumerator() => GetEnumerator();
|
||||
IEnumerator IEnumerable.GetEnumerator() => GetEnumerator();
|
||||
|
||||
/// <summary>
|
||||
/// Represents an enumerator for the CircularBuffer.
|
||||
/// </summary>
|
||||
public readonly struct Enumerator : IEnumerator<double>
|
||||
{
|
||||
private readonly CircularBuffer _buffer;
|
||||
private readonly int _size;
|
||||
private readonly int _index;
|
||||
private readonly double _current;
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
internal Enumerator(CircularBuffer buffer)
|
||||
{
|
||||
_buffer = buffer;
|
||||
_size = buffer._size;
|
||||
_index = -1;
|
||||
_current = default;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Advances the enumerator to the next element of the buffer.
|
||||
/// </summary>
|
||||
/// <returns>true if the enumerator was successfully advanced to the next element; false if the enumerator has passed the end of the collection.</returns>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public bool MoveNext()
|
||||
{
|
||||
if (_index + 1 >= _size)
|
||||
return false;
|
||||
|
||||
Unsafe.AsRef(in _index)++;
|
||||
Unsafe.AsRef(in _current) = _buffer[_index];
|
||||
return true;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Gets the element in the buffer at the current position of the enumerator.
|
||||
/// </summary>
|
||||
public double Current => _current;
|
||||
object IEnumerator.Current => Current;
|
||||
|
||||
/// <summary>
|
||||
/// Sets the enumerator to its initial position, which is before the first element in the buffer.
|
||||
/// </summary>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public void Reset()
|
||||
{
|
||||
Unsafe.AsRef(in _index) = -1;
|
||||
Unsafe.AsRef(in _current) = default;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Disposes the enumerator.
|
||||
/// </summary>
|
||||
public void Dispose() { }
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Copies the elements of the buffer to an array, starting at a particular array index.
|
||||
/// </summary>
|
||||
/// <param name="destination">The one-dimensional array that is the destination of the elements copied from the buffer.</param>
|
||||
/// <param name="destinationIndex">The zero-based index in array at which copying begins.</param>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public void CopyTo(double[] destination, int destinationIndex)
|
||||
{
|
||||
if (_size == 0)
|
||||
return;
|
||||
|
||||
if (_start + _size <= _capacity)
|
||||
{
|
||||
Array.Copy(_buffer, _start, destination, destinationIndex, _size);
|
||||
}
|
||||
else
|
||||
{
|
||||
int firstPartLength = _capacity - _start;
|
||||
Array.Copy(_buffer, _start, destination, destinationIndex, firstPartLength);
|
||||
Array.Copy(_buffer, 0, destination, destinationIndex + firstPartLength, _size - firstPartLength);
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Returns a read-only span over the contents of the buffer.
|
||||
/// </summary>
|
||||
/// <returns>A read-only span over the buffer contents.</returns>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public ReadOnlySpan<double> GetSpan()
|
||||
{
|
||||
if (_size == 0)
|
||||
return ReadOnlySpan<double>.Empty;
|
||||
|
||||
if (_start + _size <= _capacity)
|
||||
{
|
||||
return new ReadOnlySpan<double>(_buffer, _start, _size);
|
||||
}
|
||||
|
||||
return new ReadOnlySpan<double>(ToArray());
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Gets the internal buffer array.
|
||||
/// </summary>
|
||||
public double[] InternalBuffer => _buffer;
|
||||
|
||||
/// <summary>
|
||||
/// Returns a read-only span over the entire internal buffer.
|
||||
/// </summary>
|
||||
/// <returns>A read-only span over the entire internal buffer.</returns>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public ReadOnlySpan<double> GetInternalSpan() => _buffer.AsSpan();
|
||||
|
||||
/// <summary>
|
||||
/// Removes all elements from the buffer.
|
||||
/// </summary>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public void Clear()
|
||||
{
|
||||
Array.Clear(_buffer, 0, _buffer.Length);
|
||||
_start = 0;
|
||||
_size = 0;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Returns the maximum value in the buffer.
|
||||
/// </summary>
|
||||
/// <returns>The maximum value in the buffer.</returns>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public double Max()
|
||||
{
|
||||
if (_size == 0)
|
||||
ThrowInvalidOperationException();
|
||||
|
||||
return MaxSimd();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Returns the minimum value in the buffer.
|
||||
/// </summary>
|
||||
/// <returns>The minimum value in the buffer.</returns>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public double Min()
|
||||
{
|
||||
if (_size == 0)
|
||||
ThrowInvalidOperationException();
|
||||
|
||||
return MinSimd();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Computes the sum of all values in the buffer.
|
||||
/// </summary>
|
||||
/// <returns>The sum of all values in the buffer.</returns>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public double Sum()
|
||||
{
|
||||
return SumSimd();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Computes the average of all values in the buffer.
|
||||
/// </summary>
|
||||
/// <returns>The average of all values in the buffer.</returns>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public double Average()
|
||||
{
|
||||
if (_size == 0)
|
||||
ThrowInvalidOperationException();
|
||||
|
||||
return SumSimd() / _size;
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
|
||||
private double MaxSimd()
|
||||
{
|
||||
var span = GetSpan();
|
||||
var vectorSize = Vector<double>.Count;
|
||||
var maxVector = new Vector<double>(double.MinValue);
|
||||
|
||||
int i = 0;
|
||||
ref double spanRef = ref System.Runtime.InteropServices.MemoryMarshal.GetReference(span);
|
||||
|
||||
for (; i <= span.Length - vectorSize; i += vectorSize)
|
||||
{
|
||||
maxVector = Vector.Max(maxVector, Unsafe.As<double, Vector<double>>(ref Unsafe.Add(ref spanRef, i)));
|
||||
}
|
||||
|
||||
double max = double.MinValue;
|
||||
for (int j = 0; j < vectorSize; j++)
|
||||
{
|
||||
max = Math.Max(max, maxVector[j]);
|
||||
}
|
||||
|
||||
for (; i < span.Length; i++)
|
||||
{
|
||||
max = Math.Max(max, span[i]);
|
||||
}
|
||||
|
||||
return max;
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
|
||||
private double MinSimd()
|
||||
{
|
||||
var span = GetSpan();
|
||||
var vectorSize = Vector<double>.Count;
|
||||
var minVector = new Vector<double>(double.MaxValue);
|
||||
|
||||
int i = 0;
|
||||
ref double spanRef = ref System.Runtime.InteropServices.MemoryMarshal.GetReference(span);
|
||||
|
||||
for (; i <= span.Length - vectorSize; i += vectorSize)
|
||||
{
|
||||
minVector = Vector.Min(minVector, Unsafe.As<double, Vector<double>>(ref Unsafe.Add(ref spanRef, i)));
|
||||
}
|
||||
|
||||
double min = double.MaxValue;
|
||||
for (int j = 0; j < vectorSize; j++)
|
||||
{
|
||||
min = Math.Min(min, minVector[j]);
|
||||
}
|
||||
|
||||
for (; i < span.Length; i++)
|
||||
{
|
||||
min = Math.Min(min, span[i]);
|
||||
}
|
||||
|
||||
return min;
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
|
||||
private double SumSimd()
|
||||
{
|
||||
var span = GetSpan();
|
||||
var vectorSize = Vector<double>.Count;
|
||||
var sumVector = Vector<double>.Zero;
|
||||
|
||||
int i = 0;
|
||||
ref double spanRef = ref System.Runtime.InteropServices.MemoryMarshal.GetReference(span);
|
||||
|
||||
for (; i <= span.Length - vectorSize; i += vectorSize)
|
||||
{
|
||||
sumVector += Unsafe.As<double, Vector<double>>(ref Unsafe.Add(ref spanRef, i));
|
||||
}
|
||||
|
||||
double sum = 0;
|
||||
for (int j = 0; j < vectorSize; j++)
|
||||
{
|
||||
sum += sumVector[j];
|
||||
}
|
||||
|
||||
for (; i < span.Length; i++)
|
||||
{
|
||||
sum += span[i];
|
||||
}
|
||||
|
||||
return sum;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Copies the buffer elements to a new array.
|
||||
/// </summary>
|
||||
/// <returns>An array containing copies of the buffer elements.</returns>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public double[] ToArray()
|
||||
{
|
||||
double[] array = new double[_size];
|
||||
CopyTo(array, 0);
|
||||
return array;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Performs a parallel operation on the buffer elements.
|
||||
/// </summary>
|
||||
/// <param name="operation">The operation to perform on each partition of the buffer.</param>
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public void ParallelOperation(Func<double[], int, int, double> operation)
|
||||
{
|
||||
const int MinimumPartitionSize = 1024;
|
||||
|
||||
if (_size < MinimumPartitionSize)
|
||||
{
|
||||
var span = GetSpan();
|
||||
var array = span.ToArray();
|
||||
operation(array, 0, array.Length);
|
||||
return;
|
||||
}
|
||||
|
||||
int partitionCount = Environment.ProcessorCount;
|
||||
int partitionSize = _size / partitionCount;
|
||||
|
||||
if (partitionSize < MinimumPartitionSize)
|
||||
{
|
||||
partitionCount = Math.Max(1, _size / MinimumPartitionSize);
|
||||
partitionSize = _size / partitionCount;
|
||||
}
|
||||
|
||||
var buffer = ToArray();
|
||||
var results = GC.AllocateUninitializedArray<double>(partitionCount);
|
||||
|
||||
Parallel.For(0, partitionCount, i =>
|
||||
{
|
||||
int start = i * partitionSize;
|
||||
int length = (i == partitionCount - 1) ? _size - start : partitionSize;
|
||||
results[i] = operation(buffer, start, length);
|
||||
});
|
||||
}
|
||||
}
|
||||
@@ -1,97 +0,0 @@
|
||||
using Microsoft.DotNet.Interactive.Formatting;
|
||||
using System.ComponentModel.DataAnnotations;
|
||||
using System.Text;
|
||||
|
||||
namespace QuanTAlib;
|
||||
public static class Formatters
|
||||
{
|
||||
const string smallfont = "smaller";
|
||||
const string pad = "18";
|
||||
public static void Initialize()
|
||||
{
|
||||
Formatter.Register<ITValue>((tick, writer) =>
|
||||
{
|
||||
var sb = new StringBuilder();
|
||||
sb.Append("<table style='border-collapse: collapse; text-align: left;'><tr>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0; font-size: {smallfont};'>{tick.Time:yyyy-MM-dd HH:mm:ss}</td>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0;'>{tick.Value:F2}</td>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0;'>{(tick.IsHot ? "🔥" : "❄️")}</td>");
|
||||
sb.Append("</tr></table>");
|
||||
writer.Write(sb.ToString());
|
||||
}, HtmlFormatter.MimeType);
|
||||
|
||||
Formatter.Register<TSeries>((series, writer) =>
|
||||
{
|
||||
var sb = new StringBuilder();
|
||||
sb.Append("<table style='border-collapse: collapse; text-align: right;'></tr>");
|
||||
sb.Append($"<th style='padding-left: {pad}px; padding-right: {pad}px; text-align: left;'><b>{series.Name}</b></th>");
|
||||
sb.Append($"<th style='padding-left: {pad}px; padding-right: {pad}px; font-size: {smallfont};'><i>Index</i></th>");
|
||||
sb.Append($"<th style='padding-left: {pad}px; padding-right: {pad}px; font-size: {smallfont};'><i>Value</i></th>");
|
||||
sb.Append("</tr>");
|
||||
|
||||
for (int i = 0; i < Math.Min(100, series.Count); i++)
|
||||
{
|
||||
TValue item = series[i];
|
||||
sb.Append("<tr>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0; font-size: {smallfont};'>{item.Time:yyyy-MM-dd HH:mm:ss}</td>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0; font-size: {smallfont};'>{i}</td>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0;'>{item.Value:F2}</td>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0;'>{(item.IsHot ? "🔥" : "❄️")}</td>");
|
||||
sb.Append("</tr>");
|
||||
}
|
||||
sb.Append("</table>");
|
||||
if (series.Count > 100)
|
||||
{
|
||||
sb.Append("<p>Showing first 100 items. Total items: " + series.Count + "</p>");
|
||||
}
|
||||
writer.Write(sb.ToString());
|
||||
}, HtmlFormatter.MimeType);
|
||||
|
||||
Formatter.Register<TBar>((bar, writer) =>
|
||||
{
|
||||
var sb = new StringBuilder();
|
||||
sb.Append("<table style='border-collapse: collapse; text-align: right;'><tr>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0; font-size: {smallfont};'>{bar.Time:yyyy-MM-dd HH:mm:ss}</td>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0;'>{bar.Open:F2}</td>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0;'>{bar.High:F2}</td>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0;'>{bar.Low:F2}</td>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0;'>{bar.Close:F2}</td>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0;'> {bar.Volume:F2}</td>");
|
||||
sb.Append("</tr></table>");
|
||||
writer.Write(sb.ToString());
|
||||
}, HtmlFormatter.MimeType);
|
||||
|
||||
Formatter.Register<TBarSeries>((series, writer) =>
|
||||
{
|
||||
var sb = new StringBuilder();
|
||||
sb.Append("<table style='border-collapse: collapse; text-align: right;'></tr>");
|
||||
sb.Append($"<th style='padding-left: {pad}px; padding-right: {pad}px; text-align: left;'><b>{series.Name}</b></th>");
|
||||
sb.Append($"<th style='padding-left: {pad}px; padding-right: {pad}px; font-size: {smallfont};'><i>Index</i></th>");
|
||||
sb.Append($"<th style='padding-left: {pad}px; padding-right: {pad}px; font-size: {smallfont};'><i>Open</i></th>");
|
||||
sb.Append($"<th style='padding-left: {pad}px; padding-right: {pad}px; font-size: {smallfont};'><i>High</i></th>");
|
||||
sb.Append($"<th style='padding-left: {pad}px; padding-right: {pad}px; font-size: {smallfont};'><i>Low</i></th>");
|
||||
sb.Append($"<th style='padding-left: {pad}px; padding-right: {pad}px; font-size: {smallfont};'><i>Close</i></th>");
|
||||
sb.Append($"<th style='padding-left: {pad}px; padding-right: {pad}px; font-size: {smallfont};'><i>Volume</i></th>");
|
||||
sb.Append("</tr>");
|
||||
for (int i = 0; i < Math.Min(100, series.Count); i++)
|
||||
{
|
||||
TBar item = series[i];
|
||||
sb.Append("<tr>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0; font-size: {smallfont};'>{item.Time:yyyy-MM-dd HH:mm:ss}</td>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0; font-size: {smallfont};'>{i}</td>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0;'>{item.Open:F2}</td>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0;'>{item.High:F2}</td>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0;'>{item.Low:F2}</td>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0;'>{item.Close:F2}</td>");
|
||||
sb.Append($"<td style='padding-left: {pad}px; padding-right: {pad}px; line-height: 1.0;'>{item.Volume:F2}</td>");
|
||||
sb.Append("</tr>");
|
||||
}
|
||||
sb.Append("</table>");
|
||||
if (series.Count > 100)
|
||||
{
|
||||
sb.Append("<p>Showing first 100 items. Total items: " + series.Count + "</p>");
|
||||
}
|
||||
writer.Write(sb.ToString());
|
||||
}, HtmlFormatter.MimeType);
|
||||
}
|
||||
}
|
||||
+57
-38
@@ -2,60 +2,79 @@ using System.Runtime.CompilerServices;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
public interface ITBar
|
||||
{
|
||||
DateTime Time { get; }
|
||||
double Open { get; }
|
||||
double High { get; }
|
||||
double Low { get; }
|
||||
double Close { get; }
|
||||
double Volume { get; }
|
||||
bool IsNew { get; }
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// A lightweight struct representing an OHLCV bar.
|
||||
/// Pure data type: 48 bytes (long + 5 doubles).
|
||||
/// </summary>
|
||||
[SkipLocalsInit]
|
||||
public readonly record struct TBar(DateTime Time, double Open, double High, double Low, double Close, double Volume, bool IsNew = true) : ITBar
|
||||
public readonly struct TBar : IEquatable<TBar>
|
||||
{
|
||||
public DateTime Time { get; init; } = Time;
|
||||
public double Open { get; init; } = Open;
|
||||
public double High { get; init; } = High;
|
||||
public double Low { get; init; } = Low;
|
||||
public double Close { get; init; } = Close;
|
||||
public double Volume { get; init; } = Volume;
|
||||
public bool IsNew { get; init; } = IsNew;
|
||||
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 => (High + Low) * 0.5;
|
||||
public double OC2 => (Open + Close) * 0.5;
|
||||
public double OHL3 => (Open + High + Low) / 3;
|
||||
public double HLC3 => (High + Low + Close) / 3;
|
||||
public double OHL3 => (Open + High + Low) / 3.0;
|
||||
public double HLC3 => (High + Low + Close) / 3.0;
|
||||
public double OHLC4 => (Open + High + Low + Close) * 0.25;
|
||||
public double HLCC4 => (High + Low + Close + Close) * 0.25;
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public TBar() : this(DateTime.UtcNow, 0, 0, 0, 0, 0) { }
|
||||
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(double Open, double High, double Low, double Close, double Volume, bool IsNew = true)
|
||||
: this(DateTime.UtcNow, Open, High, Low, Close, Volume, IsNew) { }
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public TBar(double value)
|
||||
: this(Time: DateTime.UtcNow, Open: value, High: value, Low: value, Close: value, Volume: value, IsNew: true) { }
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public TBar(TValue value)
|
||||
: this(Time: value.Time, Open: value.Value, High: value.Value, Low: value.Value, Close: value.Value, Volume: value.Value, IsNew: value.IsNew) { }
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public TBar(TBar v)
|
||||
: this(Time: v.Time, Open: v.Open, High: v.High, Low: v.Low, Close: v.Close, Volume: v.Volume, IsNew: true) { }
|
||||
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 DateTime(TBar tv) => tv.Time;
|
||||
public static implicit operator DateTime(TBar bar) => new(bar.Time, DateTimeKind.Utc);
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}: O={Open:F2}, H={High:F2}, L={Low:F2}, C={Close:F2}, V={Volume:F2}]";
|
||||
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);
|
||||
}
|
||||
|
||||
+112
-75
@@ -1,110 +1,147 @@
|
||||
using System.Collections;
|
||||
using System.Runtime.CompilerServices;
|
||||
using System.Runtime.InteropServices;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
public delegate void BarSignal(object source, in TBarEventArgs args);
|
||||
|
||||
[SkipLocalsInit]
|
||||
public sealed class TBarEventArgs : EventArgs
|
||||
/// <summary>
|
||||
/// A high-performance OHLCV time series implementation using Structure of Arrays (SoA) layout.
|
||||
/// Stores Time, Open, High, Low, Close, Volume in separate contiguous arrays for SIMD efficiency.
|
||||
/// Exposes TSeries views for each component that share the underlying Time array.
|
||||
/// </summary>
|
||||
public class TBarSeries : IReadOnlyList<TBar>
|
||||
{
|
||||
public readonly TBar Bar;
|
||||
// Internal storage: SoA layout
|
||||
protected readonly List<long> _t = new();
|
||||
protected readonly List<double> _o = new();
|
||||
protected readonly List<double> _h = new();
|
||||
protected readonly List<double> _l = new();
|
||||
protected readonly List<double> _c = new();
|
||||
protected readonly List<double> _v = new();
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public TBarEventArgs(TBar bar) => Bar = bar;
|
||||
}
|
||||
public string Name { get; set; } = "Bar";
|
||||
public event Action<TBar>? Pub;
|
||||
|
||||
[SkipLocalsInit]
|
||||
public class TBarSeries : List<TBar>
|
||||
{
|
||||
private static readonly TBar Default = new(DateTime.MinValue, double.NaN, double.NaN, double.NaN, double.NaN, double.NaN);
|
||||
// Public properties are Views into the main data
|
||||
public TSeries Open { get; }
|
||||
public TSeries High { get; }
|
||||
public TSeries Low { get; }
|
||||
public TSeries Close { get; }
|
||||
public TSeries Volume { get; }
|
||||
|
||||
public TSeries Open { get; init; }
|
||||
public TSeries High { get; init; }
|
||||
public TSeries Low { get; init; }
|
||||
public TSeries Close { get; init; }
|
||||
public TSeries Volume { get; init; }
|
||||
// Aliases for convenience
|
||||
public TSeries O => Open;
|
||||
public TSeries H => High;
|
||||
public TSeries L => Low;
|
||||
public TSeries C => Close;
|
||||
public TSeries V => Volume;
|
||||
|
||||
public TBar Last => Count > 0 ? this[^1] : Default;
|
||||
public TBar First => Count > 0 ? this[0] : Default;
|
||||
public int Length => Count;
|
||||
public string Name { get; set; }
|
||||
public event BarSignal Pub = delegate { };
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public TBarSeries()
|
||||
{
|
||||
Name = "Bar";
|
||||
Open = new TSeries();
|
||||
High = new TSeries();
|
||||
Low = new TSeries();
|
||||
Close = new TSeries();
|
||||
Volume = new TSeries();
|
||||
// Initialize views sharing the same Time list but different Value lists
|
||||
Open = new TSeries(_t, _o) { Name = "Open" };
|
||||
High = new TSeries(_t, _h) { Name = "High" };
|
||||
Low = new TSeries(_t, _l) { Name = "Low" };
|
||||
Close = new TSeries(_t, _c) { Name = "Close" };
|
||||
Volume = new TSeries(_t, _v) { Name = "Volume" };
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public TBarSeries(object source) : this()
|
||||
/// <summary>
|
||||
/// Constructor with capacity hint to avoid List growth overhead.
|
||||
/// </summary>
|
||||
public TBarSeries(int capacity)
|
||||
{
|
||||
var pubEvent = source.GetType().GetEvent("Pub");
|
||||
pubEvent?.AddEventHandler(source, new BarSignal(Sub));
|
||||
_t = new List<long>(capacity);
|
||||
_o = new List<double>(capacity);
|
||||
_h = new List<double>(capacity);
|
||||
_l = new List<double>(capacity);
|
||||
_c = new List<double>(capacity);
|
||||
_v = new List<double>(capacity);
|
||||
|
||||
// Initialize views sharing the same Time list but different Value lists
|
||||
Open = new TSeries(_t, _o) { Name = "Open" };
|
||||
High = new TSeries(_t, _h) { Name = "High" };
|
||||
Low = new TSeries(_t, _l) { Name = "Low" };
|
||||
Close = new TSeries(_t, _c) { Name = "Close" };
|
||||
Volume = new TSeries(_t, _v) { Name = "Volume" };
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public new virtual void Add(TBar bar)
|
||||
public int Count
|
||||
{
|
||||
if (bar.IsNew || base.Count == 0)
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
get => _c.Count;
|
||||
}
|
||||
|
||||
public TBar this[int index]
|
||||
{
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
get => new(_t[index], _o[index], _h[index], _l[index], _c[index], _v[index]);
|
||||
}
|
||||
|
||||
public TBar Last
|
||||
{
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
get => _c.Count > 0 ? new(_t[^1], _o[^1], _h[^1], _l[^1], _c[^1], _v[^1]) : default;
|
||||
}
|
||||
|
||||
public long LastTime { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => _t.Count > 0 ? _t[^1] : 0; }
|
||||
public double LastOpen { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => _o.Count > 0 ? _o[^1] : double.NaN; }
|
||||
public double LastHigh { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => _h.Count > 0 ? _h[^1] : double.NaN; }
|
||||
public double LastLow { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => _l.Count > 0 ? _l[^1] : double.NaN; }
|
||||
public double LastClose { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => _c.Count > 0 ? _c[^1] : double.NaN; }
|
||||
public double LastVolume { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => _v.Count > 0 ? _v[^1] : double.NaN; }
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public void Add(TBar bar, bool isNew = true)
|
||||
{
|
||||
if (isNew || _c.Count == 0)
|
||||
{
|
||||
base.Add(bar);
|
||||
_t.Add(bar.Time);
|
||||
_o.Add(bar.Open);
|
||||
_h.Add(bar.High);
|
||||
_l.Add(bar.Low);
|
||||
_c.Add(bar.Close);
|
||||
_v.Add(bar.Volume);
|
||||
}
|
||||
else
|
||||
{
|
||||
this[^1] = bar;
|
||||
int lastIdx = _c.Count - 1;
|
||||
_t[lastIdx] = bar.Time;
|
||||
_o[lastIdx] = bar.Open;
|
||||
_h[lastIdx] = bar.High;
|
||||
_l[lastIdx] = bar.Low;
|
||||
_c[lastIdx] = bar.Close;
|
||||
_v[lastIdx] = bar.Volume;
|
||||
}
|
||||
|
||||
Pub?.Invoke(this, new TBarEventArgs(bar));
|
||||
|
||||
Open.Add(bar.Time, bar.Open, IsNew: bar.IsNew, IsHot: true);
|
||||
High.Add(bar.Time, bar.High, IsNew: bar.IsNew, IsHot: true);
|
||||
Low.Add(bar.Time, bar.Low, IsNew: bar.IsNew, IsHot: true);
|
||||
Close.Add(bar.Time, bar.Close, IsNew: bar.IsNew, IsHot: true);
|
||||
Volume.Add(bar.Time, bar.Volume, IsNew: bar.IsNew, IsHot: true);
|
||||
Pub?.Invoke(bar);
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public void Add(DateTime Time, double Open, double High, double Low, double Close, double Volume, bool IsNew = true) =>
|
||||
Add(new TBar(Time, Open, High, Low, Close, Volume, IsNew));
|
||||
public void Add(long time, double open, double high, double low, double close, double volume, bool isNew = true) =>
|
||||
Add(new TBar(time, open, high, low, close, volume), isNew);
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public void Add(double Open, double High, double Low, double Close, double Volume, bool IsNew = true) =>
|
||||
Add(new TBar(DateTime.Now, Open, High, Low, Close, Volume, IsNew));
|
||||
public void Add(DateTime time, double open, double high, double low, double close, double volume, bool isNew = true) =>
|
||||
Add(new TBar(time.Ticks, open, high, low, close, volume), isNew);
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public void Add(TBarSeries series)
|
||||
public void Add(IEnumerable<long> t, IEnumerable<double> o, IEnumerable<double> h, IEnumerable<double> l, IEnumerable<double> c, IEnumerable<double> v)
|
||||
{
|
||||
if (series == this)
|
||||
_t.AddRange(t);
|
||||
_o.AddRange(o);
|
||||
_h.AddRange(h);
|
||||
_l.AddRange(l);
|
||||
_c.AddRange(c);
|
||||
_v.AddRange(v);
|
||||
}
|
||||
|
||||
public IEnumerator<TBar> GetEnumerator()
|
||||
{
|
||||
for (int i = 0; i < _c.Count; i++)
|
||||
{
|
||||
// If adding itself, create a copy to avoid modification during enumeration
|
||||
var copy = new TBarSeries { Name = Name };
|
||||
copy.AddRange(this);
|
||||
AddRange(copy);
|
||||
}
|
||||
else
|
||||
{
|
||||
AddRange(series);
|
||||
yield return new TBar(_t[i], _o[i], _h[i], _l[i], _c[i], _v[i]);
|
||||
}
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public new virtual void AddRange(IEnumerable<TBar> collection)
|
||||
{
|
||||
foreach (var item in collection)
|
||||
{
|
||||
Add(item);
|
||||
}
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public void Sub(object source, in TBarEventArgs args)
|
||||
{
|
||||
Add(args.Bar);
|
||||
}
|
||||
IEnumerator IEnumerable.GetEnumerator() => GetEnumerator();
|
||||
}
|
||||
|
||||
+106
-82
@@ -1,122 +1,146 @@
|
||||
using System.Collections;
|
||||
using System.Runtime.CompilerServices;
|
||||
using System.Diagnostics.CodeAnalysis;
|
||||
using System.Runtime.InteropServices;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
public delegate void ValueSignal(object source, in ValueEventArgs args);
|
||||
|
||||
[SkipLocalsInit]
|
||||
public sealed class ValueEventArgs : EventArgs
|
||||
/// <summary>
|
||||
/// A high-performance time series implementation using Structure of Arrays (SoA) layout.
|
||||
/// Stores Time (long) and Value (double) in separate contiguous arrays for SIMD efficiency.
|
||||
/// Supports "New Bar" vs "Update Last" streaming semantics.
|
||||
/// </summary>
|
||||
public class TSeries : IReadOnlyList<TValue>
|
||||
{
|
||||
public readonly TValue Tick;
|
||||
// Internal storage: SoA layout
|
||||
// We use List<T> for dynamic sizing but access internal arrays via CollectionsMarshal for speed
|
||||
protected readonly List<long> _t;
|
||||
protected readonly List<double> _v;
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public ValueEventArgs(TValue value) => Tick = value;
|
||||
}
|
||||
public string Name { get; set; } = "Data";
|
||||
|
||||
[SkipLocalsInit]
|
||||
public class TSeries : List<TValue>
|
||||
{
|
||||
private static readonly TValue Default = new(DateTime.MinValue, double.NaN);
|
||||
// Event optimization: Use Action<TValue> to avoid EventArgs allocation
|
||||
// Note: Events are generally discouraged in the hot path of this high-perf design,
|
||||
// but kept for compatibility/chaining.
|
||||
public event Action<TValue>? Pub;
|
||||
|
||||
public IEnumerable<DateTime> t => this.Select(item => item.t);
|
||||
public IEnumerable<double> v => this.Select(item => item.v);
|
||||
public TValue Last => Count > 0 ? this[^1] : Default;
|
||||
public TValue First => Count > 0 ? this[0] : Default;
|
||||
public int Length => Count;
|
||||
public string Name { get; set; }
|
||||
public TSeries()
|
||||
{
|
||||
_t = new List<long>();
|
||||
_v = new List<double>();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Event that publishes value updates to subscribers. This event is used in the pub/sub pattern
|
||||
/// where TSeries instances can subscribe to updates from other data sources through the Sub method,
|
||||
/// and publish their own updates to downstream subscribers.
|
||||
/// Constructor with capacity hint to avoid List growth overhead.
|
||||
/// </summary>
|
||||
[SuppressMessage("Minor Code Smell", "S3264:Events should be invoked", Justification = "Event is invoked through delegate")]
|
||||
public event ValueSignal Pub = delegate { };
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public TSeries()
|
||||
public TSeries(int capacity)
|
||||
{
|
||||
Name = "Data";
|
||||
_t = new List<long>(capacity);
|
||||
_v = new List<double>(capacity);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Constructor for wrapping existing lists (e.g. from TBarSeries).
|
||||
/// </summary>
|
||||
public TSeries(List<long> time, List<double> values)
|
||||
{
|
||||
_t = time;
|
||||
_v = values;
|
||||
}
|
||||
|
||||
public int Count
|
||||
{
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
get => _v.Count;
|
||||
}
|
||||
|
||||
public TValue this[int index]
|
||||
{
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
get => new(_t[index], _v[index]);
|
||||
}
|
||||
|
||||
public TValue Last
|
||||
{
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
get => _v.Count > 0 ? new(_t[^1], _v[^1]) : default;
|
||||
}
|
||||
|
||||
public double LastValue
|
||||
{
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
get => _v.Count > 0 ? _v[^1] : double.NaN;
|
||||
}
|
||||
|
||||
public long LastTime
|
||||
{
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
get => _t.Count > 0 ? _t[^1] : 0;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Direct access to the underlying Value array as a Span for SIMD operations.
|
||||
/// </summary>
|
||||
public ReadOnlySpan<double> Values
|
||||
{
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
get => CollectionsMarshal.AsSpan(_v);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Direct access to the underlying Time array as a Span.
|
||||
/// </summary>
|
||||
public ReadOnlySpan<long> Times
|
||||
{
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
get => CollectionsMarshal.AsSpan(_t);
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public TSeries(object source) : this()
|
||||
public virtual void Add(TValue value, bool isNew)
|
||||
{
|
||||
var pubEvent = source.GetType().GetEvent("Pub");
|
||||
if (pubEvent != null)
|
||||
if (isNew || _v.Count == 0)
|
||||
{
|
||||
pubEvent.AddEventHandler(source, new ValueSignal(Sub));
|
||||
}
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public static explicit operator List<double>(TSeries series) => series.Select(item => item.Value).ToList();
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public static explicit operator double[](TSeries series) => series.Select(item => item.Value).ToArray();
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public new virtual void Add(TValue tick)
|
||||
{
|
||||
if (tick.IsNew || base.Count == 0)
|
||||
{
|
||||
base.Add(tick);
|
||||
_t.Add(value.Time);
|
||||
_v.Add(value.Value);
|
||||
}
|
||||
else
|
||||
{
|
||||
this[^1] = tick;
|
||||
// Update last bar
|
||||
int lastIdx = _v.Count - 1;
|
||||
_t[lastIdx] = value.Time;
|
||||
_v[lastIdx] = value.Value;
|
||||
}
|
||||
Pub?.Invoke(this, new ValueEventArgs(tick));
|
||||
Pub?.Invoke(value);
|
||||
}
|
||||
|
||||
// Overload for backward compatibility (assumes isNew=true)
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public virtual void Add(DateTime Time, double Value, bool IsNew = true, bool IsHot = true) =>
|
||||
Add(new TValue(Time, Value, IsNew, IsHot));
|
||||
public virtual void Add(TValue value) => Add(value, true);
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public virtual void Add(double Value, bool IsNew = true, bool IsHot = true) =>
|
||||
Add(new TValue(DateTime.UtcNow, Value, IsNew, IsHot));
|
||||
public void Add(long time, double value, bool isNew = true) => Add(new TValue(time, value), isNew);
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public void Add(DateTime time, double value, bool isNew = true) => Add(new TValue(time.Ticks, value), isNew);
|
||||
|
||||
public void Add(IEnumerable<double> values)
|
||||
{
|
||||
var valueList = values.ToList();
|
||||
int count = valueList.Count;
|
||||
DateTime startTime = DateTime.UtcNow - TimeSpan.FromHours(count);
|
||||
|
||||
for (int i = 0; i < count; i++)
|
||||
long t = DateTime.UtcNow.Ticks;
|
||||
foreach (var v in values)
|
||||
{
|
||||
Add(startTime, valueList[i]);
|
||||
startTime = startTime.AddHours(1);
|
||||
Add(new TValue(t, v), isNew: true);
|
||||
t += TimeSpan.TicksPerMinute; // Dummy time increment
|
||||
}
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public void Add(TSeries series)
|
||||
// IEnumerable implementation
|
||||
public IEnumerator<TValue> GetEnumerator()
|
||||
{
|
||||
if (series == this)
|
||||
for (int i = 0; i < _v.Count; i++)
|
||||
{
|
||||
// If adding itself, create a copy to avoid modification during enumeration
|
||||
var copy = new TSeries { Name = Name };
|
||||
copy.AddRange(this);
|
||||
AddRange(copy);
|
||||
}
|
||||
else
|
||||
{
|
||||
AddRange(series);
|
||||
yield return new TValue(_t[i], _v[i]);
|
||||
}
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public new virtual void AddRange(IEnumerable<TValue> collection)
|
||||
{
|
||||
foreach (var item in collection)
|
||||
{
|
||||
Add(item);
|
||||
}
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public void Sub(object source, in ValueEventArgs args) => Add(args.Tick);
|
||||
IEnumerator IEnumerable.GetEnumerator() => GetEnumerator();
|
||||
}
|
||||
|
||||
+37
-21
@@ -2,40 +2,56 @@ using System.Runtime.CompilerServices;
|
||||
|
||||
namespace QuanTAlib;
|
||||
|
||||
public interface ITValue
|
||||
{
|
||||
DateTime Time { get; }
|
||||
double Value { get; }
|
||||
bool IsNew { get; }
|
||||
bool IsHot { get; }
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// A lightweight struct representing a time-value pair.
|
||||
/// Pure data type: 16 bytes (long + double).
|
||||
/// </summary>
|
||||
[SkipLocalsInit]
|
||||
public readonly record struct TValue(DateTime Time, double Value, bool IsNew = true, bool IsHot = true) : ITValue
|
||||
public readonly struct TValue : IEquatable<TValue>
|
||||
{
|
||||
public DateTime Time { get; init; } = Time;
|
||||
public double Value { get; init; } = Value;
|
||||
public bool IsNew { get; init; } = IsNew;
|
||||
public bool IsHot { get; init; } = IsHot;
|
||||
public DateTime t => Time;
|
||||
public double v => Value;
|
||||
/// <summary>
|
||||
/// Time in ticks (UTC).
|
||||
/// </summary>
|
||||
public readonly long Time;
|
||||
|
||||
/// <summary>
|
||||
/// The value.
|
||||
/// </summary>
|
||||
public readonly double Value;
|
||||
|
||||
/// <summary>
|
||||
/// Convenience property to get DateTime from Ticks.
|
||||
/// </summary>
|
||||
public DateTime AsDateTime => new(Time, DateTimeKind.Utc);
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public TValue() : this(DateTime.UtcNow, 0) { }
|
||||
public TValue(long time, double value)
|
||||
{
|
||||
Time = time;
|
||||
Value = value;
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public TValue(double value, bool isNew = true, bool isHot = true)
|
||||
: this(DateTime.UtcNow, value, IsNew: isNew, IsHot: isHot) { }
|
||||
public TValue(DateTime time, double value)
|
||||
{
|
||||
Time = time.Ticks;
|
||||
Value = value;
|
||||
}
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public static implicit operator double(TValue tv) => tv.Value;
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public static implicit operator DateTime(TValue tv) => tv.Time;
|
||||
public static implicit operator DateTime(TValue tv) => new(tv.Time, DateTimeKind.Utc);
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public static implicit operator TValue(double value) => new TValue(DateTime.UtcNow, value);
|
||||
public override string ToString() => $"[{AsDateTime:yyyy-MM-dd HH:mm:ss}, {Value:F2}]";
|
||||
|
||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||
public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}, {Value:F2}, IsNew: {IsNew}, IsHot: {IsHot}]";
|
||||
public bool Equals(TValue other) => Time == other.Time && Value == other.Value;
|
||||
|
||||
public override bool Equals(object? obj) => obj is TValue other && Equals(other);
|
||||
public override int GetHashCode() => HashCode.Combine(Time, Value);
|
||||
public static bool operator ==(TValue left, TValue right) => left.Equals(right);
|
||||
public static bool operator !=(TValue left, TValue right) => !left.Equals(right);
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user