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Miha Kralj
2025-11-25 20:40:46 -08:00
parent b5881b9bb4
commit 33ffd3a37a
594 changed files with 117007 additions and 80111 deletions
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lib/core/tbar.cs
+57 -38
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@@ -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);
}