XML Documentation

This commit is contained in:
Miha Kralj
2024-10-05 15:20:13 -07:00
parent 30d93e724d
commit 3458b14ebb
23 changed files with 1596 additions and 986 deletions
+44 -25
View File
@@ -1,56 +1,76 @@
namespace QuanTAlib;
/// <summary>
/// Provides a base implementation for financial indicators in the QuanTAlib library.
/// This abstract class implements the iTValue interface and defines common properties
/// and methods used by inheriting indicator types.
/// Provides a base implementation for financial indicators that work with bar data in the QuanTAlib library.
/// </summary>
public abstract class AbstractBarBase : iTValue
{
/// <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 bar data, performing calculations, and publishing results.
/// </remarks>
public abstract class AbstractBarBase : iTValue {
public DateTime Time { get; set; }
public double Value { get; set; }
public bool IsNew { get; set; }
public bool IsHot { get; set; }
public TBar Input { get; set; }
public String Name { get; set; } = "";
public int WarmupPeriod { get; set; }
public TValue Tick => new(Time, Value, IsNew, IsHot); // Stores the current value of indicator
public event ValueSignal Pub = delegate { }; // Publisher of generated values
protected int _index; //tracking the position of output
public TValue Tick => new(Time, Value, IsNew, IsHot);
public event ValueSignal Pub = delegate { };
protected int _index;
protected double _lastValidValue;
// other _internal vars defined here
protected AbstractBarBase()
{ //add parameters into constructor
protected AbstractBarBase() {
// Add parameters into constructor if needed
}
/// <summary>
/// Subscribes to bar data updates.
/// </summary>
/// <param name="source">The source of the bar data.</param>
/// <param name="args">The event arguments containing the bar data.</param>
public void Sub(object source, in TBarEventArgs args) => Calc(args.Bar);
public virtual void Init()
{
/// <summary>
/// Initializes the indicator's state.
/// </summary>
public virtual void Init() {
_index = 0;
_lastValidValue = 0;
}
public virtual TValue Calc(TBar input)
{
/// <summary>
/// Calculates the indicator value based on the input bar.
/// </summary>
/// <param name="input">The input bar data.</param>
/// <returns>A TValue containing the calculated result.</returns>
public virtual TValue Calc(TBar input) {
Input = input;
if (double.IsNaN(input.Close) || double.IsInfinity(input.Close))
{
if (double.IsNaN(input.Close) || double.IsInfinity(input.Close)) {
return Process(new TValue(Time: input.Time, Value: GetLastValid(), IsNew: input.IsNew, IsHot: true));
}
this.Value = Calculation();
return Process(new TValue(Time: Input.Time, Value: this.Value, IsNew: Input.IsNew, IsHot: this.IsHot));
}
protected virtual double GetLastValid()
{
/// <summary>
/// Retrieves the last valid calculated value.
/// </summary>
/// <returns>The last valid value of the indicator.</returns>
protected virtual double GetLastValid() {
return this.Value;
}
/// <summary>
/// Manages the state of the indicator based on whether a new bar is being processed.
/// </summary>
/// <param name="isNew">Indicates whether the current input is a new bar.</param>
protected abstract void ManageState(bool isNew);
/// <summary>
/// Performs the actual calculation of the indicator value.
/// </summary>
/// <returns>The calculated indicator value.</returns>
protected abstract double Calculation();
/// <summary>
@@ -59,8 +79,7 @@ public abstract class AbstractBarBase : iTValue
/// </summary>
/// <param name="value">The calculated TValue to process.</param>
/// <returns>The processed TValue.</returns>
protected virtual TValue Process(TValue value)
{
protected virtual TValue Process(TValue value) {
this.Time = value.Time;
this.Value = value.Value;
this.IsNew = value.IsNew;