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Miha Kralj
2026-01-18 22:23:50 -08:00
parent 86fe32a682
commit 4673f48a70
40 changed files with 1155 additions and 309 deletions
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lib/core/tbar/tbar.cs
+10 -2
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@@ -23,11 +23,19 @@ public readonly record struct TBar(long Time, double Open, double High, double L
// 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 OHL3 { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => (Open + High + Low) * (1.0 / 3.0); }
public double HLC3 { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => (High + Low + Close) * (1.0 / 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; }
/// <summary>
/// Creates a TBar from DateTime and OHLCV values.
/// </summary>
/// <remarks>
/// <b>Performance warning:</b> If <paramref name="time"/>.Kind is not <see cref="DateTimeKind.Utc"/>,
/// <see cref="DateTime.ToUniversalTime"/> is called, which allocates. For hot paths, prefer the
/// primary constructor with pre-computed UTC ticks.
/// </remarks>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TBar(DateTime time, double open, double high, double low, double close, double volume)
: this(time.Kind == DateTimeKind.Utc ? time.Ticks : time.ToUniversalTime().Ticks, open, high, low, close, volume)