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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/tbarseries/tbarseries.cs
+65 -33
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@@ -281,6 +281,11 @@ public class TBarSeries : IReadOnlyList<TBar>
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);
/// <summary>
/// Bulk add from IEnumerable sources. Fires Pub event for each bar.
/// WARNING: This method may allocate if inputs are not already arrays.
/// For zero-allocation bulk loading, prefer AddRange with ReadOnlySpan parameters.
/// </summary>
public void Add(IEnumerable<long> t, IEnumerable<double> o, IEnumerable<double> h, IEnumerable<double> l, IEnumerable<double> c, IEnumerable<double> v)
{
var tArr = t as long[] ?? t.ToArray();
@@ -320,28 +325,37 @@ public class TBarSeries : IReadOnlyList<TBar>
if (o.Length != len || h.Length != len || l.Length != len || c.Length != len || v.Length != len)
throw new ArgumentException("All spans must have the same length", nameof(t));
if (len == 0) return;
int oldCount = _c.Count;
int newCount = oldCount + len;
// Pre-allocate capacity to avoid repeated resizing
int newCapacity = _c.Count + len;
if (_t.Capacity < newCapacity)
if (_t.Capacity < newCount)
{
_t.Capacity = newCapacity;
_o.Capacity = newCapacity;
_h.Capacity = newCapacity;
_l.Capacity = newCapacity;
_c.Capacity = newCapacity;
_v.Capacity = newCapacity;
_t.Capacity = newCount;
_o.Capacity = newCount;
_h.Capacity = newCount;
_l.Capacity = newCount;
_c.Capacity = newCount;
_v.Capacity = newCount;
}
// Bulk add without event firing (for initial data loading)
for (int i = 0; i < len; i++)
{
_t.Add(t[i]);
_o.Add(o[i]);
_h.Add(h[i]);
_l.Add(l[i]);
_c.Add(c[i]);
_v.Add(v[i]);
}
// Use SetCount to resize lists without zeroing, then copy via span
CollectionsMarshal.SetCount(_t, newCount);
CollectionsMarshal.SetCount(_o, newCount);
CollectionsMarshal.SetCount(_h, newCount);
CollectionsMarshal.SetCount(_l, newCount);
CollectionsMarshal.SetCount(_c, newCount);
CollectionsMarshal.SetCount(_v, newCount);
// Direct span copy - zero allocation bulk add
t.CopyTo(CollectionsMarshal.AsSpan(_t).Slice(oldCount));
o.CopyTo(CollectionsMarshal.AsSpan(_o).Slice(oldCount));
h.CopyTo(CollectionsMarshal.AsSpan(_h).Slice(oldCount));
l.CopyTo(CollectionsMarshal.AsSpan(_l).Slice(oldCount));
c.CopyTo(CollectionsMarshal.AsSpan(_c).Slice(oldCount));
v.CopyTo(CollectionsMarshal.AsSpan(_v).Slice(oldCount));
}
/// <summary>
@@ -354,28 +368,46 @@ public class TBarSeries : IReadOnlyList<TBar>
int len = bars.Length;
if (len == 0) return;
int oldCount = _c.Count;
int newCount = oldCount + len;
// Pre-allocate capacity to avoid repeated resizing
int newCapacity = _c.Count + len;
if (_t.Capacity < newCapacity)
if (_t.Capacity < newCount)
{
_t.Capacity = newCapacity;
_o.Capacity = newCapacity;
_h.Capacity = newCapacity;
_l.Capacity = newCapacity;
_c.Capacity = newCapacity;
_v.Capacity = newCapacity;
_t.Capacity = newCount;
_o.Capacity = newCount;
_h.Capacity = newCount;
_l.Capacity = newCount;
_c.Capacity = newCount;
_v.Capacity = newCount;
}
// Bulk add without event firing (for initial data loading)
// Use SetCount to resize lists without zeroing
CollectionsMarshal.SetCount(_t, newCount);
CollectionsMarshal.SetCount(_o, newCount);
CollectionsMarshal.SetCount(_h, newCount);
CollectionsMarshal.SetCount(_l, newCount);
CollectionsMarshal.SetCount(_c, newCount);
CollectionsMarshal.SetCount(_v, newCount);
// Get mutable spans for direct write
Span<long> tSpan = CollectionsMarshal.AsSpan(_t).Slice(oldCount);
Span<double> oSpan = CollectionsMarshal.AsSpan(_o).Slice(oldCount);
Span<double> hSpan = CollectionsMarshal.AsSpan(_h).Slice(oldCount);
Span<double> lSpan = CollectionsMarshal.AsSpan(_l).Slice(oldCount);
Span<double> cSpan = CollectionsMarshal.AsSpan(_c).Slice(oldCount);
Span<double> vSpan = CollectionsMarshal.AsSpan(_v).Slice(oldCount);
// Copy from TBar structs to SoA layout
for (int i = 0; i < len; i++)
{
ref readonly TBar bar = ref bars[i];
_t.Add(bar.Time);
_o.Add(bar.Open);
_h.Add(bar.High);
_l.Add(bar.Low);
_c.Add(bar.Close);
_v.Add(bar.Volume);
tSpan[i] = bar.Time;
oSpan[i] = bar.Open;
hSpan[i] = bar.High;
lSpan[i] = bar.Low;
cSpan[i] = bar.Close;
vSpan[i] = bar.Volume;
}
}