codefactory corrections

This commit is contained in:
Miha Kralj
2024-11-03 16:24:08 -08:00
parent 16e5a9a392
commit 4753a10e29
5 changed files with 232 additions and 227 deletions
-9
View File
@@ -26,15 +26,6 @@ public class StatisticsUpdateTests
return new TBar(DateTime.Now, open, high, low, close, 1000, IsNew);
}
private TBar GetRandomBar(bool IsNew)
{
double open = GetRandomDouble();
double high = open + Math.Abs(GetRandomDouble());
double low = open - Math.Abs(GetRandomDouble());
double close = low + (high - low) * GetRandomDouble();
return new TBar(DateTime.Now, open, high, low, close, 1000, IsNew);
}
[Fact]
public void Curvature_Update()
{
-107
View File
@@ -59,110 +59,3 @@ public readonly record struct TBar(DateTime Time, double Open, double High, doub
[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 delegate void BarSignal(object source, in TBarEventArgs args);
[SkipLocalsInit]
public sealed class TBarEventArgs : EventArgs
{
public readonly TBar Bar;
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TBarEventArgs(TBar bar) => Bar = bar;
}
[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 readonly TSeries Open;
public readonly TSeries High;
public readonly TSeries Low;
public readonly TSeries Close;
public readonly TSeries 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();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TBarSeries(object source) : this()
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new BarSignal(Sub));
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public new virtual void Add(TBar bar)
{
if (bar.IsNew || base.Count == 0)
{
base.Add(bar);
}
else
{
this[^1] = bar;
}
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);
}
[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));
[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));
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public void Add(TBarSeries series)
{
if (series == this)
{
// 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);
}
}
[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);
}
}
+110
View File
@@ -0,0 +1,110 @@
using System.Runtime.CompilerServices;
namespace QuanTAlib;
public delegate void BarSignal(object source, in TBarEventArgs args);
[SkipLocalsInit]
public sealed class TBarEventArgs : EventArgs
{
public readonly TBar Bar;
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TBarEventArgs(TBar bar) => Bar = bar;
}
[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 TSeries Open { get; init; }
public TSeries High { get; init; }
public TSeries Low { get; init; }
public TSeries Close { get; init; }
public TSeries Volume { get; init; }
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();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TBarSeries(object source) : this()
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new BarSignal(Sub));
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public new virtual void Add(TBar bar)
{
if (bar.IsNew || base.Count == 0)
{
base.Add(bar);
}
else
{
this[^1] = bar;
}
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);
}
[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));
[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));
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public void Add(TBarSeries series)
{
if (series == this)
{
// 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);
}
}
[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);
}
}
+122
View File
@@ -0,0 +1,122 @@
using System.Runtime.CompilerServices;
using System.Diagnostics.CodeAnalysis;
namespace QuanTAlib;
public delegate void ValueSignal(object source, in ValueEventArgs args);
[SkipLocalsInit]
public sealed class ValueEventArgs : EventArgs
{
public readonly TValue Tick;
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public ValueEventArgs(TValue value) => Tick = value;
}
[SkipLocalsInit]
public class TSeries : List<TValue>
{
private static readonly TValue Default = new(DateTime.MinValue, double.NaN);
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; }
/// <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.
/// </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()
{
Name = "Data";
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TSeries(object source) : this()
{
var pubEvent = source.GetType().GetEvent("Pub");
if (pubEvent != null)
{
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);
}
else
{
this[^1] = tick;
}
Pub?.Invoke(this, new ValueEventArgs(tick));
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public virtual void Add(DateTime Time, double Value, bool IsNew = true, bool IsHot = true) =>
Add(new TValue(Time, Value, IsNew, IsHot));
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public virtual void Add(double Value, bool IsNew = true, bool IsHot = true) =>
Add(new TValue(DateTime.UtcNow, Value, IsNew, IsHot));
[MethodImpl(MethodImplOptions.AggressiveInlining)]
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++)
{
Add(startTime, valueList[i]);
startTime = startTime.AddHours(1);
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public void Add(TSeries series)
{
if (series == this)
{
// 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);
}
}
[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);
}
-111
View File
@@ -39,114 +39,3 @@ public readonly record struct TValue(DateTime Time, double Value, bool IsNew = t
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}, {Value:F2}, IsNew: {IsNew}, IsHot: {IsHot}]";
}
public delegate void ValueSignal(object source, in ValueEventArgs args);
[SkipLocalsInit]
public sealed class ValueEventArgs : EventArgs
{
public readonly TValue Tick;
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public ValueEventArgs(TValue value) => Tick = value;
}
[SkipLocalsInit]
public class TSeries : List<TValue>
{
private static readonly TValue Default = new(DateTime.MinValue, double.NaN);
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 event ValueSignal Pub = delegate { };
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TSeries()
{
Name = "Data";
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TSeries(object source) : this()
{
var pubEvent = source.GetType().GetEvent("Pub");
if (pubEvent != null)
{
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);
}
else
{
this[^1] = tick;
}
Pub?.Invoke(this, new ValueEventArgs(tick));
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public virtual void Add(DateTime Time, double Value, bool IsNew = true, bool IsHot = true) =>
Add(new TValue(Time, Value, IsNew, IsHot));
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public virtual void Add(double Value, bool IsNew = true, bool IsHot = true) =>
Add(new TValue(DateTime.UtcNow, Value, IsNew, IsHot));
[MethodImpl(MethodImplOptions.AggressiveInlining)]
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++)
{
Add(startTime, valueList[i]);
startTime = startTime.AddHours(1);
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public void Add(TSeries series)
{
if (series == this)
{
// 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);
}
}
[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);
}