mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-19 02:58:05 +00:00
codefactory corrections
This commit is contained in:
@@ -26,15 +26,6 @@ public class StatisticsUpdateTests
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return new TBar(DateTime.Now, open, high, low, close, 1000, IsNew);
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return new TBar(DateTime.Now, open, high, low, close, 1000, IsNew);
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}
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}
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private TBar GetRandomBar(bool IsNew)
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{
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double open = GetRandomDouble();
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double high = open + Math.Abs(GetRandomDouble());
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double low = open - Math.Abs(GetRandomDouble());
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double close = low + (high - low) * GetRandomDouble();
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return new TBar(DateTime.Now, open, high, low, close, 1000, IsNew);
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}
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[Fact]
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[Fact]
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public void Curvature_Update()
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public void Curvature_Update()
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{
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{
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@@ -59,110 +59,3 @@ public readonly record struct TBar(DateTime Time, double Open, double High, doub
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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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}]";
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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}]";
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}
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}
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public delegate void BarSignal(object source, in TBarEventArgs args);
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[SkipLocalsInit]
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public sealed class TBarEventArgs : EventArgs
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{
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public readonly TBar Bar;
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public TBarEventArgs(TBar bar) => Bar = bar;
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}
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[SkipLocalsInit]
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public class TBarSeries : List<TBar>
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{
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private static readonly TBar Default = new(DateTime.MinValue, double.NaN, double.NaN, double.NaN, double.NaN, double.NaN);
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public readonly TSeries Open;
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public readonly TSeries High;
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public readonly TSeries Low;
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public readonly TSeries Close;
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public readonly TSeries Volume;
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public TBar Last => Count > 0 ? this[^1] : Default;
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public TBar First => Count > 0 ? this[0] : Default;
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public int Length => Count;
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public string Name { get; set; }
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public event BarSignal Pub = delegate { };
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public TBarSeries()
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{
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Name = "Bar";
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Open = new TSeries();
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High = new TSeries();
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Low = new TSeries();
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Close = new TSeries();
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Volume = new TSeries();
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public TBarSeries(object source) : this()
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{
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var pubEvent = source.GetType().GetEvent("Pub");
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pubEvent?.AddEventHandler(source, new BarSignal(Sub));
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public new virtual void Add(TBar bar)
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{
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if (bar.IsNew || base.Count == 0)
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{
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base.Add(bar);
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}
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else
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{
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this[^1] = bar;
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}
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Pub?.Invoke(this, new TBarEventArgs(bar));
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Open.Add(bar.Time, bar.Open, IsNew: bar.IsNew, IsHot: true);
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High.Add(bar.Time, bar.High, IsNew: bar.IsNew, IsHot: true);
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Low.Add(bar.Time, bar.Low, IsNew: bar.IsNew, IsHot: true);
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Close.Add(bar.Time, bar.Close, IsNew: bar.IsNew, IsHot: true);
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Volume.Add(bar.Time, bar.Volume, IsNew: bar.IsNew, IsHot: true);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public void Add(DateTime Time, double Open, double High, double Low, double Close, double Volume, bool IsNew = true) =>
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Add(new TBar(Time, Open, High, Low, Close, Volume, IsNew));
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public void Add(double Open, double High, double Low, double Close, double Volume, bool IsNew = true) =>
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Add(new TBar(DateTime.Now, Open, High, Low, Close, Volume, IsNew));
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public void Add(TBarSeries series)
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{
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if (series == this)
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{
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// If adding itself, create a copy to avoid modification during enumeration
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var copy = new TBarSeries { Name = Name };
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copy.AddRange(this);
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AddRange(copy);
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}
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else
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{
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AddRange(series);
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}
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public new virtual void AddRange(IEnumerable<TBar> collection)
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{
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foreach (var item in collection)
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{
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Add(item);
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}
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public void Sub(object source, in TBarEventArgs args)
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{
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Add(args.Bar);
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}
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}
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@@ -0,0 +1,110 @@
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using System.Runtime.CompilerServices;
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namespace QuanTAlib;
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public delegate void BarSignal(object source, in TBarEventArgs args);
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[SkipLocalsInit]
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public sealed class TBarEventArgs : EventArgs
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{
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public readonly TBar Bar;
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public TBarEventArgs(TBar bar) => Bar = bar;
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}
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[SkipLocalsInit]
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public class TBarSeries : List<TBar>
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{
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private static readonly TBar Default = new(DateTime.MinValue, double.NaN, double.NaN, double.NaN, double.NaN, double.NaN);
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public TSeries Open { get; init; }
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public TSeries High { get; init; }
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public TSeries Low { get; init; }
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public TSeries Close { get; init; }
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public TSeries Volume { get; init; }
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public TBar Last => Count > 0 ? this[^1] : Default;
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public TBar First => Count > 0 ? this[0] : Default;
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public int Length => Count;
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public string Name { get; set; }
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public event BarSignal Pub = delegate { };
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public TBarSeries()
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{
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Name = "Bar";
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Open = new TSeries();
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High = new TSeries();
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Low = new TSeries();
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Close = new TSeries();
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Volume = new TSeries();
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public TBarSeries(object source) : this()
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{
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var pubEvent = source.GetType().GetEvent("Pub");
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pubEvent?.AddEventHandler(source, new BarSignal(Sub));
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public new virtual void Add(TBar bar)
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{
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if (bar.IsNew || base.Count == 0)
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{
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base.Add(bar);
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}
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else
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{
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this[^1] = bar;
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}
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Pub?.Invoke(this, new TBarEventArgs(bar));
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Open.Add(bar.Time, bar.Open, IsNew: bar.IsNew, IsHot: true);
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High.Add(bar.Time, bar.High, IsNew: bar.IsNew, IsHot: true);
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Low.Add(bar.Time, bar.Low, IsNew: bar.IsNew, IsHot: true);
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Close.Add(bar.Time, bar.Close, IsNew: bar.IsNew, IsHot: true);
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Volume.Add(bar.Time, bar.Volume, IsNew: bar.IsNew, IsHot: true);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public void Add(DateTime Time, double Open, double High, double Low, double Close, double Volume, bool IsNew = true) =>
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Add(new TBar(Time, Open, High, Low, Close, Volume, IsNew));
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public void Add(double Open, double High, double Low, double Close, double Volume, bool IsNew = true) =>
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Add(new TBar(DateTime.Now, Open, High, Low, Close, Volume, IsNew));
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public void Add(TBarSeries series)
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{
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if (series == this)
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{
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// If adding itself, create a copy to avoid modification during enumeration
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var copy = new TBarSeries { Name = Name };
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copy.AddRange(this);
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AddRange(copy);
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}
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else
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{
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AddRange(series);
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}
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public new virtual void AddRange(IEnumerable<TBar> collection)
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{
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foreach (var item in collection)
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{
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Add(item);
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}
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public void Sub(object source, in TBarEventArgs args)
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{
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Add(args.Bar);
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}
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}
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@@ -0,0 +1,122 @@
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using System.Runtime.CompilerServices;
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using System.Diagnostics.CodeAnalysis;
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namespace QuanTAlib;
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public delegate void ValueSignal(object source, in ValueEventArgs args);
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[SkipLocalsInit]
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public sealed class ValueEventArgs : EventArgs
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{
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public readonly TValue Tick;
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public ValueEventArgs(TValue value) => Tick = value;
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}
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[SkipLocalsInit]
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public class TSeries : List<TValue>
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{
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private static readonly TValue Default = new(DateTime.MinValue, double.NaN);
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public IEnumerable<DateTime> t => this.Select(item => item.t);
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public IEnumerable<double> v => this.Select(item => item.v);
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public TValue Last => Count > 0 ? this[^1] : Default;
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public TValue First => Count > 0 ? this[0] : Default;
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public int Length => Count;
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public string Name { get; set; }
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/// <summary>
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/// Event that publishes value updates to subscribers. This event is used in the pub/sub pattern
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/// where TSeries instances can subscribe to updates from other data sources through the Sub method,
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/// and publish their own updates to downstream subscribers.
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/// </summary>
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[SuppressMessage("Minor Code Smell", "S3264:Events should be invoked", Justification = "Event is invoked through delegate")]
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public event ValueSignal Pub = delegate { };
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public TSeries()
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{
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Name = "Data";
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public TSeries(object source) : this()
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{
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var pubEvent = source.GetType().GetEvent("Pub");
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if (pubEvent != null)
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{
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pubEvent.AddEventHandler(source, new ValueSignal(Sub));
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}
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static explicit operator List<double>(TSeries series) => series.Select(item => item.Value).ToList();
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static explicit operator double[](TSeries series) => series.Select(item => item.Value).ToArray();
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public new virtual void Add(TValue tick)
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{
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if (tick.IsNew || base.Count == 0)
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{
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base.Add(tick);
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}
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else
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|
{
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this[^1] = tick;
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|
}
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Pub?.Invoke(this, new ValueEventArgs(tick));
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
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public virtual void Add(DateTime Time, double Value, bool IsNew = true, bool IsHot = true) =>
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Add(new TValue(Time, Value, IsNew, IsHot));
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public virtual void Add(double Value, bool IsNew = true, bool IsHot = true) =>
|
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Add(new TValue(DateTime.UtcNow, Value, IsNew, IsHot));
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
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|
public void Add(IEnumerable<double> values)
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|
{
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|
var valueList = values.ToList();
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int count = valueList.Count;
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||||||
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DateTime startTime = DateTime.UtcNow - TimeSpan.FromHours(count);
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||||||
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|
||||||
|
for (int i = 0; i < count; i++)
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||||||
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{
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||||||
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Add(startTime, valueList[i]);
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||||||
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startTime = startTime.AddHours(1);
|
||||||
|
}
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||||||
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}
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||||||
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|
||||||
|
[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)
|
||||||
|
{
|
||||||
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Add(item);
|
||||||
|
}
|
||||||
|
}
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||||||
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|
||||||
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||||
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public void Sub(object source, in ValueEventArgs args) => Add(args.Tick);
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||||||
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}
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@@ -39,114 +39,3 @@ public readonly record struct TValue(DateTime Time, double Value, bool IsNew = t
|
|||||||
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
||||||
public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}, {Value:F2}, IsNew: {IsNew}, IsHot: {IsHot}]";
|
public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}, {Value:F2}, IsNew: {IsNew}, IsHot: {IsHot}]";
|
||||||
}
|
}
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||||||
|
|
||||||
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);
|
|
||||||
}
|
|
||||||
|
|||||||
Reference in New Issue
Block a user