TR and ATR

This commit is contained in:
Miha
2022-04-19 22:34:42 -07:00
parent 50ed6f6504
commit 509b6dec02
41 changed files with 488 additions and 236 deletions
+11 -1
View File
@@ -1,8 +1,18 @@
namespace QuanTAlib;
using System;
using System.Linq;
/* <summary>
TSeries is the cornerstone of all QuanTAlib classess.
TSeries is a single List of tuples (time, value) and contains several operators, casts, overloads
and other helpers that simplify usage of library.
Think of TSeries as an equivalent of Numpy array.
- includes Length property (to mimic array's method)
- includes publishing and subscribing methods that attach to events
- uses Linq only for two transmutations - needs to be refactored out eventually (for speed)
</summary> */
public class TSeries : System.Collections.Generic.List<(DateTime t, double v)>
{
// when asked for a (t,v) tuple, return the last (t,v) on the List