Rebase

2026-08-22 20:48:04 +00:00 · 2022-04-19 15:46:34 -07:00
commit 50ed6f6504
120 changed files with 16787 additions and 0 deletions
@@ -0,0 +1,104 @@
+namespace QuanTAlib;
+
+using System;
+
+public class TBars : System.Collections.Generic.List<(DateTime t, double o, double h, double l, double c, double v)>
+{
+    private readonly TSeries _open = new();
+    private readonly TSeries _high = new();
+    private readonly TSeries _low = new();
+    private readonly TSeries _close = new();
+    private readonly TSeries _volume = new();
+    private readonly TSeries _hl2 = new();
+    private readonly TSeries _oc2 = new();
+    private readonly TSeries _ohl3 = new();
+    private readonly TSeries _hlc3 = new();
+    private readonly TSeries _ohlc4 = new();
+    private readonly TSeries _hlcc4 = new();
+
+    public TSeries Open => this._open;
+    public TSeries High => this._high;
+    public TSeries Low => this._low;
+    public TSeries Close => this._close;
+    public TSeries Volume => this._volume;
+    public TSeries HL2 => this._hl2;
+    public TSeries OC2 => this._oc2;
+    public TSeries OHL3 => this._ohl3;
+    public TSeries HLC3 => this._hlc3;
+    public TSeries OHLC4 => this._ohlc4;
+    public TSeries HLCC4 => this._hlcc4;
+
+    public TSeries Select(int source)
+    {
+        return source switch
+        {
+            0 => _open,
+            1 => _high,
+            2 => _low,
+            3 => _close,
+            4 => _hl2,
+            5 => _oc2,
+            6 => _ohl3,
+            7 => _hlc3,
+            8 => _ohlc4,
+            _ => _hlcc4,
+        };
+    }
+    public static string SelectStr(int source)
+    {
+        return source switch
+        {
+            0 => "Open",
+            1 => "High",
+            2 => "Low",
+            3 => "Close",
+            4 => "HL2",
+            5 => "OC2",
+            6 => "OHL3",
+            7 => "Typical",
+            8 => "Mean",
+            _ => "Weighted",
+        };
+    }
+
+    public void
+    Add((DateTime t, double o, double h, double l, double c, double v) i, bool update = false)
+      => Add(i.t, i.o, i.h, i.l, i.c, i.v, update);
+
+    public void Add(DateTime t, decimal o, decimal h, decimal l, decimal c, decimal v, bool update = false)
+      => Add(t, (double)o, (double)h, (double)l, (double)c, (double)v, update);
+
+    public void Add(DateTime t, double o, double h, double l, double c, double v, bool update = false)
+    {
+        if (update)
+        {
+            this[this.Count - 1] = (t, o, h, l, c, v);
+            _open[_open.Count - 1] = (t, o);
+            _high[_high.Count - 1] = (t, h);
+            _low[_low.Count - 1] = (t, l);
+            _close[_close.Count - 1] = (t, c);
+            _volume[_volume.Count - 1] = (t, v);
+            _hl2[_hl2.Count - 1] = (t, (h + l) * 0.5);
+            _oc2[_oc2.Count - 1] = (t, (o + c) * 0.5);
+            _ohl3[_ohl3.Count - 1] = (t, (o + h + l) * 0.333333333333333);
+            _hlc3[_hlc3.Count - 1] = (t, (h + l + c) * 0.333333333333333);
+            _ohlc4[_ohlc4.Count - 1] = (t, (o + h + l + c) * 0.25);
+            _hlcc4[_hlcc4.Count - 1] = (t, (h + l + c + c) * 0.25);
+        }
+        else
+        {
+            base.Add((t, o, h, l, c, v));
+            _open.Add((t, o));
+            _high.Add((t, h));
+            _low.Add((t, l));
+            _close.Add((t, c));
+            _volume.Add((t, v));
+            _hl2.Add((t, (h + l) * 0.5));
+            _oc2.Add((t, (o + c) * 0.5));
+            _ohl3.Add((t, (o + h + l) * 0.333333333333333));
+            _hlc3.Add((t, (h + l + c) * 0.333333333333333));
+            _ohlc4.Add((t, (o + h + l + c) * 0.25));
+            _hlcc4.Add((t, (h + l + c + c) * 0.25));
+        }
+    }
+}