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This commit is contained in:
Miha Kralj
2024-09-23 22:08:40 -07:00
parent 846429eccf
commit 58d72c06ca
244 changed files with 621 additions and 14397 deletions
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archive/Calculations/ClassStructures/Pair_TSeries_Abstract.cs
-157
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@@ -1,157 +0,0 @@
namespace QuanTAlib;
using System;
using System.Collections.Generic;
/* <summary>
Abstract classes with all scaffolding required to build indicators.
All abstracts support period, NaN, and all permutations of Add() methods.
Indicator classess need to implement:
- Chaining constructor (Abstract's constructor executes first)
- Default Add(value) class
- optional Add(series) bulk insert class (for optimization of historical analysis)
Single_TSeries_Indicator - one single-value TSeries in, one TSeries out.
Pair_TSeries_Indicator - Two TSeries in, one TSeries out. (includes simple semaphoring)
Single_TBars_Indicator - One OHLCV TBars in, one TSeries out.
</summary> */
public abstract class Pair_TSeries_Indicator : TSeries
{
protected readonly int _p;
protected readonly bool _NaN;
protected readonly TSeries _d1;
protected readonly TSeries _d2;
protected readonly double _dd1, _dd2;
// Chainable Constructors - add them at the end of primary constructors if needed
protected Pair_TSeries_Indicator(TSeries source1, TSeries source2, int period, bool useNaN)
{
_p = period;
_NaN = useNaN;
_d1 = source1;
_d2 = source2;
_dd1 = double.NaN;
_dd2 = double.NaN;
_d1.Pub += Sub;
_d2.Pub += Sub;
}
protected Pair_TSeries_Indicator(TSeries source1, TSeries source2)
{
_d1 = source1;
_d2 = source2;
_dd1 = double.NaN;
_dd2 = double.NaN;
_d1.Pub += Sub;
_d2.Pub += Sub;
}
protected Pair_TSeries_Indicator(TSeries source1, double dd2)
{
_d1 = source1;
_d2 = new TSeries();
_dd1 = double.NaN;
_dd2 = dd2;
_d1.Pub += Sub;
}
protected Pair_TSeries_Indicator(double dd1, TSeries source2)
{
_d1 = new TSeries();
_d2 = source2;
_dd1 = dd1;
_dd2 = double.NaN;
_d2.Pub += Sub;
}
// overridable Add(Tvalue, Tvalue) method to add/update a single value at the end of the list
public virtual void Add((DateTime t, double v) TValue1, (DateTime t, double v) TValue2, bool update)
{
base.Add((TValue1.t, 0), update);
// default inserts zeros
}
// potentially overridable Add() bulk variations (could be replaced with faster bulk algos)
public virtual void Add(TSeries d1, TSeries d2)
{
for (var i = 0; i < d1.Count; i++)
{
Add(d1[i], d2[i], false);
}
}
public virtual void Add(TSeries d1, double dd2)
{
for (var i = 0; i < d1.Count; i++)
{
Add(d1[i], (d1[i].t, dd2), false);
}
}
public virtual void Add(double dd1, TSeries d2)
{
for (var i = 0; i < d2.Count; i++)
{
Add((d2[i].t, dd1), d2[i], false);
}
}
public void Add((DateTime t, double v) TValue1, (DateTime t, double v) TValue2)
{
Add(TValue1, TValue2, false);
}
public void Add(bool update)
{
if (_dd1 is double.NaN && _dd2 is double.NaN)
{
// (Series, Series)
if (update || (_d1.Count > Count && _d2.Count > Count))
{
Add(_d1[_d1.Count - 1], _d2[_d2.Count - 1], update);
}
}
else if (_dd2 is not double.NaN && _dd1 is double.NaN)
{
// (Series, Double)
Add(_d1[_d1.Count - 1], (_d1[_d1.Count - 1].t, _dd2), update);
}
else
{
// (Double, Series)
Add((_d2[_d2.Count - 1].t, _dd1), _d2[_d2.Count - 1], update);
}
}
public void Add()
{
Add(false);
}
public new void Sub(object source, TSeriesEventArgs e)
{
Add(e.update);
}
protected static void Add_Replace(List<double> l, double v, bool update)
{
if (update)
{
l[l.Count - 1] = v;
}
else
{
l.Add(v);
}
}
protected static void Add_Replace_Trim(List<double> l, double v, int p, bool update)
{
Add_Replace(l, v, update);
if (l.Count > p && p != 0)
{
l.RemoveAt(0);
}
}
}