Class optimization

This commit is contained in:
Miha
2024-10-27 16:11:08 -07:00
parent b2fcdda785
commit 6c67a0cf31
77 changed files with 2634 additions and 1455 deletions
+43 -11
View File
@@ -1,3 +1,4 @@
using System.Runtime.CompilerServices;
namespace QuanTAlib;
/// <summary>
@@ -10,17 +11,21 @@ namespace QuanTAlib;
/// </remarks>
public abstract class AbstractBarBase : ITValue
{
public DateTime Time { get; set; }
public System.DateTime Time { get; set; }
public double Value { get; set; }
public bool IsNew { get; set; }
public bool IsHot { get; set; }
public TBar Input { get; set; }
public String Name { get; set; } = "";
public string Name { get; set; } = "";
public int WarmupPeriod { get; set; }
public TValue Tick => new(Time, Value, IsNew, IsHot);
public event ValueSignal Pub = delegate { };
protected int _index;
protected double _lastValidValue;
protected AbstractBarBase()
{
// Add parameters into constructor if needed
@@ -31,17 +36,41 @@ public abstract class AbstractBarBase : ITValue
/// </summary>
/// <param name="source">The source of the bar data.</param>
/// <param name="args">The event arguments containing the bar data.</param>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public void Sub(object source, in TBarEventArgs args) => Calc(args.Bar);
/// <summary>
/// Initializes the indicator's state.
/// </summary>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public virtual void Init()
{
_index = 0;
_lastValidValue = 0;
}
/// <summary>
/// Checks if the input value is valid (not NaN or Infinity).
/// </summary>
/// <param name="value">The value to check.</param>
/// <returns>True if the value is valid, false otherwise.</returns>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected static bool IsValidValue(double value)
{
return !double.IsNaN(value) && !double.IsInfinity(value);
}
/// <summary>
/// Creates a new TValue with the current state.
/// </summary>
/// <param name="value">The value to use.</param>
/// <returns>A new TValue instance.</returns>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected TValue CreateTValue(double value)
{
return new TValue(Time: Input.Time, Value: value, IsNew: Input.IsNew, IsHot: IsHot);
}
/// <summary>
/// Calculates the indicator value based on the input bar.
/// </summary>
@@ -50,21 +79,23 @@ public abstract class AbstractBarBase : ITValue
public virtual TValue Calc(TBar input)
{
Input = input;
if (double.IsNaN(input.Close) || double.IsInfinity(input.Close))
if (!IsValidValue(input.Close))
{
return Process(new TValue(Time: input.Time, Value: GetLastValid(), IsNew: input.IsNew, IsHot: true));
return Process(CreateTValue(GetLastValid()));
}
this.Value = Calculation();
return Process(new TValue(Time: Input.Time, Value: this.Value, IsNew: Input.IsNew, IsHot: this.IsHot));
Value = Calculation();
return Process(CreateTValue(Value));
}
/// <summary>
/// Retrieves the last valid calculated value.
/// </summary>
/// <returns>The last valid value of the indicator.</returns>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected virtual double GetLastValid()
{
return this.Value;
return Value;
}
/// <summary>
@@ -85,12 +116,13 @@ public abstract class AbstractBarBase : ITValue
/// </summary>
/// <param name="value">The calculated TValue to process.</param>
/// <returns>The processed TValue.</returns>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected virtual TValue Process(TValue value)
{
this.Time = value.Time;
this.Value = value.Value;
this.IsNew = value.IsNew;
this.IsHot = value.IsHot;
Time = value.Time;
Value = value.Value;
IsNew = value.IsNew;
IsHot = value.IsHot;
Pub?.Invoke(this, new ValueEventArgs(value));
return value;
}