gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-16 17:48:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

Class optimization

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files
lib/core/tbar.cs
+83 -39
View File
@@ -1,3 +1,5 @@
using System.Runtime.CompilerServices;
namespace QuanTAlib;
public interface ITBar
@@ -11,53 +13,74 @@ public interface ITBar
bool IsNew { get; }
}
[SkipLocalsInit]
public readonly record struct TBar(DateTime Time, double Open, double High, double Low, double Close, double Volume, bool IsNew = true) : ITBar
{
public DateTime Time { get; init; } = Time;
public double Open { get; init; } = Open;
public double High { get; init; } = High;
public double Low { get; init; } = Low;
public double Close { get; init; } = Close;
public double Volume { get; init; } = Volume;
public bool IsNew { get; init; } = IsNew;
public double Open { get; init; } = Open;
public double High { get; init; } = High;
public double Low { get; init; } = Low;
public double Close { get; init; } = Close;
public double Volume { get; init; } = Volume;
public bool IsNew { get; init; } = IsNew;
public double HL2 => (High + Low) * 0.5;
public double OC2 => (Open + Close) * 0.5;
public double OHL3 => (Open + High + Low) / 3;
public double HLC3 => (High + Low + Close) / 3;
public double OHLC4 => (Open + High + Low + Close) * 0.25;
public double HLCC4 => (High + Low + Close + Close) * 0.25;
public double HL2 => (High + Low) * 0.5;
public double OC2 => (Open + Close) * 0.5;
public double OHL3 => (Open + High + Low) / 3;
public double HLC3 => (High + Low + Close) / 3;
public double OHLC4 => (Open + High + Low + Close) * 0.25;
public double HLCC4 => (High + Low + Close + Close) * 0.25;
public TBar() : this(DateTime.UtcNow, 0, 0, 0, 0, 0) { }
public TBar(double Open, double High, double Low, double Close, double Volume, bool IsNew = true) : this(DateTime.UtcNow, Open, High, Low, Close, Volume, IsNew) { }
public TBar(double value) : this(Time: DateTime.UtcNow, Open: value, High: value, Low: value, Close: value, Volume: value, IsNew: true) { }
public TBar(TValue value) : this(Time: value.Time, Open: value.Value, High: value.Value, Low: value.Value, Close: value.Value, Volume: value.Value, IsNew: value.IsNew) { }
public TBar(TBar v) : this(Time: v.Time, Open: v.Open, High: v.High, Low: v.Low, Close: v.Close, Volume: v.Volume, IsNew: true) { }
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TBar() : this(DateTime.UtcNow, 0, 0, 0, 0, 0) { }
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TBar(double Open, double High, double Low, double Close, double Volume, bool IsNew = true)
: this(DateTime.UtcNow, Open, High, Low, Close, Volume, IsNew) { }
public static implicit operator double(TBar bar) => bar.Close;
public static implicit operator DateTime(TBar tv) => tv.Time;
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}]";
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TBar(double value)
: this(Time: DateTime.UtcNow, Open: value, High: value, Low: value, Close: value, Volume: value, IsNew: true) { }
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TBar(TValue value)
: this(Time: value.Time, Open: value.Value, High: value.Value, Low: value.Value, Close: value.Value, Volume: value.Value, IsNew: value.IsNew) { }
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TBar(TBar v)
: this(Time: v.Time, Open: v.Open, High: v.High, Low: v.Low, Close: v.Close, Volume: v.Volume, IsNew: true) { }
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static implicit operator double(TBar bar) => bar.Close;
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static implicit operator DateTime(TBar tv) => tv.Time;
[MethodImpl(MethodImplOptions.AggressiveInlining)]
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}]";
}
public delegate void BarSignal(object source, in TBarEventArgs args);
public class TBarEventArgs : EventArgs
[SkipLocalsInit]
public sealed class TBarEventArgs : EventArgs
{
public TBar Bar { get; }
public TBarEventArgs(TBar bar) { Bar = bar; }
public readonly TBar Bar;
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TBarEventArgs(TBar bar) => Bar = bar;
}
[SkipLocalsInit]
public class TBarSeries : List<TBar>
{
private readonly TBar Default = new(DateTime.MinValue, double.NaN, double.NaN, double.NaN, double.NaN, double.NaN);
public TSeries Open;
public TSeries High;
public TSeries Low;
public TSeries Close;
public TSeries Volume;
private static readonly TBar Default = new(DateTime.MinValue, double.NaN, double.NaN, double.NaN, double.NaN, double.NaN);
public readonly TSeries Open;
public readonly TSeries High;
public readonly TSeries Low;
public readonly TSeries Close;
public readonly TSeries Volume;
public TBar Last => Count > 0 ? this[^1] : Default;
public TBar First => Count > 0 ? this[0] : Default;
@@ -65,22 +88,36 @@ public class TBarSeries : List<TBar>
public string Name { get; set; }
public event BarSignal Pub = delegate { };
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TBarSeries()
{
this.Name = "Bar";
(Open, High, Low, Close, Volume) = ([], [], [], [], []);
Name = "Bar";
Open = new TSeries();
High = new TSeries();
Low = new TSeries();
Close = new TSeries();
Volume = new TSeries();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TBarSeries(object source) : this()
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new BarSignal(Sub));
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public new virtual void Add(TBar bar)
{
if (bar.IsNew || base.Count == 0) { base.Add(bar); }
else { this[^1] = bar; }
if (bar.IsNew || base.Count == 0)
{
base.Add(bar);
}
else
{
this[^1] = bar;
}
Pub?.Invoke(this, new TBarEventArgs(bar));
Open.Add(bar.Time, bar.Open, IsNew: bar.IsNew, IsHot: true);
@@ -89,18 +126,22 @@ public class TBarSeries : List<TBar>
Close.Add(bar.Time, bar.Close, IsNew: bar.IsNew, IsHot: true);
Volume.Add(bar.Time, bar.Volume, IsNew: bar.IsNew, IsHot: true);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public void Add(DateTime Time, double Open, double High, double Low, double Close, double Volume, bool IsNew = true) =>
this.Add(new TBar(Time, Open, High, Low, Close, Volume, IsNew));
Add(new TBar(Time, Open, High, Low, Close, Volume, IsNew));
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public void Add(double Open, double High, double Low, double Close, double Volume, bool IsNew = true) =>
this.Add(new TBar(DateTime.Now, Open, High, Low, Close, Volume, IsNew));
Add(new TBar(DateTime.Now, Open, High, Low, Close, Volume, IsNew));
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public void Add(TBarSeries series)
{
if (series == this)
{
// If adding itself, create a copy to avoid modification during enumeration
var copy = new TBarSeries { Name = this.Name };
var copy = new TBarSeries { Name = Name };
copy.AddRange(this);
AddRange(copy);
}
@@ -109,6 +150,8 @@ public class TBarSeries : List<TBar>
AddRange(series);
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public new virtual void AddRange(IEnumerable<TBar> collection)
{
foreach (var item in collection)
@@ -117,8 +160,9 @@ public class TBarSeries : List<TBar>
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public void Sub(object source, in TBarEventArgs args)
{
Add(args.Bar);
}
}
}