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Class optimization

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Miha
2024-10-27 16:11:08 -07:00
parent b2fcdda785
commit 6c67a0cf31
77 changed files with 2634 additions and 1455 deletions
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lib/core/tvalue.cs
+72 -31
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@@ -1,3 +1,5 @@
using System.Runtime.CompilerServices;
namespace QuanTAlib;
public interface ITValue
@@ -8,35 +10,52 @@ public interface ITValue
bool IsHot { get; }
}
[SkipLocalsInit]
public readonly record struct TValue(DateTime Time, double Value, bool IsNew = true, bool IsHot = true) : ITValue
{
public DateTime Time { get; init; } = Time;
public double Value { get; init; } = Value;
public bool IsNew { get; init; } = IsNew;
public bool IsHot { get; init; } = IsHot;
public DateTime t => Time;
public double v => Value;
public double Value { get; init; } = Value;
public bool IsNew { get; init; } = IsNew;
public bool IsHot { get; init; } = IsHot;
public DateTime t => Time;
public double v => Value;
public TValue() : this(DateTime.UtcNow, 0) { }
public TValue(double value, bool isNew = true, bool isHot = true) : this(DateTime.UtcNow, value, IsNew: isNew, IsHot: isHot) { }
public static implicit operator double(TValue tv) => tv.Value;
public static implicit operator DateTime(TValue tv) => tv.Time;
public static implicit operator TValue(double value) => new TValue(DateTime.UtcNow, value);
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TValue() : this(DateTime.UtcNow, 0) { }
public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}, {Value:F2}, IsNew: {IsNew}, IsHot: {IsHot}]";
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TValue(double value, bool isNew = true, bool isHot = true)
: this(DateTime.UtcNow, value, IsNew: isNew, IsHot: isHot) { }
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static implicit operator double(TValue tv) => tv.Value;
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static implicit operator DateTime(TValue tv) => tv.Time;
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static implicit operator TValue(double value) => new TValue(DateTime.UtcNow, value);
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}, {Value:F2}, IsNew: {IsNew}, IsHot: {IsHot}]";
}
public delegate void ValueSignal(object source, in ValueEventArgs args);
public class ValueEventArgs : EventArgs
[SkipLocalsInit]
public sealed class ValueEventArgs : EventArgs
{
public TValue Tick { get; }
public ValueEventArgs(TValue value) { Tick = value; }
public readonly TValue Tick;
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public ValueEventArgs(TValue value) => Tick = value;
}
[SkipLocalsInit]
public class TSeries : List<TValue>
{
private readonly TValue Default = new(DateTime.MinValue, double.NaN);
private static readonly TValue Default = new(DateTime.MinValue, double.NaN);
public IEnumerable<DateTime> t => this.Select(item => item.t);
public IEnumerable<double> v => this.Select(item => item.v);
public TValue Last => Count > 0 ? this[^1] : Default;
@@ -45,35 +64,51 @@ public class TSeries : List<TValue>
public string Name { get; set; }
public event ValueSignal Pub = delegate { };
public TSeries() { this.Name = "Data"; }
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TSeries()
{
Name = "Data";
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TSeries(object source) : this()
{
var pubEvent = source.GetType().GetEvent("Pub");
if (pubEvent != null)
{
/*
var nameProperty = source.GetType().GetProperty("Name");
if (nameProperty != null)
{
Name = nameProperty.GetValue(nameProperty)?.ToString()!;
}
*/
pubEvent.AddEventHandler(source, new ValueSignal(Sub));
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static explicit operator List<double>(TSeries series) => series.Select(item => item.Value).ToList();
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static explicit operator double[](TSeries series) => series.Select(item => item.Value).ToArray();
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public new virtual void Add(TValue tick)
{
if (tick.IsNew || base.Count == 0) { base.Add(tick); }
else { this[^1] = tick; }
if (tick.IsNew || base.Count == 0)
{
base.Add(tick);
}
else
{
this[^1] = tick;
}
Pub?.Invoke(this, new ValueEventArgs(tick));
}
public virtual void Add(DateTime Time, double Value, bool IsNew = true, bool IsHot = true) => this.Add(new TValue(Time, Value, IsNew, IsHot));
public virtual void Add(double Value, bool IsNew = true, bool IsHot = true) => this.Add(new TValue(DateTime.UtcNow, Value, IsNew, IsHot));
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public virtual void Add(DateTime Time, double Value, bool IsNew = true, bool IsHot = true) =>
Add(new TValue(Time, Value, IsNew, IsHot));
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public virtual void Add(double Value, bool IsNew = true, bool IsHot = true) =>
Add(new TValue(DateTime.UtcNow, Value, IsNew, IsHot));
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public void Add(IEnumerable<double> values)
{
var valueList = values.ToList();
@@ -82,16 +117,18 @@ public class TSeries : List<TValue>
for (int i = 0; i < count; i++)
{
this.Add(startTime, valueList[i]);
Add(startTime, valueList[i]);
startTime = startTime.AddHours(1);
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public void Add(TSeries series)
{
if (series == this)
{
// If adding itself, create a copy to avoid modification during enumeration
var copy = new TSeries { Name = this.Name };
var copy = new TSeries { Name = Name };
copy.AddRange(this);
AddRange(copy);
}
@@ -100,6 +137,8 @@ public class TSeries : List<TValue>
AddRange(series);
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public new virtual void AddRange(IEnumerable<TValue> collection)
{
foreach (var item in collection)
@@ -107,5 +146,7 @@ public class TSeries : List<TValue>
Add(item);
}
}
public void Sub(object source, in ValueEventArgs args) { Add(args.Tick); }
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public void Sub(object source, in ValueEventArgs args) => Add(args.Tick);
}