Merge branch 'dev'

lib/core/AbstractBarBase.cs

@@ -0,0 +1,71 @@
+namespace QuanTAlib;
+
+/// <summary>
+/// Provides a base implementation for financial indicators in the QuanTAlib library.
+/// This abstract class implements the iTValue interface and defines common properties
+/// and methods used by inheriting indicator types.
+/// </summary>
+public abstract class AbstractBarBase : iTValue
+{
+    public 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 int WarmupPeriod { get; set; }
+
+    public TValue Tick => new(Time, Value, IsNew, IsHot); // Stores the current value of indicator
+    public event ValueSignal Pub = delegate { }; // Publisher of generated values
+
+    protected int _index; //tracking the position of output
+    protected double _lastValidValue;
+    // other _internal vars defined here
+
+    protected AbstractBarBase()
+    {  //add parameters into constructor
+    }
+
+    public void Sub(object source, in TBarEventArgs args) => Calc(args.Bar);
+
+    public virtual void Init()
+    {
+        _index = 0;
+        _lastValidValue = 0;
+    }
+
+        public virtual TValue Calc(TBar input)
+    {
+        Input = input;
+        if (double.IsNaN(input.Close) || double.IsInfinity(input.Close))
+        {
+            return Process(new TValue(Time: input.Time, Value: GetLastValid(), IsNew: input.IsNew, IsHot: true));
+        }
+        this.Value = Calculation();
+        return Process(new TValue(Time: Input.Time, Value: this.Value, IsNew: Input.IsNew, IsHot: this.IsHot));
+    }
+
+    protected virtual double GetLastValid()
+    {
+        return this.Value;
+    }
+    protected abstract void ManageState(bool isNew);
+    protected abstract double Calculation();
+
+    /// <summary>
+    /// Processes the calculated value, updates the indicator's own state,
+    /// and publishes the result through an event.
+    /// </summary>
+    /// <param name="value">The calculated TValue to process.</param>
+    /// <returns>The processed TValue.</returns>
+    protected virtual TValue Process(TValue value)
+    {
+        this.Time = value.Time;
+        this.Value = value.Value;
+        this.IsNew = value.IsNew;
+        this.IsHot = value.IsHot;
+        Pub?.Invoke(this, new ValueEventArgs(value));
+        return value;
+    }
+}

lib/core/tbar.cs

@@ -30,15 +30,11 @@ public readonly record struct TBar(DateTime Time, double Open, double High, doub
 
     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) { }
-
-    // when TBar casts to double, it returns its Close
-    public static implicit operator double(TBar bar) => bar.Close;
-    public static implicit operator DateTime(TBar tv) => tv.Time;
-
-    // castings for sloppy people - a single double injected into a TBar, and a single TValue injected into a TBar
     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 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}]";
 }
 
@@ -70,11 +66,8 @@ public class TBarSeries : List<TBar>
     public TBarSeries()
     {
         this.Name = "Bar";
-        Open = new();
-        High = new();
-        Low = new();
-        Close = new();
-        Volume = new();
+        (Open, High, Low, Close, Volume) = ([], [], [], [], []);
+
     }
     public TBarSeries(object source) : this()
     {
@@ -84,7 +77,8 @@ public class TBarSeries : List<TBar>
 
     public new virtual void Add(TBar bar)
     {
-        if (bar.IsNew) { 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);

lib/core/tvalue.cs

@@ -66,7 +66,7 @@ public class TSeries : List<TValue>
 
     public new virtual void Add(TValue tick)
     {
-        if (tick.IsNew) { base.Add(tick); }
+        if (tick.IsNew || base.Count==0) { base.Add(tick); }
         else { this[^1] = tick; }
         Pub?.Invoke(this, new ValueEventArgs(tick));
     }