mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-21 12:08:05 +00:00
Add TBar, TBarSeries, TSeries, TValue, and IFeed implementations with comprehensive documentation and examples
- Introduced TBar struct for efficient OHLCV data representation. - Implemented TBarSeries class for high-performance collection of TBar instances using Structure of Arrays (SoA) layout. - Added TSeries class for time-series data management with zero-copy access. - Created TValue struct for time-value pairs with implicit conversions. - Defined IFeed interface for consistent data feed implementations. - Developed CsvFeed class for loading historical OHLCV data from CSV files. - Implemented GBM class for generating synthetic financial data using Geometric Brownian Motion. - Added Quantower project files for Averages indicator with necessary dependencies and configurations. - Included extensive usage examples and notebooks for TBar, TBarSeries, TSeries, TValue, and feed implementations.
This commit is contained in:
Miha Kralj
+31
-50
@@ -1,21 +1,16 @@
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Microsoft Visual Studio Solution File, Format Version 12.00
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Microsoft Visual Studio Solution File, Format Version 12.00
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# Visual Studio Version 17
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Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "quantalib", "lib\quantalib.csproj", "{F455234B-2A3C-140A-17C3-683D7820A733}"
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EndProject
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Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "examples", "examples", "{B36A84DF-456D-A817-6EDD-3EC3E7F6E11F}"
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Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "lib", "lib", "{3A8DF596-E814-FECC-DD4B-D8EF8AAC1A0D}"
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EndProject
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Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "CoreTypes", "examples\CoreTypes\CoreTypes.csproj", "{8AB1BE0C-06AE-4EE2-B45A-4F8CE6381782}"
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Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "QuanTAlib.Tests", "lib\QuanTAlib.Tests.csproj", "{953F0406-DD9B-406E-993D-6D988D5F5423}"
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EndProject
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Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "tests", "tests", "{0AB3BF05-4346-4AA6-1389-037BE0695223}"
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Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "quantower", "quantower", "{6CF592EE-4302-E72F-3CB4-AB1D314DD5A8}"
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EndProject
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Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "QuanTAlib.Tests", "tests\QuanTAlib.Tests\QuanTAlib.Tests.csproj", "{43CA2584-D4AD-4082-AFF4-68B3D1239221}"
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EndProject
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Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "feeds", "feeds", "{2B942E44-74DA-CD21-D337-7A5E9D347C1B}"
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EndProject
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Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "GbmExample", "examples\feeds\GbmExample.csproj", "{B27145AF-B255-4D6E-827B-3512952FB29C}"
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Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Averages", "quantower\Averages.csproj", "{D8F03B19-F99F-475F-8951-85C9D2258B73}"
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EndProject
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Global
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