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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.
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# TSeries: Time Series Data
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## Overview
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`TSeries` is a high-performance container for time-series data. Unlike a standard `List<TValue>`, it uses a **Structure of Arrays (SoA)** layout internally. This means it stores timestamps and values in separate contiguous arrays (`List<long>` and `List<double>`).
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This layout is critical for performance because it allows:
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1. **SIMD Optimization**: The `Values` property returns a `ReadOnlySpan<double>` that can be directly processed by CPU vector instructions (AVX/SSE).
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2. **Cache Locality**: Iterating over values doesn't load timestamps into the CPU cache, and vice versa.
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## Structure
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```csharp
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public class TSeries : IReadOnlyList<TValue>
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{
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// Internal SoA storage
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protected readonly List<long> _t;
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protected readonly List<double> _v;
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// Public accessors
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public ReadOnlySpan<double> Values => ...; // Zero-copy access
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public ReadOnlySpan<long> Times => ...; // Zero-copy access
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public TValue Last { get; }
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public int Count { get; }
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}
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```
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## Key Features
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* **SoA Layout**: Optimized for numerical computing and SIMD.
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* **Zero-Copy Access**: `Values` and `Times` properties expose internal storage as Spans without copying.
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* **Streaming Support**: The `Add` method supports `isNew` parameter to handle intra-bar updates (replacing the last value instead of appending).
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* **Event Publishing**: Optional `Pub` event for reactive pipelines.
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## Usage
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### Creating and Adding Data
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```csharp
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var series = new TSeries();
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series.Add(DateTime.Now, 100.0); // isNew=true by default
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```
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### Streaming Updates
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```csharp
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// New bar
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series.Add(time, 100.0, isNew: true);
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// Update current bar (e.g. price change within same minute)
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series.Add(time, 101.0, isNew: false);
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```
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### SIMD Processing
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```csharp
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// Calculate average using SIMD
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double avg = series.Values.AverageSIMD();
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