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
2025-11-27 19:51:43 -08:00
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#!meta
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#!markdown
# TValue Examples
This notebook demonstrates the usage of `TValue`, the fundamental data structure in QuanTAlib.
For detailed documentation, see [TValue.md](TValue.md).
#!csharp
// Reference the library
#r "..\..\bin\QuanTAlib.dll"
using System;
using QuanTAlib;
#!markdown
## Creating TValue
You can create a `TValue` using `DateTime` or `ticks`.
#!csharp
// Using DateTime
var now = DateTime.UtcNow;
var val1 = new TValue(now, 100.5);
Console.WriteLine($"Created TValue: Time={val1.AsDateTime}, Value={val1.Value}");
// Using Ticks
long ticks = now.AddMinutes(1).Ticks;
var val2 = new TValue(ticks, 101.0);
Console.WriteLine($"Created TValue: Time={val2.AsDateTime}, Value={val2.Value}");
#!markdown
## Implicit Conversions
`TValue` supports implicit conversions to `double` and `DateTime` for convenience.
#!csharp
double d = val1; // Implicitly gets Value
DateTime t = val1; // Implicitly gets Time (as DateTime)
Console.WriteLine($"Double: {d}");
Console.WriteLine($"DateTime: {t}");
// Arithmetic operations using implicit conversion
double result = val1 + 5.0;
Console.WriteLine($"Result (100.5 + 5.0): {result}");
#!markdown
## Immutability
`TValue` is immutable. You cannot change its properties after creation.
#!csharp
// val1.Value = 200; // Error: Property or indexer 'TValue.Value' cannot be assigned to -- it is read only
// To "change" a value, create a new instance
var val3 = new TValue(val1.Time, 200.0);
Console.WriteLine($"New TValue: {val3.Value}");
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# TValue: Time-Value Pair
## Overview
`TValue` is the fundamental building block of QuanTAlib. It represents a single data point in a time series, consisting of a timestamp and a double-precision floating-point value.
It is implemented as a lightweight `readonly struct` to ensure immutability and high performance (stack allocation, no GC overhead).
## Structure
```csharp
public readonly struct TValue
{
public readonly long Time; // Ticks (UTC)
public readonly double Value; // Data value
public readonly bool IsNew; // Metadata for streaming (optional usage)
}
```
## Key Features
* **Lightweight**: 24 bytes (long + double + bool + padding).
* **Immutable**: Thread-safe by design.
* **Implicit Conversions**: Can be implicitly converted to `double` (returns Value) and `DateTime` (returns Time).
* **Performance**: Designed for high-frequency trading and large dataset processing.
## Usage
`TValue` is used throughout the library for:
* Input to indicators (`Update(TValue)`).
* Output from indicators (`Value` property).
* Elements in `TSeries`.
## Constructors
* `new TValue(long time, double value, bool isNew = true)`
* `new TValue(DateTime time, double value, bool isNew = true)`