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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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#!meta
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{"kernelInfo":{"defaultKernelName":"csharp","items":[{"name":"csharp","languageName":"csharp"},{"name":"fsharp","languageName":"F#","aliases":["f#","fs"]},{"name":"html","languageName":"HTML"},{"name":"http","languageName":"HTTP"},{"name":"javascript","languageName":"JavaScript","aliases":["js"]},{"name":"mermaid","languageName":"Mermaid"},{"name":"pwsh","languageName":"PowerShell","aliases":["powershell"]},{"name":"value"}]}}
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#!csharp
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// Reference the library
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#r "..\..\bin\QuanTAlib.dll"
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using QuanTAlib;
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using System.IO;
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// 1. Setup: Use existing CSV file
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// CsvFeed expects a CSV with header: timestamp,open,high,low,close,volume
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// Timestamp format: YYYY-MM-DD
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string csvPath = "daily_IBM.csv";
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Console.WriteLine($"Using CSV file: {csvPath}");
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#!csharp
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// 2. Initialize CsvFeed
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// The feed loads the data and prepares it for streaming
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var feed = new CsvFeed(csvPath);
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Console.WriteLine("CsvFeed initialized.");
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#!csharp
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// 3. Streaming Data
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// Simulate processing historical data bar by bar
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Console.WriteLine("\nStreaming data (first 5 bars):");
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int count = 0;
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bool isNew = true;
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// Get first bar
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var bar = feed.Next(isNew: true);
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while (isNew && count < 5)
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{
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count++;
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Console.WriteLine($" Bar {count}: {bar}");
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// Get next bar
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bar = feed.Next(ref isNew);
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}
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Console.WriteLine($"Streamed {count} bars.");
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#!csharp
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// 4. Batch Fetching
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// Retrieve a specific range of data
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Console.WriteLine("\nBatch fetching:");
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// Using a date range present in daily_IBM.csv (July 2025)
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long startTime = new DateTime(2025, 7, 8).Ticks;
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var interval = TimeSpan.FromDays(1);
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// Fetch 3 bars starting from July 8th, 2025
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var batch = feed.Fetch(5, startTime, interval);
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Console.WriteLine($"Fetched {batch.Count} bars:");
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foreach (var b in batch)
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{
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Console.WriteLine($" {b}");
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}
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