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https://github.com/mihakralj/QuanTAlib.git
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Add new data structures and event handling classes for trading platform. Include base classes, value and bar structs, event arguments, emitters, listeners. Update ruleset for SonarLint.
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using System;
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public struct TValue
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{
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public DateTime Timestamp { get; set; }
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public double Value { get; set; }
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public TValue(DateTime timestamp, double value)
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{
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Timestamp = timestamp;
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Value = value;
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}
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public override string ToString()
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{
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return $"[{this.Timestamp:yyyy-MM-dd HH:mm:ss}: {this.Value:F2}]";
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}
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public override bool Equals(object obj)
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{
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if (obj is TValue other)
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{
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return Timestamp == other.Timestamp && Value == other.Value;
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}
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return false;
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}
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public override int GetHashCode()
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{
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return HashCode.Combine(Timestamp, Value);
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}
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}
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public struct TBar
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{
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public DateTime Timestamp { get; set; }
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public double Open { get; set; }
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public double High { get; set; }
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public double Low { get; set; }
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public double Close { get; set; }
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public double Volume { get; set; }
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public TBar(DateTime timestamp, double open, double high, double low, double close, double volume)
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{
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Timestamp = timestamp;
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Open = open;
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High = high;
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Low = low;
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Close = close;
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Volume = volume;
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}
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public override string ToString()
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{
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return $"[{this.Timestamp:yyyy-MM-dd HH:mm:ss}: O={this.Open:F2}, H={this.High:F2}, L={this.Low:F2}, C={this.Close:F2}, V={this.Volume:F2}]";
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}
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public override bool Equals(object obj)
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{
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if (obj is TBar other)
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{
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return Timestamp == other.Timestamp &&
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Open == other.Open &&
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High == other.High &&
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Low == other.Low &&
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Close == other.Close &&
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Volume == other.Volume;
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}
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return false;
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}
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public override int GetHashCode()
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{
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return HashCode.Combine(Timestamp, Open, High, Low, Close, Volume);
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}
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}
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public class TValueEventArg<T> : EventArgs
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{
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public T Data { get; }
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public bool IsClosed { get; }
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public bool IsHot { get; }
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public TValueEventArg(T data, bool isClosed, bool isHot)
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{
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Data = data;
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IsClosed = isClosed;
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IsHot = isHot;
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}
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}
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@@ -0,0 +1,92 @@
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#!meta
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{"kernelInfo":{"defaultKernelName":"csharp","items":[{"aliases":[],"name":"csharp"}]}}
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#!csharp
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#load "./base.cs"
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#!csharp
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TValue vv = new(DateTime.Now, 100);
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display(vv.ToString());
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#!csharp
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TBar bb = new();
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display(bb.ToString());
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#!csharp
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public class Emitter {
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private Random random = new Random();
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public event EventHandler<TValueEventArg<TValue>> Pub;
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public void Emit() {
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DateTime now = DateTime.Now;
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double randomValue = random.NextDouble() * 100; // Generates a random number between 0 and 100
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TValue value = new TValue(now, randomValue);
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TValueEventArg<TValue> eventArg = new TValueEventArg<TValue>(value, true, true);
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OnValuePub(eventArg);
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}
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protected virtual void OnValuePub(TValueEventArg<TValue> eventArg) {
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Pub?.Invoke(this, eventArg);
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}
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}
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public class BarEmitter
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{
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private Random random = new Random();
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public event EventHandler<TValueEventArg<TBar>> Pub;
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private double lastClose = 100.0; // Starting price
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public void Emit()
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{
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double open = lastClose;
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double close = open * (1 + (random.NextDouble() - 0.5) * 0.02); // +/- 1% change
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double high = Math.Max(open, close) * (1 + random.NextDouble() * 0.005); // Up to 0.5% higher
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double low = Math.Min(open, close) * (1 - random.NextDouble() * 0.005); // Up to 0.5% lower
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double volume = random.NextDouble() * 1000000; // Random volume between 0 and 1,000,000
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TBar bar = new TBar(DateTime.Now, open, high, low, close, volume);
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lastClose = close;
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TValueEventArg<TBar> eventArg = new TValueEventArg<TBar>(bar, true, true);
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OnBarPub(eventArg);
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}
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protected virtual void OnBarPub(TValueEventArg<TBar> eventArg)
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{
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Pub?.Invoke(this, eventArg);
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}
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}
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public class Listener
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{
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public void Sub(object sender, EventArgs e)
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{
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if (e is TValueEventArg<TValue> tValueArg) {
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Console.WriteLine($"TValue: {tValueArg.Data.Value:F2}");
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} else if (e is TValueEventArg<TBar> tBarArg) {
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Console.WriteLine($"TBar: o={tBarArg.Data.Open:F2}, v={tBarArg.Data.Volume:F2}");
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} else {
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Console.WriteLine($"Unknown type: {e.GetType().Name}");
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}
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}
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}
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#!csharp
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Emitter em1 = new();
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BarEmitter em2 = new();
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Listener list = new();
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em1.Pub += list.Sub;
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em2.Pub += list.Sub;
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// Emit 5 random values
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for (int i = 0; i < 3; i++) {
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em1.Emit();
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em2.Emit();
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}
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