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.

This commit is contained in:
Miha Kralj
2024-07-25 17:42:09 -07:00
parent f7fd3fbf9f
commit 7dd938c368
86 changed files with 9367 additions and 9153 deletions
+92
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#!meta
{"kernelInfo":{"defaultKernelName":"csharp","items":[{"aliases":[],"name":"csharp"}]}}
#!csharp
#load "./base.cs"
#!csharp
TValue vv = new(DateTime.Now, 100);
display(vv.ToString());
#!csharp
TBar bb = new();
display(bb.ToString());
#!csharp
public class Emitter {
private Random random = new Random();
public event EventHandler<TValueEventArg<TValue>> Pub;
public void Emit() {
DateTime now = DateTime.Now;
double randomValue = random.NextDouble() * 100; // Generates a random number between 0 and 100
TValue value = new TValue(now, randomValue);
TValueEventArg<TValue> eventArg = new TValueEventArg<TValue>(value, true, true);
OnValuePub(eventArg);
}
protected virtual void OnValuePub(TValueEventArg<TValue> eventArg) {
Pub?.Invoke(this, eventArg);
}
}
public class BarEmitter
{
private Random random = new Random();
public event EventHandler<TValueEventArg<TBar>> Pub;
private double lastClose = 100.0; // Starting price
public void Emit()
{
double open = lastClose;
double close = open * (1 + (random.NextDouble() - 0.5) * 0.02); // +/- 1% change
double high = Math.Max(open, close) * (1 + random.NextDouble() * 0.005); // Up to 0.5% higher
double low = Math.Min(open, close) * (1 - random.NextDouble() * 0.005); // Up to 0.5% lower
double volume = random.NextDouble() * 1000000; // Random volume between 0 and 1,000,000
TBar bar = new TBar(DateTime.Now, open, high, low, close, volume);
lastClose = close;
TValueEventArg<TBar> eventArg = new TValueEventArg<TBar>(bar, true, true);
OnBarPub(eventArg);
}
protected virtual void OnBarPub(TValueEventArg<TBar> eventArg)
{
Pub?.Invoke(this, eventArg);
}
}
public class Listener
{
public void Sub(object sender, EventArgs e)
{
if (e is TValueEventArg<TValue> tValueArg) {
Console.WriteLine($"TValue: {tValueArg.Data.Value:F2}");
} else if (e is TValueEventArg<TBar> tBarArg) {
Console.WriteLine($"TBar: o={tBarArg.Data.Open:F2}, v={tBarArg.Data.Volume:F2}");
} else {
Console.WriteLine($"Unknown type: {e.GetType().Name}");
}
}
}
#!csharp
Emitter em1 = new();
BarEmitter em2 = new();
Listener list = new();
em1.Pub += list.Sub;
em2.Pub += list.Sub;
// Emit 5 random values
for (int i = 0; i < 3; i++) {
em1.Emit();
em2.Emit();
}