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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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#!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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