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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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Miha Kralj
2024-07-25 17:42:09 -07:00
parent f7fd3fbf9f
commit 7dd938c368
86 changed files with 9367 additions and 9153 deletions
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Calculations/_Updated/MIDPRICE_Series.cs
+64 -64
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@@ -1,65 +1,65 @@
namespace QuanTAlib;
using System;
using System.Collections.Generic;
using System.Linq;
/* <summary>
MIDPRICE: Midpoint price (highhest high + lowest low)/2 in the given period in the series.
If period = 0 => period = full length of the series
</summary> */
public class MIDPRICE_Series : TSeries {
protected readonly int _period;
protected readonly bool _NaN;
protected readonly TBars _data;
private readonly System.Collections.Generic.List<double> _bufferhi = new();
private readonly System.Collections.Generic.List<double> _bufferlo = new();
//core constructors
public MIDPRICE_Series(int period, bool useNaN) {
_period = period;
_NaN = useNaN;
Name = $"MIDPRICE({period})";
}
public MIDPRICE_Series(TBars source, int period, bool useNaN) : this(period, useNaN) {
_data = source;
Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
_data.Pub += Sub;
Add(data: _data);
}
public MIDPRICE_Series() : this(period: 2, useNaN: false) { }
public MIDPRICE_Series(int period) : this(period: period, useNaN: false) { }
public MIDPRICE_Series(TBars source) : this(source, period: 2, useNaN: false) { }
public MIDPRICE_Series(TBars source, int period) : this(source: source, period: period, useNaN: false) { }
//////////////////
// core Add() algo
public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false) {
BufferTrim(_bufferhi, TBar.h, _period, update);
BufferTrim(_bufferlo, TBar.l, _period, update);
double _mid = (_bufferhi.Max() + _bufferlo.Min()) * 0.5;
var res = (TBar.t, Count < _period - 1 && _NaN ? double.NaN : _mid);
return base.Add(res, update);
}
public new void Add(TBars data) {
foreach (var item in data) { Add(item, false); }
}
public (DateTime t, double v) Add(bool update) {
return this.Add(TBar: _data.Last, update: update);
}
public (DateTime t, double v) Add() {
return Add(TBar: _data.Last, update: false);
}
private new void Sub(object source, TSeriesEventArgs e) {
Add(TBar: _data.Last, update: e.update);
}
//reset calculation
public override void Reset() {
_bufferhi.Clear();
_bufferlo.Clear();
}
namespace QuanTAlib;
using System;
using System.Collections.Generic;
using System.Linq;
/* <summary>
MIDPRICE: Midpoint price (highhest high + lowest low)/2 in the given period in the series.
If period = 0 => period = full length of the series
</summary> */
public class MIDPRICE_Series : TSeries {
protected readonly int _period;
protected readonly bool _NaN;
protected readonly TBars _data;
private readonly System.Collections.Generic.List<double> _bufferhi = new();
private readonly System.Collections.Generic.List<double> _bufferlo = new();
//core constructors
public MIDPRICE_Series(int period, bool useNaN) {
_period = period;
_NaN = useNaN;
Name = $"MIDPRICE({period})";
}
public MIDPRICE_Series(TBars source, int period, bool useNaN) : this(period, useNaN) {
_data = source;
Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
_data.Pub += Sub;
Add(data: _data);
}
public MIDPRICE_Series() : this(period: 2, useNaN: false) { }
public MIDPRICE_Series(int period) : this(period: period, useNaN: false) { }
public MIDPRICE_Series(TBars source) : this(source, period: 2, useNaN: false) { }
public MIDPRICE_Series(TBars source, int period) : this(source: source, period: period, useNaN: false) { }
//////////////////
// core Add() algo
public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false) {
BufferTrim(_bufferhi, TBar.h, _period, update);
BufferTrim(_bufferlo, TBar.l, _period, update);
double _mid = (_bufferhi.Max() + _bufferlo.Min()) * 0.5;
var res = (TBar.t, Count < _period - 1 && _NaN ? double.NaN : _mid);
return base.Add(res, update);
}
public new void Add(TBars data) {
foreach (var item in data) { Add(item, false); }
}
public (DateTime t, double v) Add(bool update) {
return this.Add(TBar: _data.Last, update: update);
}
public (DateTime t, double v) Add() {
return Add(TBar: _data.Last, update: false);
}
private new void Sub(object source, TSeriesEventArgs e) {
Add(TBar: _data.Last, update: e.update);
}
//reset calculation
public override void Reset() {
_bufferhi.Clear();
_bufferlo.Clear();
}
}