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SIMD Refactor: Merge simd-dev into dev (#55)
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
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Claude Opus 4.5
aider
Warp
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# CsvFeed Class
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`CsvFeed` is a file-based feed implementation that loads historical OHLCV data from CSV files. It supports both streaming access (simulating real-time playback) and batch retrieval.
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## Key Features
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* **Historical Data Loading**: Reads standard OHLCV CSV files.
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* **Chronological Ordering**: Automatically reverses data if needed (assumes newest-first in file, provides oldest-first).
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* **Streaming Interface**: Implements `IFeed` for consistent usage with other feed types.
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* **Batch Retrieval**: Supports fetching specific time ranges via `Fetch()`.
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## CSV Format Requirements
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The file must have a header row and follow this column order:
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`timestamp, open, high, low, close, volume`
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* **Timestamp**: `YYYY-MM-DD` (assumed UTC midnight)
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* **Prices/Volume**: Numeric values
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Example:
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```csv
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Date,Open,High,Low,Close,Volume
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2024-01-01,100.0,105.0,99.0,102.5,10000
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2024-01-02,102.5,103.0,101.0,101.5,8500
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```
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## Class Definition
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```csharp
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public class CsvFeed : IFeed
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{
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public CsvFeed(string filePath);
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public TBar Next(bool isNew = true);
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public TBarSeries Fetch(int count, long startTime, TimeSpan interval);
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}
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```
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## Usage
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### 1. Loading Data
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```csharp
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var feed = new CsvFeed("path/to/data.csv");
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```
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### 2. Streaming Data (Simulation)
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```csharp
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// Get first bar
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var bar = feed.Next(isNew: true);
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// Loop through all data
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while (true)
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{
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// Process bar...
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Console.WriteLine(bar);
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// Get next bar
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bool isNew = true;
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bar = feed.Next(ref isNew);
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// Stop if no more new data
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if (!isNew) break;
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}
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```
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### 3. Fetching a Batch
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```csharp
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long startTime = new DateTime(2024, 1, 1).Ticks;
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var batch = feed.Fetch(10, startTime, TimeSpan.FromDays(1));
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