gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-21 20:18:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

validation and profiles

Browse Source
This commit is contained in:
Miha Kralj
2026-02-26 22:02:52 -08:00
parent 9ab37c1200
commit 8a1ba95173
317 changed files with 18704 additions and 622 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/core/tbarseries/TBarSeries.md
+13
View File
@@ -99,6 +99,19 @@ bars.Add(updatedBar, isNew: false); // Updates the last bar in place
## Performance Profile
### Operation Count (Streaming Mode)
TBarSeries stores OHLCV as separate List<T> fields (SoA layout) for cache-friendly sequential access.
| Operation | Count | Cost (cycles) | Subtotal |
| :--- | :---: | :---: | :---: |
| Add new TBar (5 List.Add calls) | 5 | 3 cy | ~15 cy |
| Access span for SIMD | 1 | 2 cy | ~2 cy |
| Pub event fire | 1 | 5 cy | ~5 cy |
| **Total per bar** | **O(1)** | — | **~22 cy** |
SoA layout enables SIMD processing: each field array is contiguous in memory. CollectionsMarshal.AsSpan avoids copying.
* **Memory Layout**: SoA (Structure of Arrays).
* **Component Access**: Zero-copy `TSeries` views.
* **Iteration**: Cache-friendly for single-component analysis.