New: Trailing Stop indicator

Calculations/ClassStructures/Single_TSeries_Abstract.cs

@@ -0,0 +1,70 @@
+namespace QuanTAlib;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+/* <summary>
+Abstract classes with all scaffolding required to build indicators.
+    All abstracts support period, NaN, and all permutations of Add() methods.
+    Indicator classess need to implement:
+        - Chaining constructor (Abstract's constructor executes first)
+        - Default Add(value) class
+        - optional Add(series) bulk insert class (for optimization of historical analysis)
+
+    Single_TSeries_Indicator    - one single-value TSeries in, one TSeries out.
+    Pair_TSeries_Indicator      - Two TSeries in, one TSeries out. (includes simple semaphoring)
+    Single_TBars_Indicator      - One OHLCV TBars in, one TSeries out.
+
+</summary> */
+public abstract class Single_TSeries_Indicator : TSeries
+{
+  protected readonly int _period;
+  protected readonly bool _NaN;
+  protected readonly TSeries _data;
+  protected int _p;
+
+	// Chainable Constructor - add it at the end of primary constructor :base(source: source, period: period, useNaN: useNaN)
+	protected Single_TSeries_Indicator(TSeries source, int period, bool useNaN) {
+		_data = source;
+		_period = period;
+		_p = _period;
+		_NaN = useNaN;
+		_data.Pub += Sub;
+	}
+
+	// overridable Add() method to add/update a single item at the end of the list
+
+	public virtual void Add((DateTime t, double v) TValue, bool update, bool useNaN) {
+		if (_period == 0) { _p = Length; }
+		var res = (TValue.t, Count < _p - 1 && _NaN ? double.NaN : TValue.v);
+		base.Add(res, update);
+	}
+	public new virtual void Add((DateTime t, double v) TValue, bool update) => base.Add(TValue, update);
+
+	// potentially overridable Add() method for the whole series (could be replaced with faster bulk algo)
+	public virtual void Add(TSeries data) {
+		foreach (var item in data) { Add(TValue: item, update: false); }
+	}
+	public new void Add((System.DateTime t, double v) TValue) => this.Add(TValue: TValue, update: false);
+  public void Add(bool update) => this.Add(TValue: this._data[this._data.Count - 1], update: update);
+  public void Add() => this.Add(TValue: this._data[this._data.Count - 1], update: false);
+  public new void Sub(object source, TSeriesEventArgs e) => this.Add(TValue: this._data[this._data.Count - 1], update: e.update);
+
+  protected static void Add_Replace(List<double> l, double v, bool update)
+  {
+    if (update)
+    { l[l.Count - 1] = v; }
+    else
+    { l.Add(v); }
+  }
+  protected static double Add_Replace_Trim(List<double> l, double v, int p, bool update)
+  {
+    Add_Replace(l, v, update);
+    double ret = (l.Count > 0) ? l.First() : 0;
+    if (l.Count > p && p != 0)
+    {
+      l.RemoveAt(0);
+    }
+    return ret;
+  }
+}