Atr

lib/core/AbstractBarBase.cs

@@ -0,0 +1,71 @@
+namespace QuanTAlib;
+
+/// <summary>
+/// Provides a base implementation for financial indicators in the QuanTAlib library.
+/// This abstract class implements the iTValue interface and defines common properties
+/// and methods used by inheriting indicator types.
+/// </summary>
+public abstract class AbstractBarBase : iTValue
+{
+    public DateTime Time { get; set; }
+    public double Value { get; set; }
+    public bool IsNew { get; set; }
+    public bool IsHot { get; set; }
+
+    public TBar Input { get; set; }
+    public String Name { get; set; } = "";
+    public int WarmupPeriod { get; set; }
+
+    public TValue Tick => new(Time, Value, IsNew, IsHot); // Stores the current value of indicator
+    public event ValueSignal Pub = delegate { }; // Publisher of generated values
+
+    protected int _index; //tracking the position of output
+    protected double _lastValidValue;
+    // other _internal vars defined here
+
+    protected AbstractBarBase()
+    {  //add parameters into constructor
+    }
+
+    public void Sub(object source, in TBarEventArgs args) => Calc(args.Bar);
+
+    public virtual void Init()
+    {
+        _index = 0;
+        _lastValidValue = 0;
+    }
+
+        public virtual TValue Calc(TBar input)
+    {
+        Input = input;
+        if (double.IsNaN(input.Close) || double.IsInfinity(input.Close))
+        {
+            return Process(new TValue(Time: input.Time, Value: GetLastValid(), IsNew: input.IsNew, IsHot: true));
+        }
+        this.Value = Calculation();
+        return Process(new TValue(Time: Input.Time, Value: this.Value, IsNew: Input.IsNew, IsHot: this.IsHot));
+    }
+
+    protected virtual double GetLastValid()
+    {
+        return this.Value;
+    }
+    protected abstract void ManageState(bool isNew);
+    protected abstract double Calculation();
+
+    /// <summary>
+    /// Processes the calculated value, updates the indicator's own state,
+    /// and publishes the result through an event.
+    /// </summary>
+    /// <param name="value">The calculated TValue to process.</param>
+    /// <returns>The processed TValue.</returns>
+    protected virtual TValue Process(TValue value)
+    {
+        this.Time = value.Time;
+        this.Value = value.Value;
+        this.IsNew = value.IsNew;
+        this.IsHot = value.IsHot;
+        Pub?.Invoke(this, new ValueEventArgs(value));
+        return value;
+    }
+}