New version merge

2026-08-17 18:18:04 +00:00 · 2024-09-22 17:31:24 -07:00
parent 1b719fa94e
commit d475bcd19a
405 changed files with 56573 additions and 12440 deletions
@@ -0,0 +1,110 @@
+namespace QuanTAlib;
+
+public interface iTValue
+{
+    DateTime Time { get; }
+    double Value { get; }
+    bool IsNew { get; }
+    bool IsHot { get; }
+}
+
+public readonly record struct TValue(DateTime Time, double Value, bool IsNew = true, bool IsHot = true) : iTValue
+{
+    public DateTime Time { get; init; } = Time;
+    public double Value { get; init; } = Value;
+    public bool IsNew { get; init; } = IsNew;
+    public bool IsHot { get; init; } = IsHot;
+    public DateTime t => Time;
+    public double v => Value;
+
+    public TValue() : this(DateTime.UtcNow, 0) { }
+    public TValue(double value, bool isNew = true, bool isHot = true) : this(DateTime.UtcNow, value, IsNew: isNew, IsHot: isHot) { }
+    public static implicit operator double(TValue tv) => tv.Value;
+    public static implicit operator DateTime(TValue tv) => tv.Time;
+    public static implicit operator TValue(double value) => new TValue(DateTime.UtcNow, value);
+
+    public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}, {Value:F2}, IsNew: {IsNew}, IsHot: {IsHot}]";
+}
+
+public delegate void ValueSignal(object source, in ValueEventArgs args);
+
+public class ValueEventArgs : EventArgs
+{
+    public TValue Tick { get; }
+    public ValueEventArgs(TValue value) { Tick = value; }
+}
+
+public class TSeries : List<TValue>
+{
+    private readonly TValue Default = new(DateTime.MinValue, double.NaN);
+    public IEnumerable<DateTime> t => this.Select(item => item.t);
+    public IEnumerable<double> v => this.Select(item => item.v);
+    public TValue Last => Count > 0 ? this[^1] : Default;
+    public TValue First => Count > 0 ? this[0] : Default;
+    public int Length => Count;
+    public string Name { get; set; }
+    public event ValueSignal Pub = delegate { };
+
+    public TSeries() { this.Name = "Data"; }
+
+    public TSeries(object source) : this()
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        if (pubEvent != null)
+        {
+            /*
+            var nameProperty = source.GetType().GetProperty("Name");
+            if (nameProperty != null) {
+                Name = nameProperty.GetValue(nameProperty)?.ToString()!;
+            }
+            */
+            pubEvent.AddEventHandler(source, new ValueSignal(Sub));
+        }
+    }
+    public static explicit operator List<double>(TSeries series) => series.Select(item => item.Value).ToList();
+    public static explicit operator double[](TSeries series) => series.Select(item => item.Value).ToArray();
+
+    public new virtual void Add(TValue tick)
+    {
+        if (tick.IsNew) { base.Add(tick); }
+        else { this[^1] = tick; }
+        Pub?.Invoke(this, new ValueEventArgs(tick));
+    }
+    public virtual void Add(DateTime Time, double Value, bool IsNew = true, bool IsHot = true) => this.Add(new TValue(Time, Value, IsNew, IsHot));
+    public virtual void Add(double Value, bool IsNew = true, bool IsHot = true) => this.Add(new TValue(DateTime.UtcNow, Value, IsNew, IsHot));
+
+    public void Add(IEnumerable<double> values)
+    {
+        var valueList = values.ToList();
+        int count = valueList.Count;
+        DateTime startTime = DateTime.UtcNow - TimeSpan.FromHours(count);
+
+        for (int i = 0; i < count; i++)
+        {
+            this.Add(startTime, valueList[i]);
+            startTime = startTime.AddHours(1);
+        }
+    }
+    public void Add(TSeries series)
+    {
+        if (series == this)
+        {
+            // If adding itself, create a copy to avoid modification during enumeration
+            var copy = new TSeries { Name = this.Name };
+            copy.AddRange(this);
+            AddRange(copy);
+        }
+        else
+        {
+            AddRange(series);
+        }
+    }
+    public new virtual void AddRange(IEnumerable<TValue> collection)
+    {
+        foreach (var item in collection)
+        {
+            Add(item);
+        }
+    }
+    public void Sub(object source, in ValueEventArgs args) { Add(args.Tick); }
+}