Refactor event handling and improve argument validation across indicators

- Updated event handler signatures to use TValueEventArgs for consistency in Mama, Mgdi, Pwma, Rma, Sma, Ssf, Super, T3, Tema, Trima, Usf, Vidya, Wma, and Atr classes.
- Enhanced argument validation by specifying parameter names in exceptions for clarity.
- Adjusted tests to align with new event handler signatures.
- Improved code readability and maintainability by using structured records and lambda expressions.
This commit is contained in:
Miha Kralj
2025-12-27 15:46:28 -08:00
parent 4750c2b1e8
commit d7dbd7078a
73 changed files with 502 additions and 300 deletions
+3 -3
View File
@@ -31,14 +31,14 @@ public abstract class AbstractBase : ITValuePublisher
/// <summary>
/// Event triggered when a new TValue is available.
/// </summary>
public event Action<TValue>? Pub;
public event TValuePublishedHandler? Pub;
/// <summary>
/// Helper to invoke the Pub event.
/// </summary>
protected void PubEvent(TValue value)
protected void PubEvent(TValue value, bool isNew = true)
{
Pub?.Invoke(value);
Pub?.Invoke(this, new TValueEventArgs { Value = value, IsNew = isNew });
}
/// <summary>
+3 -3
View File
@@ -395,7 +395,7 @@ public static class SimdExtensions
public static void Add(ReadOnlySpan<double> left, ReadOnlySpan<double> right, Span<double> result)
{
if (left.Length != right.Length || left.Length != result.Length)
throw new ArgumentException("All spans must have the same length");
throw new ArgumentException("All spans must have the same length", nameof(result));
int i = 0;
if (Vector.IsHardwareAccelerated && left.Length >= Vector<double>.Count)
@@ -423,7 +423,7 @@ public static class SimdExtensions
public static void Subtract(ReadOnlySpan<double> left, ReadOnlySpan<double> right, Span<double> result)
{
if (left.Length != right.Length || left.Length != result.Length)
throw new ArgumentException("All spans must have the same length");
throw new ArgumentException("All spans must have the same length", nameof(result));
int i = 0;
if (Vector.IsHardwareAccelerated && left.Length >= Vector<double>.Count)
@@ -451,7 +451,7 @@ public static class SimdExtensions
public static double DotProduct(this ReadOnlySpan<double> a, ReadOnlySpan<double> b)
{
if (a.Length != b.Length)
throw new ArgumentException("Spans must have equal length");
throw new ArgumentException("Spans must have equal length", nameof(b));
if (a.IsEmpty) return 0.0;
+2
View File
@@ -1,4 +1,5 @@
using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
namespace QuanTAlib;
@@ -7,6 +8,7 @@ namespace QuanTAlib;
/// Pure data type: 48 bytes (long + 5 doubles).
/// </summary>
[SkipLocalsInit]
[StructLayout(LayoutKind.Auto)]
public readonly record struct TBar(long Time, double Open, double High, double Low, double Close, double Volume)
{
public DateTime AsDateTime => new(Time, DateTimeKind.Utc);
+4 -4
View File
@@ -358,8 +358,8 @@ namespace QuanTAlib.Tests
{
var series = new TBarSeries();
TBar? received = null;
series.Pub += bar => received = bar;
series.Pub += (object? sender, in TBarEventArgs args) => received = args.Value;
var barToAdd = new TBar(100, 10, 15, 5, 12, 100);
series.Add(barToAdd, isNew: true);
@@ -374,8 +374,8 @@ namespace QuanTAlib.Tests
var series = new TBarSeries();
TBar? received = null;
series.Add(100, 10, 15, 5, 12, 100);
series.Pub += bar => received = bar;
series.Pub += (object? sender, in TBarEventArgs args) => received = args.Value;
series.Add(100, 10, 18, 5, 15, 150, isNew: false);
Assert.NotNull(received);
+19 -3
View File
@@ -1,3 +1,4 @@
using System;
using System.Collections;
using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
@@ -9,17 +10,32 @@ namespace QuanTAlib;
/// Stores Time, Open, High, Low, Close, Volume in separate contiguous arrays for SIMD efficiency.
/// Exposes TSeries views for each component that share the underlying Time array.
/// </summary>
[StructLayout(LayoutKind.Auto)]
public readonly struct TBarEventArgs
{
public TBar Value { get; init; }
public bool IsNew { get; init; }
}
// Performance-focused event args struct; not derived from EventArgs by design.
// We intentionally deviate from the standard EventArgs pattern here for perf.
#pragma warning disable MA0046 // The second parameter must be of type 'System.EventArgs' or a derived type
public delegate void TBarPublishedHandler(object? sender, in TBarEventArgs args);
#pragma warning restore MA0046
public class TBarSeries : IReadOnlyList<TBar>
{
#pragma warning disable MA0016 // Prefer using collection abstraction instead of implementation
protected readonly List<long> _t;
protected readonly List<double> _o;
protected readonly List<double> _h;
protected readonly List<double> _l;
protected readonly List<double> _c;
protected readonly List<double> _v;
#pragma warning restore MA0016
public string Name { get; set; } = "Bar";
public event Action<TBar>? Pub;
public event TBarPublishedHandler? Pub;
// Note: These views share underlying storage. Do not modify directly; use TBarSeries.Add() instead.
public TSeries Open { get; }
@@ -102,7 +118,7 @@ public class TBarSeries : IReadOnlyList<TBar>
_v[lastIdx] = bar.Volume;
}
Pub?.Invoke(bar);
Pub?.Invoke(this, new TBarEventArgs { Value = bar, IsNew = isNew });
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -126,7 +142,7 @@ public class TBarSeries : IReadOnlyList<TBar>
hArr.Length != lArr.Length || lArr.Length != cArr.Length ||
cArr.Length != vArr.Length)
{
throw new ArgumentException("All arrays must have the same length");
throw new ArgumentException("All arrays must have the same length", nameof(t));
}
for (int i = 0; i < tArr.Length; i++)
+9 -1
View File
@@ -2,6 +2,14 @@ using System;
namespace QuanTAlib;
public sealed class TValueEventArgs : EventArgs
{
public TValue Value { get; init; }
public bool IsNew { get; init; }
}
public delegate void TValuePublishedHandler(object? sender, TValueEventArgs args);
/// <summary>
/// Interface for objects that publish TValue updates.
/// </summary>
@@ -10,5 +18,5 @@ public interface ITValuePublisher
/// <summary>
/// Event triggered when a new TValue is available.
/// </summary>
event Action<TValue> Pub;
event TValuePublishedHandler? Pub;
}
+2 -2
View File
@@ -298,7 +298,7 @@ public class TSeriesTests
{
var series = new TSeries();
TValue? received = null;
series.Pub += tv => received = tv;
series.Pub += (object? sender, TValueEventArgs args) => received = args.Value;
series.Add(100, 42.0);
@@ -313,7 +313,7 @@ public class TSeriesTests
var series = new TSeries();
TValue? received = null;
series.Add(100, 42.0);
series.Pub += tv => received = tv;
series.Pub += (object? sender, TValueEventArgs args) => received = args.Value;
series.Add(100, 43.0, isNew: false);
+17 -5
View File
@@ -13,12 +13,14 @@ namespace QuanTAlib;
/// </summary>
public class TSeries : IReadOnlyList<TValue>, ITValuePublisher
{
#pragma warning disable MA0016 // Prefer using collection abstraction instead of implementation
protected readonly List<long> _t;
protected readonly List<double> _v;
#pragma warning restore MA0016
public string Name { get; set; } = "Data";
public event Action<TValue>? Pub;
public event TValuePublishedHandler? Pub;
public TSeries() : this(0)
{
@@ -30,10 +32,18 @@ public class TSeries : IReadOnlyList<TValue>, ITValuePublisher
_v = new List<double>(capacity);
}
public TSeries(List<long> time, List<double> values)
public TSeries(IReadOnlyList<long> time, IReadOnlyList<double> values)
{
_t = time;
_v = values;
if (time is List<long> timeList && values is List<double> valueList)
{
_t = timeList;
_v = valueList;
}
else
{
_t = new List<long>(time);
_v = new List<double>(values);
}
}
public int Count
@@ -98,7 +108,9 @@ public class TSeries : IReadOnlyList<TValue>, ITValuePublisher
_t[lastIdx] = value.Time;
_v[lastIdx] = value.Value;
}
Pub?.Invoke(value);
var args = new TValueEventArgs { Value = value, IsNew = isNew };
Pub?.Invoke(this, args);
}
// Overload for backward compatibility (assumes isNew=true)
+2
View File
@@ -1,4 +1,5 @@
using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
namespace QuanTAlib;
@@ -7,6 +8,7 @@ namespace QuanTAlib;
/// Pure data type: 16 bytes (long + double).
/// </summary>
[SkipLocalsInit]
[StructLayout(LayoutKind.Auto)]
public readonly record struct TValue(long Time, double Value)
{
public DateTime AsDateTime => new(Time, DateTimeKind.Utc);