style patterns

This commit is contained in:
Miha Kralj
2026-01-25 16:01:45 -08:00
parent 2836f253c4
commit e59665c8f0
399 changed files with 6892 additions and 1323 deletions
+2
View File
@@ -44,7 +44,9 @@ public sealed class FcbIndicator : Indicator, IWatchlistIndicator
protected override void OnUpdate(UpdateArgs args)
{
if (_indicator is null)
{
return;
}
var item = HistoricalData[0, SeekOriginHistory.End];
bool isNew = args.IsNewBar();
+57 -1
View File
@@ -59,7 +59,9 @@ public sealed class Fcb : ITValuePublisher
public Fcb(int period = 20)
{
if (period < 1)
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be >= 1.");
}
_period = period;
WarmupPeriod = period + 2; // Need 2 extra bars for fractal detection
@@ -91,14 +93,22 @@ public sealed class Fcb : ITValuePublisher
private (double high, double low) GetValid(double high, double low)
{
if (double.IsFinite(high))
{
_state = _state with { LastValidHigh = high };
}
else
{
high = _state.LastValidHigh;
}
if (double.IsFinite(low))
{
_state = _state with { LastValidLow = low };
}
else
{
low = _state.LastValidLow;
}
return (high, low);
}
@@ -120,9 +130,13 @@ public sealed class Fcb : ITValuePublisher
int backIdx = (_hHead + _hCount - 1) % _period;
int bufIdx = _hDeque[backIdx] % _period;
if (_hBuf[bufIdx] <= value)
{
_hCount--;
}
else
{
break;
}
}
int tail = (_hHead + _hCount) % _period;
@@ -145,9 +159,13 @@ public sealed class Fcb : ITValuePublisher
int backIdx = (_lHead + _lCount - 1) % _period;
int bufIdx = _lDeque[backIdx] % _period;
if (_lBuf[bufIdx] >= value)
{
_lCount--;
}
else
{
break;
}
}
int tail = (_lHead + _lCount) % _period;
@@ -163,7 +181,9 @@ public sealed class Fcb : ITValuePublisher
_lCount = 0;
if (_count == 0)
{
return;
}
long startLogical = _index - _count + 1;
for (int i = 0; i < _count; i++)
@@ -199,15 +219,21 @@ public sealed class Fcb : ITValuePublisher
public TValue Update(TBar input, bool isNew = true)
{
if (isNew)
{
_p_state = _state;
}
else
{
_state = _p_state;
}
if (isNew)
{
_index++;
if (_count < _period)
{
_count++;
}
}
var (high, low) = GetValid(input.High, input.Low);
@@ -272,7 +298,9 @@ public sealed class Fcb : ITValuePublisher
double mid = (top + bot) * 0.5;
if (!_state.IsHot && _index + 1 >= WarmupPeriod)
{
_state = _state with { IsHot = true };
}
Last = new TValue(input.Time, mid);
Upper = new TValue(input.Time, top);
@@ -285,7 +313,9 @@ public sealed class Fcb : ITValuePublisher
public (TSeries Middle, TSeries Upper, TSeries Lower) Update(TBarSeries source)
{
if (source.Count == 0)
{
return (new TSeries([], []), new TSeries([], []), new TSeries([], []));
}
int len = source.Count;
var tMiddle = new List<long>(len);
@@ -329,7 +359,9 @@ public sealed class Fcb : ITValuePublisher
Reset();
if (source.Count == 0)
{
return;
}
for (int i = 0; i < source.Count; i++)
{
@@ -349,14 +381,25 @@ public sealed class Fcb : ITValuePublisher
int period)
{
if (period < 1)
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be >= 1.");
}
if (high.Length != low.Length)
{
throw new ArgumentException("High and Low spans must have the same length", nameof(high));
}
if (middle.Length < high.Length || upper.Length < high.Length || lower.Length < high.Length)
{
throw new ArgumentException("Output spans must be at least as long as inputs", nameof(middle));
}
int len = high.Length;
if (len == 0) return;
if (len == 0)
{
return;
}
// Allocate buffers for fractal tracking and deques
double[] hBuf = ArrayPool<double>.Shared.Rent(period);
@@ -389,9 +432,14 @@ public sealed class Fcb : ITValuePublisher
if (i >= 2)
{
if (h1 > h2 && h1 > h0)
{
hiFractal = h1;
}
if (l1 < l2 && l1 < l0)
{
loFractal = l1;
}
}
int bufIdx = i % period;
@@ -410,9 +458,13 @@ public sealed class Fcb : ITValuePublisher
int backIdx = (hHead + hCount - 1) % period;
int bIdx = hDeque[backIdx] % period;
if (hBuf[bIdx] <= hiFractal)
{
hCount--;
}
else
{
break;
}
}
int tail = (hHead + hCount) % period;
hDeque[tail] = i;
@@ -429,9 +481,13 @@ public sealed class Fcb : ITValuePublisher
int backIdx = (lHead + lCount - 1) % period;
int bIdx = lDeque[backIdx] % period;
if (lBuf[bIdx] >= loFractal)
{
lCount--;
}
else
{
break;
}
}
tail = (lHead + lCount) % period;
lDeque[tail] = i;