using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
namespace QuanTAlib;
///
/// MIDBODY: Open-Close Average
/// Calculates the midpoint of Open and Close prices.
/// Equivalent to TBar.OC2 but as a proper streaming indicator with bar correction.
///
///
/// Calculation:
///
/// - Midbody = (Open + Close) / 2
///
///
/// Key characteristics:
///
/// - Stateless bar-by-bar calculation (no lookback period)
/// - Skender compatible (CandlePart.OC2)
/// - Always hot after first bar
/// - Captures the midpoint between session open and close
///
///
[SkipLocalsInit]
public sealed class Midbody : AbstractBase
{
[StructLayout(LayoutKind.Auto)]
private record struct State(
double LastValidOpen,
double LastValidClose,
double LastResult,
int Count
);
private State _s;
private State _ps;
///
/// Initializes a new instance of the Midbody class.
///
public Midbody()
{
WarmupPeriod = 1;
Name = "Midbody";
_s = new State(0, 0, 0, 0);
_ps = _s;
}
///
/// Initializes a new instance of the Midbody class with a source.
///
/// The data source for chaining.
public Midbody(ITValuePublisher source) : this()
{
source.Pub += Handle;
}
private void Handle(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew);
///
/// True if the indicator has enough data for valid results.
///
public override bool IsHot => _s.Count >= WarmupPeriod;
///
/// Computes the Midbody price from Open and Close values.
///
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static double ComputeMidbody(double open, double close)
{
return (open + close) * 0.5;
}
///
/// Updates the indicator with a TValue input.
/// For TValue input, treats the value as both Open and Close (result = value).
/// Prefer Update(TBar) for standard OHLC data.
///
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public override TValue Update(TValue input, bool isNew = true)
{
return UpdateCore(input.Time, input.Value, input.Value, isNew);
}
///
/// Updates the indicator with a new bar (preferred method).
///
/// The input bar.
/// Whether this is a new bar or an update.
/// The calculated Midbody value.
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TValue Update(TBar bar, bool isNew = true)
{
return UpdateCore(bar.Time, bar.Open, bar.Close, isNew);
}
///
/// Updates the indicator with a bar series.
///
/// The source bar series.
/// A TSeries containing the Midbody values.
public TSeries Update(TBarSeries source)
{
if (source.Count == 0)
{
return [];
}
int len = source.Count;
var t = new List(len);
var v = new List(len);
CollectionsMarshal.SetCount(t, len);
CollectionsMarshal.SetCount(v, len);
var tSpan = CollectionsMarshal.AsSpan(t);
var vSpan = CollectionsMarshal.AsSpan(v);
Batch(source.OpenValues, source.CloseValues, vSpan);
for (int i = 0; i < len; i++)
{
tSpan[i] = source[i].Time;
}
// Update internal state
for (int i = 0; i < len; i++)
{
Update(source[i], isNew: true);
}
return new TSeries(t, v);
}
public override TSeries Update(TSeries source)
{
int len = source.Count;
var t = new List(len);
var v = new List(len);
CollectionsMarshal.SetCount(t, len);
CollectionsMarshal.SetCount(v, len);
var tSpan = CollectionsMarshal.AsSpan(t);
var vSpan = CollectionsMarshal.AsSpan(v);
var values = source.Values;
// TValue-only: result = value (identity)
for (int i = 0; i < len; i++)
{
tSpan[i] = source.Times[i];
vSpan[i] = values[i];
}
// Update internal state
for (int i = 0; i < len; i++)
{
Update(new TValue(source.Times[i], values[i]), isNew: true);
}
return new TSeries(t, v);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private TValue UpdateCore(long timeTicks, double open, double close, bool isNew)
{
if (isNew)
{
_ps = _s;
}
else
{
_s = _ps;
}
var s = _s;
// Handle non-finite values — use last valid values
if (!double.IsFinite(open)) { open = s.LastValidOpen; } else { s.LastValidOpen = open; }
if (!double.IsFinite(close)) { close = s.LastValidClose; } else { s.LastValidClose = close; }
double result = ComputeMidbody(open, close);
if (!double.IsFinite(result))
{
result = s.LastResult;
}
else
{
s.LastResult = result;
}
if (isNew) { s.Count++; }
_s = s;
Last = new TValue(timeTicks, result);
PubEvent(Last, isNew);
return Last;
}
public override void Prime(ReadOnlySpan source, TimeSpan? step = null)
{
for (int i = 0; i < source.Length; i++)
{
Update(new TValue(DateTime.UtcNow, source[i]), isNew: true);
}
}
public override void Reset()
{
_s = new State(0, 0, 0, 0);
_ps = _s;
Last = default;
}
///
/// Calculates Midbody for a bar series (static).
///
public static TSeries Batch(TBarSeries source)
{
var indicator = new Midbody();
return indicator.Update(source);
}
///
/// Batch calculation using spans for Open/Close data.
///
public static void Batch(
ReadOnlySpan open,
ReadOnlySpan close,
Span output)
{
int len = open.Length;
if (close.Length != len)
{
throw new ArgumentException("All input spans must have the same length", nameof(close));
}
if (output.Length < len)
{
throw new ArgumentException("Output span must be at least as long as input spans", nameof(output));
}
for (int i = 0; i < len; i++)
{
output[i] = ComputeMidbody(open[i], close[i]);
}
}
///
/// Batch calculation using a TBarSeries (convenience overload).
///
public static void Batch(TBarSeries source, Span output)
{
int len = source.Count;
if (output.Length < len)
{
throw new ArgumentException("Output span must be at least as long as source", nameof(output));
}
if (len == 0)
{
return;
}
Batch(source.OpenValues, source.CloseValues, output);
}
public static (TSeries Results, Midbody Indicator) Calculate(TBarSeries source)
{
var indicator = new Midbody();
TSeries results = indicator.Update(source);
return (results, indicator);
}
}