namespace QuanTAlib; public interface iTBar { DateTime Time { get; } double Open { get; } double High { get; } double Low { get; } double Close { get; } double Volume { get; } bool IsNew { get; } } public readonly record struct TBar(DateTime Time, double Open, double High, double Low, double Close, double Volume, bool IsNew = true) : iTBar { public DateTime Time { get; init; } = Time; public double Open { get; init; } = Open; public double High { get; init; } = High; public double Low { get; init; } = Low; public double Close { get; init; } = Close; public double Volume { get; init; } = Volume; public bool IsNew { get; init; } = IsNew; public double HL2 => (High + Low) * 0.5; public double OC2 => (Open + Close) * 0.5; public double OHL3 => (Open + High + Low) / 3; public double HLC3 => (High + Low + Close) / 3; public double OHLC4 => (Open + High + Low + Close) * 0.25; public double HLCC4 => (High + Low + Close + Close) * 0.25; public TBar() : this(DateTime.UtcNow, 0, 0, 0, 0, 0) { } public TBar(double Open, double High, double Low, double Close, double Volume, bool IsNew = true) : this(DateTime.UtcNow, Open, High, Low, Close, Volume, IsNew) { } public TBar(double value) : this(Time: DateTime.UtcNow, Open: value, High: value, Low: value, Close: value, Volume: value, IsNew: true) { } public TBar(TValue value) : this(Time: value.Time, Open: value.Value, High: value.Value, Low: value.Value, Close: value.Value, Volume: value.Value, IsNew: value.IsNew) { } public static implicit operator double(TBar bar) => bar.Close; public static implicit operator DateTime(TBar tv) => tv.Time; public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}: O={Open:F2}, H={High:F2}, L={Low:F2}, C={Close:F2}, V={Volume:F2}]"; } public delegate void BarSignal(object source, in TBarEventArgs args); public class TBarEventArgs : EventArgs { public TBar Bar { get; } public TBarEventArgs(TBar bar) { Bar = bar; } } public class TBarSeries : List { private readonly TBar Default = new(DateTime.MinValue, double.NaN, double.NaN, double.NaN, double.NaN, double.NaN); public TSeries Open; public TSeries High; public TSeries Low; public TSeries Close; public TSeries Volume; public TBar Last => Count > 0 ? this[^1] : Default; public TBar First => Count > 0 ? this[0] : Default; public int Length => Count; public string Name { get; set; } public event BarSignal Pub = delegate { }; public TBarSeries() { this.Name = "Bar"; (Open, High, Low, Close, Volume) = ([], [], [], [], []); } public TBarSeries(object source) : this() { var pubEvent = source.GetType().GetEvent("Pub"); pubEvent?.AddEventHandler(source, new BarSignal(Sub)); } public new virtual void Add(TBar bar) { if (bar.IsNew || base.Count == 0) { base.Add(bar); } else { this[^1] = bar; } Pub?.Invoke(this, new TBarEventArgs(bar)); Open.Add(bar.Time, bar.Open, IsNew: bar.IsNew, IsHot: true); High.Add(bar.Time, bar.High, IsNew: bar.IsNew, IsHot: true); Low.Add(bar.Time, bar.Low, IsNew: bar.IsNew, IsHot: true); Close.Add(bar.Time, bar.Close, IsNew: bar.IsNew, IsHot: true); Volume.Add(bar.Time, bar.Volume, IsNew: bar.IsNew, IsHot: true); } public void Add(DateTime Time, double Open, double High, double Low, double Close, double Volume, bool IsNew = true) => this.Add(new TBar(Time, Open, High, Low, Close, Volume, IsNew)); public void Add(double Open, double High, double Low, double Close, double Volume, bool IsNew = true) => this.Add(new TBar(DateTime.Now, Open, High, Low, Close, Volume, IsNew)); public void Add(TBarSeries series) { if (series == this) { // If adding itself, create a copy to avoid modification during enumeration var copy = new TBarSeries { Name = this.Name }; copy.AddRange(this); AddRange(copy); } else { AddRange(series); } } public new virtual void AddRange(IEnumerable collection) { foreach (var item in collection) { Add(item); } } public void Sub(object source, in TBarEventArgs args) { Add(args.Bar); } }