using System;
using System.Collections;
using System.Collections.Generic;
using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
namespace QuanTAlib;
///
/// A high-performance time series implementation using Structure of Arrays (SoA) layout.
/// Stores Time (long) and Value (double) in separate contiguous arrays for SIMD efficiency.
/// Supports "New Bar" vs "Update Last" streaming semantics.
///
public class TSeries : IReadOnlyList, ITValuePublisher
{
protected readonly List _t;
protected readonly List _v;
public string Name { get; set; } = "Data";
public event Action? Pub;
public TSeries() : this(0)
{
}
public TSeries(int capacity)
{
_t = new List(capacity);
_v = new List(capacity);
}
public TSeries(List time, List values)
{
_t = time;
_v = values;
}
public int Count
{
[MethodImpl(MethodImplOptions.AggressiveInlining)]
get => _v.Count;
}
public TValue this[int index]
{
[MethodImpl(MethodImplOptions.AggressiveInlining)]
get => new(_t[index], _v[index]);
}
public TValue Last
{
[MethodImpl(MethodImplOptions.AggressiveInlining)]
get => _v.Count > 0 ? new(_t[^1], _v[^1]) : default;
}
public double LastValue
{
[MethodImpl(MethodImplOptions.AggressiveInlining)]
get => _v.Count > 0 ? _v[^1] : double.NaN;
}
public long LastTime
{
[MethodImpl(MethodImplOptions.AggressiveInlining)]
get => _t.Count > 0 ? _t[^1] : 0;
}
///
/// Direct access to the underlying Value array as a Span for SIMD operations.
///
public ReadOnlySpan Values
{
[MethodImpl(MethodImplOptions.AggressiveInlining)]
get => CollectionsMarshal.AsSpan(_v);
}
///
/// Direct access to the underlying Time array as a Span.
///
public ReadOnlySpan Times
{
[MethodImpl(MethodImplOptions.AggressiveInlining)]
get => CollectionsMarshal.AsSpan(_t);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public virtual void Add(TValue value, bool isNew)
{
if (isNew || _v.Count == 0)
{
_t.Add(value.Time);
_v.Add(value.Value);
}
else
{
int lastIdx = _v.Count - 1;
_t[lastIdx] = value.Time;
_v[lastIdx] = value.Value;
}
Pub?.Invoke(value);
}
// Overload for backward compatibility (assumes isNew=true)
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public virtual void Add(TValue value) => Add(value, true);
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public void Add(long time, double value, bool isNew = true) => Add(new TValue(time, value), isNew);
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public void Add(DateTime time, double value, bool isNew = true) => Add(new TValue(time, value), isNew);
public void Add(IEnumerable values)
{
long t = DateTime.UtcNow.Ticks;
foreach (var v in values)
{
Add(new TValue(t, v), isNew: true);
t += TimeSpan.TicksPerMinute;
}
}
// IEnumerable implementation
public IEnumerator GetEnumerator()
{
for (int i = 0; i < _v.Count; i++)
{
yield return new TValue(_t[i], _v[i]);
}
}
IEnumerator IEnumerable.GetEnumerator() => GetEnumerator();
}