namespace QuanTAlib; using System; using System.Collections.Generic; /* Abstract classes with all scaffolding required to build indicators. All abstracts support period, NaN, and all permutations of Add() methods. Indicator classess need to implement: - Chaining constructor (Abstract's constructor executes first) - Default Add(value) class - optional Add(series) bulk insert class (for optimization of historical analysis) Single_TSeries_Indicator - one single-value TSeries in, one TSeries out. Pair_TSeries_Indicator - Two TSeries in, one TSeries out. (includes simple semaphoring) Single_TBars_Indicator - One OHLCV TBars in, one TSeries out. */ public abstract class Pair_TSeries_Indicator : TSeries { protected readonly int _p; protected readonly bool _NaN; protected readonly TSeries _d1; protected readonly TSeries _d2; protected readonly double _dd1, _dd2; // Chainable Constructors - add them at the end of primary constructors if needed protected Pair_TSeries_Indicator(TSeries source1, TSeries source2, int period, bool useNaN) { _p = period; _NaN = useNaN; _d1 = source1; _d2 = source2; _dd1 = double.NaN; _dd2 = double.NaN; _d1.Pub += Sub; _d2.Pub += Sub; } protected Pair_TSeries_Indicator(TSeries source1, TSeries source2) { _d1 = source1; _d2 = source2; _dd1 = double.NaN; _dd2 = double.NaN; _d1.Pub += Sub; _d2.Pub += Sub; } protected Pair_TSeries_Indicator(TSeries source1, double dd2) { _d1 = source1; _d2 = new TSeries(); _dd1 = double.NaN; _dd2 = dd2; _d1.Pub += Sub; } protected Pair_TSeries_Indicator(double dd1, TSeries source2) { _d1 = new TSeries(); _d2 = source2; _dd1 = dd1; _dd2 = double.NaN; _d2.Pub += Sub; } // overridable Add(Tvalue, Tvalue) method to add/update a single value at the end of the list public virtual void Add((DateTime t, double v) TValue1, (DateTime t, double v) TValue2, bool update) { base.Add((TValue1.t, 0), update); // default inserts zeros } // potentially overridable Add() bulk variations (could be replaced with faster bulk algos) public virtual void Add(TSeries d1, TSeries d2) { for (var i = 0; i < d1.Count; i++) { Add(d1[i], d2[i], false); } } public virtual void Add(TSeries d1, double dd2) { for (var i = 0; i < d1.Count; i++) { Add(d1[i], (d1[i].t, dd2), false); } } public virtual void Add(double dd1, TSeries d2) { for (var i = 0; i < d2.Count; i++) { Add((d2[i].t, dd1), d2[i], false); } } public void Add((DateTime t, double v) TValue1, (DateTime t, double v) TValue2) { Add(TValue1, TValue2, false); } public void Add(bool update) { if (_dd1 is double.NaN && _dd2 is double.NaN) { // (Series, Series) if (update || (_d1.Count > Count && _d2.Count > Count)) { Add(_d1[_d1.Count - 1], _d2[_d2.Count - 1], update); } } else if (_dd2 is not double.NaN && _dd1 is double.NaN) { // (Series, Double) Add(_d1[_d1.Count - 1], (_d1[_d1.Count - 1].t, _dd2), update); } else { // (Double, Series) Add((_d2[_d2.Count - 1].t, _dd1), _d2[_d2.Count - 1], update); } } public void Add() { Add(false); } public new void Sub(object source, TSeriesEventArgs e) { Add(e.update); } protected static void Add_Replace(List l, double v, bool update) { if (update) { l[l.Count - 1] = v; } else { l.Add(v); } } protected static void Add_Replace_Trim(List l, double v, int p, bool update) { Add_Replace(l, v, update); if (l.Count > p && p != 0) { l.RemoveAt(0); } } }