namespace QuanTAlib;
///
/// Provides a base implementation for financial indicators that work with bar data in the QuanTAlib library.
///
///
/// This abstract class implements the iTValue interface and defines common properties
/// and methods used by inheriting indicator types. It handles the basic flow of
/// receiving bar data, performing calculations, and publishing results.
///
public abstract class AbstractBarBase : iTValue
{
public DateTime Time { get; set; }
public double Value { get; set; }
public bool IsNew { get; set; }
public bool IsHot { get; set; }
public TBar Input { get; set; }
public String Name { get; set; } = "";
public int WarmupPeriod { get; set; }
public TValue Tick => new(Time, Value, IsNew, IsHot);
public event ValueSignal Pub = delegate { };
protected int _index;
protected double _lastValidValue;
protected AbstractBarBase()
{
// Add parameters into constructor if needed
}
///
/// Subscribes to bar data updates.
///
/// The source of the bar data.
/// The event arguments containing the bar data.
public void Sub(object source, in TBarEventArgs args) => Calc(args.Bar);
///
/// Initializes the indicator's state.
///
public virtual void Init()
{
_index = 0;
_lastValidValue = 0;
}
///
/// Calculates the indicator value based on the input bar.
///
/// The input bar data.
/// A TValue containing the calculated result.
public virtual TValue Calc(TBar input)
{
Input = input;
if (double.IsNaN(input.Close) || double.IsInfinity(input.Close))
{
return Process(new TValue(Time: input.Time, Value: GetLastValid(), IsNew: input.IsNew, IsHot: true));
}
this.Value = Calculation();
return Process(new TValue(Time: Input.Time, Value: this.Value, IsNew: Input.IsNew, IsHot: this.IsHot));
}
///
/// Retrieves the last valid calculated value.
///
/// The last valid value of the indicator.
protected virtual double GetLastValid()
{
return this.Value;
}
///
/// Manages the state of the indicator based on whether a new bar is being processed.
///
/// Indicates whether the current input is a new bar.
protected abstract void ManageState(bool isNew);
///
/// Performs the actual calculation of the indicator value.
///
/// The calculated indicator value.
protected abstract double Calculation();
///
/// Processes the calculated value, updates the indicator's own state,
/// and publishes the result through an event.
///
/// The calculated TValue to process.
/// The processed TValue.
protected virtual TValue Process(TValue value)
{
this.Time = value.Time;
this.Value = value.Value;
this.IsNew = value.IsNew;
this.IsHot = value.IsHot;
Pub?.Invoke(this, new ValueEventArgs(value));
return value;
}
}