QuanTAlib/Calculations/ClassStructures/Pair_TSeries_Abstract.cs

namespace QuanTAlib;
using System;
using System.Collections.Generic;

/* <summary>
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.

</summary> */

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<double> l, double v, bool update)
    {
        if (update)
        {
            l[l.Count - 1] = v;
        }
        else
        {
            l.Add(v);
        }
    }

    protected static void Add_Replace_Trim(List<double> l, double v, int p, bool update)
    {
        Add_Replace(l, v, update);
        if (l.Count > p && p != 0)
        {
            l.RemoveAt(0);
        }
    }
}