mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-08 05:57:43 +00:00
Miha Kralj
4dbb093892
- Introduced a new `Sum` class implementing the Kahan-Babuška algorithm for high-precision rolling summation. - Added comprehensive documentation for the `Sum` class, detailing its mathematical foundation, performance profile, and use cases. - Refactored `VarianceIndicator` tests to improve clarity and coverage, including checks for different source types and the ability to change properties. - Enhanced `UsfIndicator` tests to validate initialization, processing of updates, and property changes. - Updated `UsfIndicator` implementation to simplify source handling and improve short name generation. - Modified Qodana configuration to exclude unused auto property accessor warnings.
72 lines
2.3 KiB
C#
72 lines
2.3 KiB
C#
using System.Runtime.CompilerServices;
|
|
|
|
namespace QuanTAlib;
|
|
|
|
/// <summary>
|
|
/// Abstract base class for all indicators.
|
|
/// Enforces a consistent contract for State, Name, WarmupPeriod, and core methods.
|
|
/// </summary>
|
|
public abstract class AbstractBase : ITValuePublisher
|
|
{
|
|
/// <summary>
|
|
/// Display name for the indicator.
|
|
/// </summary>
|
|
public string Name { get; protected init; } = string.Empty;
|
|
|
|
/// <summary>
|
|
/// Number of periods before the indicator is considered "hot" (valid).
|
|
/// </summary>
|
|
public int WarmupPeriod { get; protected init; }
|
|
|
|
/// <summary>
|
|
/// Current value of the indicator.
|
|
/// </summary>
|
|
public TValue Last { get; protected set; }
|
|
|
|
/// <summary>
|
|
/// True if the indicator has enough data to produce valid results.
|
|
/// </summary>
|
|
public abstract bool IsHot { get; }
|
|
|
|
/// <summary>
|
|
/// Event triggered when a new TValue is available.
|
|
/// </summary>
|
|
public event TValuePublishedHandler? Pub;
|
|
|
|
/// <summary>
|
|
/// Helper to invoke the Pub event.
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
protected void PubEvent(TValue value, bool isNew = true)
|
|
{
|
|
Pub?.Invoke(this, new TValueEventArgs { Value = value, IsNew = isNew });
|
|
}
|
|
|
|
/// <summary>
|
|
/// Initializes the indicator state using the provided history.
|
|
/// </summary>
|
|
/// <param name="source">Historical data</param>
|
|
/// <param name="step">Time interval between values (default: 1 second)</param>
|
|
public abstract void Prime(ReadOnlySpan<double> source, TimeSpan? step = null);
|
|
|
|
/// <summary>
|
|
/// Updates the indicator with a single value.
|
|
/// </summary>
|
|
/// <param name="input">Input value</param>
|
|
/// <param name="isNew">True if this is a new bar, False if it's an update to the last bar</param>
|
|
/// <returns>Updated value</returns>
|
|
public abstract TValue Update(TValue input, bool isNew = true);
|
|
|
|
/// <summary>
|
|
/// Updates the indicator with a series of values.
|
|
/// </summary>
|
|
/// <param name="source">Input series</param>
|
|
/// <returns>Series of calculated values</returns>
|
|
public abstract TSeries Update(TSeries source);
|
|
|
|
/// <summary>
|
|
/// Resets the indicator to its initial state.
|
|
/// </summary>
|
|
public abstract void Reset();
|
|
}
|