QuanTAlib/Calculations/_Updated/TSeries.cs

namespace QuanTAlib;
using System;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Data;
using System.Linq;

/* <summary>
TSeries is the cornerstone of all QuanTAlib classes.
    TSeries is a single List of tuples (time, value) and contains several operators, casts, overloads
    and other helpers that simplify usage of library.
    Think of TSeries as an equivalent of Numpy array.

        - includes Length property (to mimic array's method)
        - includes publishing and subscribing methods that attach to events

</summary> */
public class TSeriesEventArgs : EventArgs {
	public bool update { get; set; }
}

public class TSeries : List<(DateTime t, double v)> {
	public List<DateTime> t => this.Select(item => item.t).ToList();
	public List<double> v => this.Select(item => item.v).ToList();
	public (DateTime t, double v) Last => this[^1];
	public int Length => Count;
	public string Name { get; set; }

	public TSeries() {
		this.Name = "data";
	}

	public TSeries(string Name) {
		this.Name = Name;
	}

	public virtual (DateTime t, double v) Add(double v, bool update = false) {
		var Value = (t: Count == 0 ? DateTime.Today : this[this.Count-1].t.AddDays(1), v);
		return Add(Value, update);
	}

	public virtual (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
		if (update) {
			this[this.Count-1] = TValue;
		}
		else {
			base.Add(TValue);
		}

		OnEvent(update);
		return TValue;
	}

	public virtual (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false) {
		if (update) {
			this[this.Count - 1] = (TBar.t, TBar.c);
		}
		else {
			base.Add((TBar.t, TBar.c));
		}

		OnEvent(update);
		return (TBar.t, TBar.c);
	}

	public virtual (DateTime t, double v) Add(TSeries data) {
		foreach (var item in data) { Add(item); }
		return data.Last;
	}

	public virtual (DateTime t, double v) Add(TBars data) {
		foreach (var item in data) { Add(item.c, false); }
		return (data.Last.t, data.Last.c);
	}

	public void Sub(object source, TSeriesEventArgs e) {
		var data = (TSeries) source;
		if (data == null) { return; }
		foreach (var item in data) { Add(item); }
	}

	public delegate void NewEventHandler(object source, TSeriesEventArgs args);

	public event NewEventHandler Pub;

	protected virtual void OnEvent(bool update = false)
	{
		Pub?.Invoke(this, new TSeriesEventArgs {update = update});
	}

	/// common helpers
	public static void BufferTrim(List<double> buffer, double value, int period, bool update) {
		if (!update) {
			buffer.Add(value);
			if (buffer.Count > period && period > 0) {  buffer.RemoveAt(0); }
			return;
		}
		buffer[^1] = value;
	}
	public virtual void Reset() {
	}
}