TBar Struct

TBar is a lightweight, immutable struct representing a single OHLCV (Open, High, Low, Close, Volume) bar. It is designed for high-performance financial data processing with minimal memory overhead.

Key Features

Memory Efficient: Pure data type occupying exactly 48 bytes (1 long + 5 doubles).
Immutable: Thread-safe by design.
Zero-Copy Conversions: Efficiently converts to TValue for individual price components (Open, High, Low, Close, Volume).
Computed Properties: Provides on-demand calculation of common price averages (HL2, HLC3, etc.) without storage overhead.
SIMD Compatible: Layout is optimized for potential vectorization in collection types.

Structure Definition

public readonly struct TBar : IEquatable<TBar>
{
    public readonly long Time;    // Unix ticks
    public readonly double Open;
    public readonly double High;
    public readonly double Low;
    public readonly double Close;
    public readonly double Volume;
}

Properties

Property	Type	Description
`Time`	`long`	Timestamp in ticks.
`Open`	`double`	Opening price.
`High`	`double`	Highest price.
`Low`	`double`	Lowest price.
`Close`	`double`	Closing price.
`Volume`	`double`	Traded volume.
`AsDateTime`	`DateTime`	`Time` converted to UTC DateTime.

Computed Averages

These properties are calculated on the fly:

HL2: (High + Low) / 2
OC2: (Open + Close) / 2
OHL3: (Open + High + Low) / 3
HLC3: (High + Low + Close) / 3
OHLC4: (Open + High + Low + Close) / 4
HLCC4: (High + Low + Close + Close) / 4

TValue Accessors

Efficiently access components as TValue (Time-Value pair):

O: (Time, Open)
H: (Time, High)
L: (Time, Low)
C: (Time, Close)
V: (Time, Volume)

Usage

Creating a TBar

long now = DateTime.UtcNow.Ticks;
var bar = new TBar(now, 100.0, 105.0, 95.0, 102.0, 1000.0);

Implicit Conversions

double closePrice = bar;      // Implicitly converts to Close price
TValue value = bar;           // Implicitly converts to (Time, Close)
DateTime dt = bar;            // Implicitly converts to DateTime

2.3 KiB Raw Blame History