Files
QuanTAlib/lib/core/tbar/tbar.cs
T

84 lines
3.7 KiB
C#

using System.Runtime.CompilerServices;
namespace QuanTAlib;
/// <summary>
/// A lightweight struct representing an OHLCV bar.
/// Pure data type: 48 bytes (long + 5 doubles).
/// </summary>
[SkipLocalsInit]
public readonly struct TBar : IEquatable<TBar>
{
public readonly long Time;
public readonly double Open;
public readonly double High;
public readonly double Low;
public readonly double Close;
public readonly double Volume;
public DateTime AsDateTime => new(Time, DateTimeKind.Utc);
// TValue conversions (Zero-copy / lightweight creation)
public TValue O { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => new(Time, Open); }
public TValue H { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => new(Time, High); }
public TValue L { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => new(Time, Low); }
public TValue C { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => new(Time, Close); }
public TValue V { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => new(Time, Volume); }
// Computed properties (calculated on demand, no storage overhead)
public double HL2 { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => (High + Low) * 0.5; }
public double OC2 { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => (Open + Close) * 0.5; }
public double OHL3 { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => (Open + High + Low) * 0.333333333333333333; }
public double HLC3 { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => (High + Low + Close) * 0.333333333333333333; }
public double OHLC4 { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => (Open + High + Low + Close) * 0.25; }
public double HLCC4 { [MethodImpl(MethodImplOptions.AggressiveInlining)] get => (High + Low + Close + Close) * 0.25; }
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TBar(long time, double open, double high, double low, double close, double volume)
{
Time = time;
Open = open;
High = high;
Low = low;
Close = close;
Volume = volume;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public TBar(DateTime time, double open, double high, double low, double close, double volume)
{
Time = time.Ticks;
Open = open;
High = high;
Low = low;
Close = close;
Volume = volume;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static implicit operator double(TBar bar) => bar.Close;
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static implicit operator TValue(TBar bar) => new(bar.Time, bar.Close);
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static implicit operator DateTime(TBar bar) => new(bar.Time, DateTimeKind.Utc);
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public override string ToString() => $"[{AsDateTime:yyyy-MM-dd HH:mm:ss}: O={Open:F2}, H={High:F2}, L={Low:F2}, C={Close:F2}, V={Volume:F2}]";
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public bool Equals(TBar other) =>
Time == other.Time &&
Open == other.Open &&
High == other.High &&
Low == other.Low &&
Close == other.Close &&
Volume == other.Volume;
public override bool Equals(object? obj) => obj is TBar other && Equals(other);
public override int GetHashCode() => HashCode.Combine(Time, Open, High, Low, Close, Volume);
public static bool operator ==(TBar left, TBar right) => left.Equals(right);
public static bool operator !=(TBar left, TBar right) => !left.Equals(right);
}