mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-02 11:37:42 +00:00
Miha Kralj
74b49d2bb4
- Introduced TBar struct for efficient OHLCV data representation. - Implemented TBarSeries class for high-performance collection of TBar instances using Structure of Arrays (SoA) layout. - Added TSeries class for time-series data management with zero-copy access. - Created TValue struct for time-value pairs with implicit conversions. - Defined IFeed interface for consistent data feed implementations. - Developed CsvFeed class for loading historical OHLCV data from CSV files. - Implemented GBM class for generating synthetic financial data using Geometric Brownian Motion. - Added Quantower project files for Averages indicator with necessary dependencies and configurations. - Included extensive usage examples and notebooks for TBar, TBarSeries, TSeries, TValue, and feed implementations.
70 lines
1.9 KiB
Plaintext
70 lines
1.9 KiB
Plaintext
#!meta
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#!markdown
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# TValue Examples
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This notebook demonstrates the usage of `TValue`, the fundamental data structure in QuanTAlib.
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For detailed documentation, see [TValue.md](TValue.md).
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#!csharp
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// Reference the library
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#r "..\..\bin\QuanTAlib.dll"
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using System;
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using QuanTAlib;
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#!markdown
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## Creating TValue
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You can create a `TValue` using `DateTime` or `ticks`.
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#!csharp
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// Using DateTime
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var now = DateTime.UtcNow;
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var val1 = new TValue(now, 100.5);
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Console.WriteLine($"Created TValue: Time={val1.AsDateTime}, Value={val1.Value}");
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// Using Ticks
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long ticks = now.AddMinutes(1).Ticks;
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var val2 = new TValue(ticks, 101.0);
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Console.WriteLine($"Created TValue: Time={val2.AsDateTime}, Value={val2.Value}");
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#!markdown
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## Implicit Conversions
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`TValue` supports implicit conversions to `double` and `DateTime` for convenience.
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#!csharp
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double d = val1; // Implicitly gets Value
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DateTime t = val1; // Implicitly gets Time (as DateTime)
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Console.WriteLine($"Double: {d}");
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Console.WriteLine($"DateTime: {t}");
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// Arithmetic operations using implicit conversion
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double result = val1 + 5.0;
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Console.WriteLine($"Result (100.5 + 5.0): {result}");
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#!markdown
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## Immutability
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`TValue` is immutable. You cannot change its properties after creation.
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#!csharp
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// val1.Value = 200; // Error: Property or indexer 'TValue.Value' cannot be assigned to -- it is read only
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// To "change" a value, create a new instance
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var val3 = new TValue(val1.Time, 200.0);
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Console.WriteLine($"New TValue: {val3.Value}");
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