QuanTAlib/lib/core/tvalue/TValue.md

TValue: Time-Value Pair

Overview

TValue is the fundamental building block of QuanTAlib. It represents a single data point in a time series, consisting of a timestamp and a double-precision floating-point value.

It is implemented as a lightweight readonly struct to ensure immutability and high performance (stack allocation, no GC overhead).

Structure

public readonly struct TValue
{
    public readonly long Time;   // Ticks (UTC)
    public readonly double Value; // Data value
    public readonly bool IsNew;   // Metadata for streaming (optional usage)
}

Key Features

• Lightweight: 24 bytes (long + double + bool + padding).
• Immutable: Thread-safe by design.
• Implicit Conversions: Can be implicitly converted to double (returns Value) and DateTime (returns Time).
• Performance: Designed for high-frequency trading and large dataset processing.

Usage

TValue is used throughout the library for:

• Input to indicators (Update(TValue)).
• Output from indicators (Value property).
• Elements in TSeries.

Constructors

• new TValue(long time, double value, bool isNew = true)
• new TValue(DateTime time, double value, bool isNew = true)