QuanTAlib/lib/core/tbar/TBar.md

TBar: OHLCV Bar Struct

Property	Value
Category	Core
Inputs	OHLCV bar (TBar)
Parameters	None
Outputs	Multiple series (O, H, L, C, V)
Output range	Varies (see docs)
Warmup	1 bar

TL;DR

• TBar is a lightweight, immutable struct representing a single OHLCV (Open, High, Low, Close, Volume) bar.
• No configurable parameters; computation is stateless per bar.
• Output range: Varies (see docs).
• Requires 1 bar of warmup before first valid output (IsHot = true).
• Validated against TA-Lib, Skender, and Tulip reference implementations where available.

What It Does

TBar is a lightweight, immutable struct representing a single OHLCV (Open, High, Low, Close, Volume) bar. It serves as the fundamental unit for price data in QuanTAlib, designed to hold market data with minimal memory overhead while providing convenient accessors for common price derivations.

Design Philosophy

Financial data processing often involves millions of bars. Storing these as classes would create massive GC pressure and memory fragmentation. TBar is designed as a pure data struct to ensure:

• Compactness: Occupies exactly 48 bytes (1 long + 5 doubles), fitting efficiently in memory.
• Immutability: Thread-safe by default; values cannot change once created.
• Zero-Cost Abstractions: Computed properties (like HL2) are calculated on-demand, requiring no extra storage.

How It Works

TBar is a readonly record struct that stores:

• Time: Timestamp in ticks.
• Open, High, Low, Close: Price components.
• Volume: Traded volume.

It includes implicit conversions to double (defaulting to Close price) and TValue (Time + Close), allowing it to be used interchangeably with simpler types in many contexts.

Structure

Definition

public readonly record struct TBar(long Time, double Open, double High, double Low, double Close, double Volume);

Core Properties

Property	Type	Description
Time	long	Timestamp in ticks (UTC).
Open	double	Opening price.
High	double	Highest price.
Low	double	Lowest price.
Close	double	Closing price.
Volume	double	Traded volume.

Computed Properties (Zero-Storage)

Property	Formula	Description
HL2	(H + L) / 2	Median Price.
OC2	(O + C) / 2	Midpoint Price.
OHL3	(O + H + L) / 3	Typical Price (Variant).
HLC3	(H + L + C) / 3	Typical Price.
OHLC4	(O + H + L + C) / 4	Weighted Close.
HLCC4	(H + L + 2C) / 4	Weighted Close (Variant).

TValue Accessors

Efficiently extracts components as TValue pairs:

• O, H, L, C, V

Usage

Creating a Bar

var bar = new TBar(DateTime.UtcNow, 100, 105, 95, 102, 1000);

Implicit Conversions

TBar bar = ...;

// Treat as double (uses Close price)
double price = bar;

// Treat as TValue (Time + Close)
TValue tv = bar;

// Treat as DateTime
DateTime dt = bar;

Using Computed Properties

// Calculate Typical Price on the fly
double typical = bar.HLC3;

Performance Profile

Operation Count (Streaming Mode)

TBar is a 48-byte struct (DateTime + 5 doubles). Field access and construction are stack/register operations.

Operation	Count	Cost (cycles)	Subtotal
Struct construction (6 fields)	6	1 cy	~6 cy
Field read (O/H/L/C/V)	1	0 cy	~0 cy
TypicalPrice = (H+L+C)/3	1	2 cy	~2 cy
Total	O(1)	—	~8 cy

48-byte struct spans 3 cache lines but is typically stack-allocated. JIT may promote to registers for short-lived locals. No heap allocation.

• Memory: 48 bytes per instance.
• Allocation: 0 bytes (Stack allocated).
• Access: Direct field access (no property overhead).

Integration

TBar is the primary input for:

• TBarSeries: A collection of bars.
• Indicators: Some indicators (like ATR) require full TBar input rather than just a single value.

Architecture Notes

• SkipLocalsInit: Marked with [SkipLocalsInit] for performance in tight loops.
• AggressiveInlining: All computed properties are inlined to ensure they are as fast as writing the formula manually.

References

• OHLC Chart
• C# Record Structs