QuanTAlib/Source/Basics/Single_TSeries_Abstract.cs

namespace QuanTAlib;
using System;
using System.Collections.Generic;
using System.Linq;

/* <summary>
Abstract classes with all scaffolding required to build indicators.
    All abstracts support period, NaN, and all permutations of Add() methods.
    Indicator classess need to implement:
        - Chaining constructor (Abstract's constructor executes first)
        - Default Add(value) class
        - optional Add(series) bulk insert class (for optimization of historical analysis)

    Single_TSeries_Indicator    - one single-value TSeries in, one TSeries out.
    Pair_TSeries_Indicator      - Two TSeries in, one TSeries out. (includes simple semaphoring)
    Single_TBars_Indicator      - One OHLCV TBars in, one TSeries out.

</summary> */
public abstract class Single_TSeries_Indicator : TSeries
{
  protected readonly int _period;
  protected readonly bool _NaN;
  protected readonly TSeries _data;
  protected int _p;

  // Chainable Constructor - add it at the end of primary constructor :base(source: source, period: period, useNaN: useNaN)
  protected Single_TSeries_Indicator(TSeries source, int period, bool useNaN)
  {
    this._data = source;
    this._period = period;
    this._p = _period;
    this._NaN = useNaN;
    this._data.Pub += this.Sub;
  }

  // overridable Add() method to add/update a single item at the end of the list

  public virtual void Add((System.DateTime t, double v) TValue, bool update, bool useNaN)
  {
    if (_period == 0) { _p = this.Length; }
    var res = (TValue.t, this.Count < this._p - 1 && this._NaN ? double.NaN : TValue.v);
    base.Add(res, update);
  }
  public new virtual void Add((System.DateTime t, double v) TValue, bool update) => base.Add(TValue, update);

  // potentially overridable Add() method for the whole series (could be replaced with faster bulk algo)
  public virtual void Add(TSeries data) { for (int i = 0; i < data.Count; i++) { this.Add(TValue: data[i], update: false); } }

  public new void Add((System.DateTime t, double v) TValue) => this.Add(TValue: TValue, update: false);
  public void Add(bool update) => this.Add(TValue: this._data[this._data.Count - 1], update: update);
  public void Add() => this.Add(TValue: this._data[this._data.Count - 1], update: false);
  public new void Sub(object source, TSeriesEventArgs e) => this.Add(TValue: this._data[this._data.Count - 1], update: e.update);

  protected static void Add_Replace(List<double> l, double v, bool update)
  {
    if (update)
    { l[l.Count - 1] = v; }
    else
    { l.Add(v); }
  }
  protected static double Add_Replace_Trim(List<double> l, double v, int p, bool update)
  {
    Add_Replace(l, v, update);
    double ret = (l.Count > 0) ? l.First() : 0;
    if (l.Count > p && p != 0)
    {
      l.RemoveAt(0);
    }
    return ret;
  }
}