mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-17 01:58:06 +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.
38 lines
1.2 KiB
Markdown
38 lines
1.2 KiB
Markdown
# TValue: Time-Value Pair
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## Overview
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`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.
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It is implemented as a lightweight `readonly struct` to ensure immutability and high performance (stack allocation, no GC overhead).
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## Structure
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```csharp
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public readonly struct TValue
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{
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public readonly long Time; // Ticks (UTC)
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public readonly double Value; // Data value
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public readonly bool IsNew; // Metadata for streaming (optional usage)
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}
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```
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## Key Features
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* **Lightweight**: 24 bytes (long + double + bool + padding).
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* **Immutable**: Thread-safe by design.
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* **Implicit Conversions**: Can be implicitly converted to `double` (returns Value) and `DateTime` (returns Time).
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* **Performance**: Designed for high-frequency trading and large dataset processing.
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## Usage
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`TValue` is used throughout the library for:
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* Input to indicators (`Update(TValue)`).
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* Output from indicators (`Value` property).
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* Elements in `TSeries`.
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## Constructors
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* `new TValue(long time, double value, bool isNew = true)`
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* `new TValue(DateTime time, double value, bool isNew = true)`
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