QuanTAlib/Source/Basics/TBars.cs

namespace QuanTAlib;
using System;

/* <summary>
TBars class - includes all series for common data used in indicators and other calculations.
    Has a bit limited overloading and casting (compared to TSeries)
    Includes Select(int) method to simplify choosing the most optimal data source for indicators
    Includes the most basic pricing calcs: HL2, OC2, OHL3, HLC3, OHLC4, HLCC4
        (it is 'cheaper' to calculate them once during data capture than each time during data analysis)

</summary> */

public class TBars : System.Collections.Generic.List<(DateTime t, double o, double h, double l, double c, double v)>
{
  private readonly TSeries _open = new();
  private readonly TSeries _high = new();
  private readonly TSeries _low = new();
  private readonly TSeries _close = new();
  private readonly TSeries _volume = new();
  private readonly TSeries _hl2 = new();
  private readonly TSeries _oc2 = new();
  private readonly TSeries _ohl3 = new();
  private readonly TSeries _hlc3 = new();
  private readonly TSeries _ohlc4 = new();
  private readonly TSeries _hlcc4 = new();

  public TSeries Open => this._open;
  public TSeries High => this._high;
  public TSeries Low => this._low;
  public TSeries Close => this._close;
  public TSeries Volume => this._volume;
  public TSeries HL2 => this._hl2;
  public TSeries OC2 => this._oc2;
  public TSeries OHL3 => this._ohl3;
  public TSeries HLC3 => this._hlc3;
  public TSeries OHLC4 => this._ohlc4;
  public TSeries HLCC4 => this._hlcc4;

  public TBars Tail(int count = 10)
  {
    TBars outBars = new();
    if (count > this.Count) { count = this.Count; }
    for (int i = this.Count - count; i < this.Count; i++) { outBars.Add(this[i]); }
    return outBars;
  }
  public TSeries Select(int source)
  {
    return source switch
    {
      0 => _open,
      1 => _high,
      2 => _low,
      3 => _close,
      4 => _hl2,
      5 => _oc2,
      6 => _ohl3,
      7 => _hlc3,
      8 => _ohlc4,
      _ => _hlcc4,
    };
  }
  public static string SelectStr(int source)
  {
    return source switch
    {
      0 => "Open",
      1 => "High",
      2 => "Low",
      3 => "Close",
      4 => "HL2",
      5 => "OC2",
      6 => "OHL3",
      7 => "Typical",
      8 => "Mean",
      _ => "Weighted",
    };
  }

  public void Add((DateTime t, double o, double h, double l, double c, double v) i, bool update = false)
    => Add(i.t, i.o, i.h, i.l, i.c, i.v, update);

  public void Add(DateTime t, decimal o, decimal h, decimal l, decimal c, decimal v, bool update = false)
    => Add(t, (double)o, (double)h, (double)l, (double)c, (double)v, update);

  public void Add(DateTime t, double o, double h, double l, double c, double v, bool update = false)
  {
    if (update) {
        this[this.Count - 1] = (t, o, h, l, c, v);
    }
    else {
        base.Add((t, o, h, l, c, v));
    }
    _open.Add((t, o),update);
    _high.Add((t, h), update);
    _low.Add((t, l), update);
    _close.Add((t, c), update);
    _volume.Add((t, v), update);
    _hl2.Add((t, (h + l) * 0.5), update);
    _oc2.Add((t, (o + c) * 0.5), update);
    _ohl3.Add((t, (o + h + l) * 0.333333333333333), update);
    _hlc3.Add((t, (h + l + c) * 0.333333333333333), update);
    _ohlc4.Add((t, (o + h + l + c) * 0.25), update);
    _hlcc4.Add((t, (h + l + c + c) * 0.25), update);

    this.OnEvent(update);
  }

  // delegate used by event handler + event handler (Pub == publisher)
  public delegate void NewDataEventHandler(object source, TSeriesEventArgs args);
  public event NewDataEventHandler Pub;

  // Broadcast handler - only to valid targets
  protected virtual void OnEvent(bool update = false)
  {
    if (Pub != null && Pub.Target != this)
    {
      Pub(this, new TSeriesEventArgs { update = update });
    }
  }

  public void Sub(object source, TSeriesEventArgs e)
  {
    TBars ss = (TBars)source;
    if (ss.Count > 1)
    {
      for (int i = 0; i < ss.Count; i++)
      {
        this.Add(ss[i]);
      }
    }
    else
    {
      this.Add(ss[ss.Count - 1], e.update);
    }
  }
}