QuanTAlib/Calculations/ClassStructures/TOrders.cs

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


public enum OType {
	NIL = 0, // No position
	BTO = 1, // Buy to Open
	STC = 2, // Sell to Close
	STO = 3, // Sell to Open
	BTC = 4, // Buy to Close
	END = 5, // Exit the trade
}


public class TOrders : List<(DateTime t, OType o)> {

	public void Add((DateTime t, OType o) TOrder, bool update = false)
	{
		if (update) { this[^1] = TOrder; }
		else { base.Add(TOrder); }
		OnEvent(update);
	}


	protected virtual void OnEvent(bool update = false) {
		Pub?.Invoke(this, new TSeriesEventArgs { update = update }); }
	public delegate void NewDataEventHandler(object source, TSeriesEventArgs args);
	public event NewDataEventHandler Pub;

}