Files
QuanTAlib/lib/core/AbstractBarBase.cs
T
Miha Kralj bdc01bff4a Atr
2024-09-30 06:46:07 -07:00

72 lines
2.3 KiB
C#

namespace QuanTAlib;
/// <summary>
/// Provides a base implementation for financial indicators in the QuanTAlib library.
/// This abstract class implements the iTValue interface and defines common properties
/// and methods used by inheriting indicator types.
/// </summary>
public abstract class AbstractBarBase : iTValue
{
public DateTime Time { get; set; }
public double Value { get; set; }
public bool IsNew { get; set; }
public bool IsHot { get; set; }
public TBar Input { get; set; }
public String Name { get; set; } = "";
public int WarmupPeriod { get; set; }
public TValue Tick => new(Time, Value, IsNew, IsHot); // Stores the current value of indicator
public event ValueSignal Pub = delegate { }; // Publisher of generated values
protected int _index; //tracking the position of output
protected double _lastValidValue;
// other _internal vars defined here
protected AbstractBarBase()
{ //add parameters into constructor
}
public void Sub(object source, in TBarEventArgs args) => Calc(args.Bar);
public virtual void Init()
{
_index = 0;
_lastValidValue = 0;
}
public virtual TValue Calc(TBar input)
{
Input = input;
if (double.IsNaN(input.Close) || double.IsInfinity(input.Close))
{
return Process(new TValue(Time: input.Time, Value: GetLastValid(), IsNew: input.IsNew, IsHot: true));
}
this.Value = Calculation();
return Process(new TValue(Time: Input.Time, Value: this.Value, IsNew: Input.IsNew, IsHot: this.IsHot));
}
protected virtual double GetLastValid()
{
return this.Value;
}
protected abstract void ManageState(bool isNew);
protected abstract double Calculation();
/// <summary>
/// Processes the calculated value, updates the indicator's own state,
/// and publishes the result through an event.
/// </summary>
/// <param name="value">The calculated TValue to process.</param>
/// <returns>The processed TValue.</returns>
protected virtual TValue Process(TValue value)
{
this.Time = value.Time;
this.Value = value.Value;
this.IsNew = value.IsNew;
this.IsHot = value.IsHot;
Pub?.Invoke(this, new ValueEventArgs(value));
return value;
}
}