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69 lines
2.3 KiB
Markdown
69 lines
2.3 KiB
Markdown
# TBar Struct
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`TBar` is a lightweight, immutable struct representing a single OHLCV (Open, High, Low, Close, Volume) bar. It is designed for high-performance financial data processing with minimal memory overhead.
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## Key Features
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- **Memory Efficient**: Pure data type occupying exactly 48 bytes (1 `long` + 5 `double`s).
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- **Immutable**: Thread-safe by design.
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- **Zero-Copy Conversions**: Efficiently converts to `TValue` for individual price components (Open, High, Low, Close, Volume).
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- **Computed Properties**: Provides on-demand calculation of common price averages (HL2, HLC3, etc.) without storage overhead.
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- **SIMD Compatible**: Layout is optimized for potential vectorization in collection types.
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## Structure Definition
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```csharp
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public readonly struct TBar : IEquatable<TBar>
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{
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public readonly long Time; // Unix ticks
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public readonly double Open;
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public readonly double High;
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public readonly double Low;
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public readonly double Close;
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public readonly double Volume;
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}
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```
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## Properties
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| Property | Type | Description |
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|----------|------|-------------|
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| `Time` | `long` | Timestamp in ticks. |
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| `Open` | `double` | Opening price. |
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| `High` | `double` | Highest price. |
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| `Low` | `double` | Lowest price. |
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| `Close` | `double` | Closing price. |
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| `Volume` | `double` | Traded volume. |
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| `AsDateTime` | `DateTime` | `Time` converted to UTC DateTime. |
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### Computed Averages
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These properties are calculated on the fly:
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- `HL2`: (High + Low) / 2
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- `OC2`: (Open + Close) / 2
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- `OHL3`: (Open + High + Low) / 3
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- `HLC3`: (High + Low + Close) / 3
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- `OHLC4`: (Open + High + Low + Close) / 4
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- `HLCC4`: (High + Low + Close + Close) / 4
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### TValue Accessors
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Efficiently access components as `TValue` (Time-Value pair):
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- `O`: (Time, Open)
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- `H`: (Time, High)
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- `L`: (Time, Low)
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- `C`: (Time, Close)
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- `V`: (Time, Volume)
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## Usage
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### Creating a TBar
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```csharp
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long now = DateTime.UtcNow.Ticks;
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var bar = new TBar(now, 100.0, 105.0, 95.0, 102.0, 1000.0);
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```
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### Implicit Conversions
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```csharp
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double closePrice = bar; // Implicitly converts to Close price
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TValue value = bar; // Implicitly converts to (Time, Close)
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DateTime dt = bar; // Implicitly converts to DateTime
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