QuanTAlib/Calculations/_Updated/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)>
{
	public string Name { get; set; }
	private readonly TSeries _open = new("open");
  private readonly TSeries _high = new("high");
  private readonly TSeries _low = new("low");
  private readonly TSeries _close = new("close");
  private readonly TSeries _volume = new("volume");
  private readonly TSeries _hl2 = new("HL2");
  private readonly TSeries _oc2 = new("OC2");
  private readonly TSeries _ohl3 = new("OHL3");
  private readonly TSeries _hlc3 = new("HLC3");
  private readonly TSeries _ohlc4 = new("OHLC4");
  private readonly TSeries _hlcc4 = new("HLCC4");

  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() { }

  public TBars(string Name) {
	  this.Name = Name;
  }

  public (DateTime t, double o, double h, double l, double c, double v) Last => this[^1];
	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 => "HLC3",
      8 => "OHLC4",
      _ => "HLCC4",
    };
  }

  public virtual (DateTime t, double o, double h, double l, double c, double v) Add((double o, double h, double l, double c, double v) p, bool update = false) =>
	  Add((t: (this.Count == 0) ? DateTime.Today : this[^1].t.AddDays(1),p.o,p.h,p.l,p.c,p.v),update);

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

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

	public virtual (DateTime t, double o, double h, double l, double c, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false) {
	  if (update) { this[^1] = TBar; } else { base.Add(TBar); }

	  _open.Add((TBar.t, TBar.o), update);
	  _high.Add((TBar.t, TBar.h), update);
	  _low.Add((TBar.t, TBar.l), update);
	  _close.Add((TBar.t, TBar.c), update);
	  _volume.Add((TBar.t, TBar.v), update);
	  _hl2.Add((TBar.t, (TBar.h + TBar.l) * 0.5), update);
	  _oc2.Add((TBar.t, (TBar.o + TBar.c) * 0.5), update);
	  _ohl3.Add((TBar.t, (TBar.o + TBar.h + TBar.l) * 0.333333333333333), update);
	  _hlc3.Add((TBar.t, (TBar.h + TBar.l + TBar.c) * 0.333333333333333), update);
	  _ohlc4.Add((TBar.t, (TBar.o + TBar.h + TBar.l + TBar.c) * 0.25), update);
	  _hlcc4.Add((TBar.t, (TBar.h + TBar.l + TBar.c + TBar.c) * 0.25), update);

	  this.OnEvent(update);
		return TBar;
  }

	public delegate void NewDataEventHandler(object source, TSeriesEventArgs args);
  public event NewDataEventHandler Pub;
  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);
    }
  }
}