QuanTAlib/Calculations/_Updated/MIDPRICE_Series.cs

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

/* <summary>
MIDPRICE: Midpoint price (highhest high + lowest low)/2 in the given period in the series.
    If period = 0 => period = full length of the series

</summary> */

public class MIDPRICE_Series : TSeries {
	protected readonly int _period;
	protected readonly bool _NaN;
	protected readonly TBars _data;
	private readonly System.Collections.Generic.List<double> _bufferhi = new();
	private readonly System.Collections.Generic.List<double> _bufferlo = new();

	//core constructors
	public MIDPRICE_Series(int period, bool useNaN) {
		_period = period;
		_NaN = useNaN;
		Name = $"MIDPRICE({period})";
	}
	public MIDPRICE_Series(TBars source, int period, bool useNaN) : this(period, useNaN) {
		_data = source;
		Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
		_data.Pub += Sub;
		Add(data: _data);
	}
	public MIDPRICE_Series() : this(period: 2, useNaN: false) { }
	public MIDPRICE_Series(int period) : this(period: period, useNaN: false) { }
	public MIDPRICE_Series(TBars source) : this(source, period: 2, useNaN: false) { }
	public MIDPRICE_Series(TBars source, int period) : this(source: source, period: period, useNaN: false) { }

	//////////////////
	// core Add() algo
	public override (DateTime t, double v) Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update = false) {
		BufferTrim(_bufferhi, TBar.h, _period, update);
		BufferTrim(_bufferlo, TBar.l, _period, update);
		double _mid = (_bufferhi.Max() + _bufferlo.Min()) * 0.5;

		var res = (TBar.t, Count < _period - 1 && _NaN ? double.NaN : _mid);
		return base.Add(res, update);
	}

	public new void Add(TBars data) {
		foreach (var item in data) { Add(item, false); }
	}
	public (DateTime t, double v) Add(bool update) {
		return this.Add(TBar: _data.Last, update: update);
	}
	public (DateTime t, double v) Add() {
		return Add(TBar: _data.Last, update: false);
	}
	private new void Sub(object source, TSeriesEventArgs e) {
		Add(TBar: _data.Last, update: e.update);
	}

	//reset calculation
	public override void Reset() {
		_bufferhi.Clear();
		_bufferlo.Clear();
	}
}