QuanTAlib/.refactoring/test.dib

#!meta

{"kernelInfo":{"defaultKernelName":"csharp","items":[{"aliases":[],"name":"csharp"}]}}

#!csharp

#load "./base.cs"

#!csharp

TValue vv = new(DateTime.Now, 100);
display(vv.ToString());

#!csharp

TBar bb = new();
display(bb.ToString());

#!csharp

public class Emitter {
    private Random random = new Random();
    public event EventHandler<TValueEventArg<TValue>> Pub;
    public void Emit() {
        DateTime now = DateTime.Now;
        double randomValue = random.NextDouble() * 100; // Generates a random number between 0 and 100
        TValue value = new TValue(now, randomValue);

        TValueEventArg<TValue> eventArg = new TValueEventArg<TValue>(value, true, true);
        OnValuePub(eventArg);
    }
    protected virtual void OnValuePub(TValueEventArg<TValue> eventArg) {
        Pub?.Invoke(this, eventArg);
    }
}

public class BarEmitter
{
    private Random random = new Random();
    public event EventHandler<TValueEventArg<TBar>> Pub;
    private double lastClose = 100.0; // Starting price

    public void Emit()
    {
        double open = lastClose;
        double close = open * (1 + (random.NextDouble() - 0.5) * 0.02); // +/- 1% change
        double high = Math.Max(open, close) * (1 + random.NextDouble() * 0.005); // Up to 0.5% higher
        double low = Math.Min(open, close) * (1 - random.NextDouble() * 0.005); // Up to 0.5% lower
        double volume = random.NextDouble() * 1000000; // Random volume between 0 and 1,000,000

        TBar bar = new TBar(DateTime.Now, open, high, low, close, volume);
        lastClose = close;

        TValueEventArg<TBar> eventArg = new TValueEventArg<TBar>(bar, true, true);
        OnBarPub(eventArg);
    }

    protected virtual void OnBarPub(TValueEventArg<TBar> eventArg)
    {
        Pub?.Invoke(this, eventArg);
    }
}


public class Listener
{
    public void Sub(object sender, EventArgs e)
    {
        if (e is TValueEventArg<TValue> tValueArg) {
            Console.WriteLine($"TValue: {tValueArg.Data.Value:F2}");
        } else if (e is TValueEventArg<TBar> tBarArg) {
            Console.WriteLine($"TBar: o={tBarArg.Data.Open:F2}, v={tBarArg.Data.Volume:F2}");
        } else {
            Console.WriteLine($"Unknown type: {e.GetType().Name}");
        }
    }
}

#!csharp

Emitter em1 = new();
BarEmitter em2 = new();
Listener list = new();

em1.Pub += list.Sub;
em2.Pub += list.Sub;

// Emit 5 random values
for (int i = 0; i < 3; i++) {
    em1.Emit();
    em2.Emit();
}