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| Original file line number | Diff line number | Diff line change |
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| @@ -1,8 +1,10 @@ | ||
| trigger: | ||
| - main | ||
| - v3 | ||
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| pr: | ||
| - main | ||
| - v3 | ||
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| pool: | ||
| name: Azure Pipelines | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,194 @@ | ||
| namespace Skender.Stock.Indicators; | ||
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| // TUPLE OBSERVER and TUPLE PROVIDER (CHAIN STREAM) | ||
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| public abstract class ChainProvider | ||
| : TupleObserver, IObservable<(DateTime Date, double Value)> | ||
| { | ||
| // fields | ||
| private readonly List<IObserver<(DateTime Date, double Value)>> observers; | ||
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| // initialize | ||
| protected ChainProvider() | ||
| { | ||
| observers = new(); | ||
| ProtectedChain = new(); | ||
| Warmup = true; | ||
| } | ||
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| // properties | ||
| internal IEnumerable<(DateTime Date, double Value)> Output => ProtectedChain; | ||
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| internal List<(DateTime Date, double Value)> ProtectedChain { get; set; } | ||
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| private int OverflowCount { get; set; } | ||
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| private bool Warmup { get; set; } | ||
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| // METHODS | ||
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| // subscribe observer | ||
| public IDisposable Subscribe(IObserver<(DateTime Date, double Value)> observer) | ||
| { | ||
| if (!observers.Contains(observer)) | ||
| { | ||
| observers.Add(observer); | ||
| } | ||
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| return new Unsubscriber(observers, observer); | ||
| } | ||
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| // close all observations | ||
| public void EndTransmission() | ||
| { | ||
| foreach (IObserver<(DateTime Date, double Value)> observer in observers.ToArray()) | ||
| { | ||
| if (observers.Contains(observer)) | ||
| { | ||
| observer.OnCompleted(); | ||
| } | ||
| } | ||
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| observers.Clear(); | ||
| } | ||
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| // add one | ||
| internal void SendToChain<TResult>(TResult result) | ||
| where TResult : IReusableResult | ||
| { | ||
| // candidate result | ||
| (DateTime Date, double Value) r = new(result.Date, result.Value.Null2NaN()); | ||
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| int length = ProtectedChain.Count; | ||
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| // initialize | ||
| if (length == 0 && result.Value != null) | ||
| { | ||
| // add new tuple | ||
| ProtectedChain.Add(r); | ||
| Warmup = false; | ||
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| // notify observers | ||
| NotifyObservers(r); | ||
| return; | ||
| } | ||
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| // do not proceed until first non-null Value recieved | ||
| if (Warmup && result.Value == null) | ||
| { | ||
| return; | ||
| } | ||
| else | ||
| { | ||
| Warmup = false; | ||
| } | ||
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| (DateTime lastDate, _) = ProtectedChain[length - 1]; | ||
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| // add tuple | ||
| if (r.Date > lastDate) | ||
| { | ||
| // add new tuple | ||
| ProtectedChain.Add(r); | ||
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| // notify observers | ||
| NotifyObservers(r); | ||
| } | ||
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| // same date or tuple recieved | ||
| else if (r.Date <= lastDate) | ||
| { | ||
| // check for overflow condition | ||
| // where same tuple continues (possible circular condition) | ||
| if (r.Date == lastDate) | ||
| { | ||
| OverflowCount++; | ||
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| if (OverflowCount > 100) | ||
| { | ||
| string msg = "A repeated Chain update exceeded the 100 attempt threshold. " | ||
| + "Check and remove circular chains or check your Chain provider."; | ||
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| EndTransmission(); | ||
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| throw new OverflowException(msg); | ||
| } | ||
| } | ||
| else | ||
| { | ||
| OverflowCount = 0; | ||
| } | ||
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| // seek old tuple | ||
| int foundIndex = ProtectedChain | ||
| .FindIndex(x => x.Date == r.Date); | ||
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| // found | ||
| if (foundIndex >= 0) | ||
| { | ||
| ProtectedChain[foundIndex] = r; | ||
| } | ||
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| // add missing tuple | ||
| else | ||
| { | ||
| ProtectedChain.Add(r); | ||
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| // re-sort cache | ||
| ProtectedChain = ProtectedChain | ||
| .ToSortedList(); | ||
| } | ||
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| // let observer handle old + duplicates | ||
| NotifyObservers(r); | ||
| } | ||
| } | ||
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| // add many | ||
| internal void SendToChain<TResult>(IEnumerable<TResult> results) | ||
| where TResult : IReusableResult | ||
| { | ||
| List<TResult> added = results | ||
| .ToSortedList(); | ||
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| for (int i = 0; i < added.Count; i++) | ||
| { | ||
| SendToChain(added[i]); | ||
| } | ||
| } | ||
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| // notify observers | ||
| private void NotifyObservers((DateTime Date, double Value) tuple) | ||
| { | ||
| List<IObserver<(DateTime Date, double Value)>> obsList = observers.ToList(); | ||
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| for (int i = 0; i < obsList.Count; i++) | ||
| { | ||
| IObserver<(DateTime Date, double Value)> obs = obsList[i]; | ||
| obs.OnNext(tuple); | ||
| } | ||
| } | ||
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| // unsubscriber | ||
| private class Unsubscriber : IDisposable | ||
| { | ||
| private readonly List<IObserver<(DateTime Date, double Value)>> observers; | ||
| private readonly IObserver<(DateTime Date, double Value)> observer; | ||
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| // identify and save observer | ||
| public Unsubscriber(List<IObserver<(DateTime Date, double Value)>> observers, IObserver<(DateTime Date, double Value)> observer) | ||
| { | ||
| this.observers = observers; | ||
| this.observer = observer; | ||
| } | ||
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| // remove single observer | ||
| public void Dispose() | ||
| { | ||
| if (observer != null && observers.Contains(observer)) | ||
| { | ||
| observers.Remove(observer); | ||
| } | ||
| } | ||
| } | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,29 @@ | ||
| namespace Skender.Stock.Indicators; | ||
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| // OBSERVER of QUOTES (BOILERPLATE) | ||
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| public abstract class QuoteObserver : IObserver<Quote> | ||
| { | ||
| // fields | ||
| private IDisposable? unsubscriber; | ||
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| // properites | ||
| internal QuoteProvider? Supplier { get; set; } | ||
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| // methods | ||
| public virtual void Subscribe() | ||
| => unsubscriber = Supplier != null | ||
| ? Supplier.Subscribe(this) | ||
| : throw new ArgumentNullException(nameof(Supplier)); | ||
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| public virtual void OnCompleted() => Unsubscribe(); | ||
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| public virtual void OnError(Exception error) => throw error; | ||
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| public virtual void OnNext(Quote value) | ||
| { | ||
| // » handle new quote with override in observer | ||
| } | ||
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| public virtual void Unsubscribe() => unsubscriber?.Dispose(); | ||
| } |
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