add standalone buffer-style increment methods

[DaveSkender]

Implement standalone buffering incrementing indicators.

Stock.Indicators/src/e-k/Ema/Ema.Increments.cs

Lines 3 to 11 in 8b02491

	// EXPONENTIAL MOVING AVERAGE (INCREMENTING LIST)
	/// <summary>
	/// Exponential Moving Average (EMA)
	/// from incremental reusable values.
	/// </summary>
	public class EmaList : List<EmaResult>, IEma, IIncrementQuote, IIncrementReusable
	{
	private readonly Queue<double> _buffer;

done when

• tryout Cysharp's version of ObservableCollection
• implement for all indicators

[DaveSkender]

For the static non-observable time-series implementation, an approach to explore might be in the following form; though, it may need be IReadOnlyList or IEnumerable base.

public static class Ema : List<EmaResult>
{
    /* saved properties + minimal quote cache */

    /* new quotes */
    void Add(TQuote quote) { ... }

    /* throw simple exception when quotes arrive out of order */
}

Example

Stock.Indicators/src/e-k/Ema/Ema.Increments.cs

Line 9 in 8b02491

public class EmaList : List<EmaResult>, IEma, IIncrementQuote, IIncrementReusable

[DaveSkender]

Since static increments are part of implementation streaming hubs, I’m repurposing this item to reflect full implementation of the incremental approach mentioned in the last comment. Here’s the original (obsolete scope) for reference:

Implement incrementing scenarios to calculate the next indicator bar:

Internals

• base increment¹
• observer OnNext() handler

Public APIs²

• base increment (system agnostic I/O), all needed inputs, appropriate TResult out
• external cached (like observer handler, but using external data storage interface), consider cache-aside design pattern.

Footnotes

1. uses cached data instead of inputs ↩

2. repoints internal cache, then uses internal base increment? this wouldn't perform well if provided data is re-written to memory, but am not sure how to handle CLR compliance otherwise with by reference. ↩

[codebeaulieu]

This is awesome, had this ideas in mind a while back and never got around to implementing it. Great work Dave.