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Add new data structures and event handling classes for trading platfo…
…rm. Include base classes, value and bar structs, event arguments, emitters, listeners. Update ruleset for SonarLint.
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using System; | ||
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public struct TValue | ||
{ | ||
public DateTime Timestamp { get; set; } | ||
public double Value { get; set; } | ||
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public TValue(DateTime timestamp, double value) | ||
{ | ||
Timestamp = timestamp; | ||
Value = value; | ||
} | ||
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public override string ToString() | ||
{ | ||
return $"[{this.Timestamp:yyyy-MM-dd HH:mm:ss}: {this.Value:F2}]"; | ||
} | ||
public override bool Equals(object obj) | ||
{ | ||
if (obj is TValue other) | ||
{ | ||
return Timestamp == other.Timestamp && Value == other.Value; | ||
} | ||
return false; | ||
} | ||
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public override int GetHashCode() | ||
{ | ||
return HashCode.Combine(Timestamp, Value); | ||
} | ||
} | ||
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public struct TBar | ||
{ | ||
public DateTime Timestamp { get; set; } | ||
public double Open { get; set; } | ||
public double High { get; set; } | ||
public double Low { get; set; } | ||
public double Close { get; set; } | ||
public double Volume { get; set; } | ||
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public TBar(DateTime timestamp, double open, double high, double low, double close, double volume) | ||
{ | ||
Timestamp = timestamp; | ||
Open = open; | ||
High = high; | ||
Low = low; | ||
Close = close; | ||
Volume = volume; | ||
} | ||
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public override string ToString() | ||
{ | ||
return $"[{this.Timestamp:yyyy-MM-dd HH:mm:ss}: O={this.Open:F2}, H={this.High:F2}, L={this.Low:F2}, C={this.Close:F2}, V={this.Volume:F2}]"; | ||
} | ||
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public override bool Equals(object obj) | ||
{ | ||
if (obj is TBar other) | ||
{ | ||
return Timestamp == other.Timestamp && | ||
Open == other.Open && | ||
High == other.High && | ||
Low == other.Low && | ||
Close == other.Close && | ||
Volume == other.Volume; | ||
} | ||
return false; | ||
} | ||
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public override int GetHashCode() | ||
{ | ||
return HashCode.Combine(Timestamp, Open, High, Low, Close, Volume); | ||
} | ||
} | ||
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public class TValueEventArg<T> : EventArgs | ||
{ | ||
public T Data { get; } | ||
public bool IsClosed { get; } | ||
public bool IsHot { get; } | ||
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public TValueEventArg(T data, bool isClosed, bool isHot) | ||
{ | ||
Data = data; | ||
IsClosed = isClosed; | ||
IsHot = isHot; | ||
} | ||
} |
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#!meta | ||
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{"kernelInfo":{"defaultKernelName":"csharp","items":[{"aliases":[],"name":"csharp"}]}} | ||
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#!csharp | ||
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#load "./base.cs" | ||
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#!csharp | ||
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TValue vv = new(DateTime.Now, 100); | ||
display(vv.ToString()); | ||
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#!csharp | ||
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TBar bb = new(); | ||
display(bb.ToString()); | ||
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#!csharp | ||
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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); | ||
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TValueEventArg<TValue> eventArg = new TValueEventArg<TValue>(value, true, true); | ||
OnValuePub(eventArg); | ||
} | ||
protected virtual void OnValuePub(TValueEventArg<TValue> eventArg) { | ||
Pub?.Invoke(this, eventArg); | ||
} | ||
} | ||
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public class BarEmitter | ||
{ | ||
private Random random = new Random(); | ||
public event EventHandler<TValueEventArg<TBar>> Pub; | ||
private double lastClose = 100.0; // Starting price | ||
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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 | ||
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TBar bar = new TBar(DateTime.Now, open, high, low, close, volume); | ||
lastClose = close; | ||
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TValueEventArg<TBar> eventArg = new TValueEventArg<TBar>(bar, true, true); | ||
OnBarPub(eventArg); | ||
} | ||
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protected virtual void OnBarPub(TValueEventArg<TBar> eventArg) | ||
{ | ||
Pub?.Invoke(this, eventArg); | ||
} | ||
} | ||
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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}"); | ||
} | ||
} | ||
} | ||
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#!csharp | ||
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Emitter em1 = new(); | ||
BarEmitter em2 = new(); | ||
Listener list = new(); | ||
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em1.Pub += list.Sub; | ||
em2.Pub += list.Sub; | ||
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// Emit 5 random values | ||
for (int i = 0; i < 3; i++) { | ||
em1.Emit(); | ||
em2.Emit(); | ||
} |
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