static void HowToUseThisClassExamples()
{
// 1. set up timeSeries
var ts2 = new FinTimeSeries <DateOnly, float, uint>(new TickType[] { TickType.SplitDivAdjClose }, new TickType[] { TickType.Volume });
ts2.Capacity = 10; // set capacity will increase all TickType arrays
// Arrays are refence types. Just create the arrays and pass it to the constructor
var kvpar1 = new KeyValuePair <TickType, float[]>(TickType.SplitDivAdjClose, Array.Empty <float>());
var kvpar2 = new KeyValuePair <TickType, uint[]>(TickType.Volume, Array.Empty <uint>());
var ts1 = new FinTimeSeries <DateOnly, float, uint>(
new DateOnly[] { },
new KeyValuePair <TickType, float[]>[] { kvpar1 },
new KeyValuePair <TickType, uint[]>[] { kvpar2 }
);
// 2. consume timeSeries via public methods
float ts1YesterdayClose3 = ts1.GetValues1(new DateOnly(), TickType.Close); // neat if data is accessed via methods
bool isOkTs1YesterdayClose3 = ts1.TryGetValue1(new DateOnly(), TickType.Close, out float value);
// access array via a List, indirectly. There is no memory consumption. Direct reference to the private array.
// supports only: [] indexer as one by one direct access, and CopyTo() into destination TValue1[] arrays.
IList <float> array2 = ts1.Values1(TickType.Close);
// 3. access timeSeries via private members (can be accessed only from inside the class)
float[] array1 = ts1.values1[TickType.Close]; // access array directly, although it should be private
float ts1YesterdayClose2 = ts1.values1[TickType.Close][ts1.IndexOfKey(new DateOnly())]; // possible to access inner members and manipulate if needed
// 4. The most efficient, faster usage is the direct usage of the array. Better than (linked-) List, and there is no indirection.
DateOnly[] dates = ts1.GetKeyArrayDirect();
float[] sdaClose = ts1.GetValue1ArrayDirect(TickType.SplitDivAdjClose);
// Example usage from MemDb:
// Security sec = MemDb.gMemDb.GetFirstMatchingSecurity(r.Ticker);
// DateOnly[] dates = sec.DailyHistory.GetKeyArrayDirect();
// float[] sdaCloses = sec.DailyHistory.GetValue1ArrayDirect(TickType.SplitDivAdjClose);
// // At 16:00, or even intraday: YF gives even the today last-realtime price with a today-date. We have to find any date backwards, which is NOT today. That is the PreviousClose.
// int i = (dates[dates.Length - 1] >= new DateOnly(DateTime.UtcNow)) ? dates.Length - 2 : dates.Length - 1;
// Debug.WriteLine($"Found: {r.Ticker}, {dates[i]}:{sdaCloses[i]}");
// DateTime[] ts1LastWeekDates = ts1.GetRangeIncDate(new DateTime(), new DateTime());
// double[] ts1LastWeekCloses = ts1.GetRangeIncDouble(new DateTime(), new DateTime(), TickType.Close);
// UInt32[] ts1LastWeekVolumes = ts1.GetRangeIncUint(new DateTime(), new DateTime(), TickType.Close);
}
internal FinTimeSeriesValueEnumerator2(FinTimeSeries <TKey, TValue1, TValue2> sortedList, TickType tickType)
{
_sortedList = sortedList;
_version = sortedList.version;
_tickType = tickType;
}
internal FinTimeSeriesKeyEnumerator(FinTimeSeries <TKey, TValue1, TValue2> sortedList)
{
_sortedList = sortedList;
_version = sortedList.version;
}
internal ValueList2(FinTimeSeries <TKey, TValue1, TValue2> dictionary, TickType tickType)
{
_dict = dictionary;
_tickType = tickType;
}
private readonly FinTimeSeries <TKey, TValue1, TValue2> _dict; // Do not rename (binary serialization)
internal KeyList(FinTimeSeries <TKey, TValue1, TValue2> dictionary)
{
_dict = dictionary;
}
