indicator-buffer

BufferList indicator development

Interface selection

See references/interface-selection.md for decision tree.

Constructor pattern

The chaining constructor parameter type depends on the interface implemented:

// IIncrementFromChain — chaining ctor takes IReadOnlyList<IReusable>
public class EmaList : BufferList<EmaResult>, IIncrementFromChain, IEma
{
    public EmaList(int lookbackPeriods)
    {
        Ema.Validate(lookbackPeriods);
        LookbackPeriods = lookbackPeriods;
        _buffer = new Queue<double>(lookbackPeriods);
    }

    public EmaList(int lookbackPeriods, IReadOnlyList<IReusable> values)
        : this(lookbackPeriods) => Add(values);
}

// IIncrementFromBar — chaining ctor takes IReadOnlyList<IBar>
public class AdxList : BufferList<AdxResult>, IIncrementFromBar, IAdx
{
    public AdxList(int lookbackPeriods)
    {
        Adx.Validate(lookbackPeriods);
        LookbackPeriods = lookbackPeriods;
    }

    public AdxList(int lookbackPeriods, IReadOnlyList<IBar> bars)
        : this(lookbackPeriods) => Add(bars);
}

Buffer management

• _buffer.Update(capacity, value) — standard rolling buffer
• _buffer.UpdateWithDequeue(capacity, value) — returns dequeued value for sum adjustment

State management

Use Clear() to reset all internal state:

public override void Clear()
{
    base.Clear();
    _buffer.Clear();
    _bufferSum = 0;
}

Testing constraints

• Inherit BufferListTestBase
• IIncrementFromChain → implement ITestChainBufferList
• IIncrementFromBar → implement ITestBarBufferList
• Series parity: bufferResults.IsExactly(seriesResults)

Required implementation

• Source code: src/**/{IndicatorName}List.cs file exists
  • Inherits BufferList<TResult> and implements correct increment interface
  • Two constructors: primary + chaining via : this(...) => Add(...);
  • Uses BufferListUtilities.Update() or UpdateWithDequeue()
  • Clear() resets results and all internal buffers
• Unit testing: tests/Library/Indicators/**/{IndicatorName}BufferListTests.cs exists
  • Inherits BufferListTestBase and implements correct test interface
  • All required abstract + interface methods implemented
  • Verifies equivalence with Series results
• Catalog registration: Registered in Catalog.Listings.cs
• Performance benchmark: Add to tools/performance/Perf.Buffer.cs
• Public documentation: Update docs/indicators/{IndicatorName}.md
• Regression tests: Add to tests/Library/Indicators/**/{IndicatorName}RegressionTests.cs
• Migration guide: Update docs/migration/v3.md for notable and breaking changes from v2