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Implement incrementing scenarios to calculate the next indicator bar:
Internals
base increment1
observer OnNext() handler
1 uses cached data instead of inputs
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.
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.
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.
publicstaticclassEma:List<EmaResult>{/* saved properties + minimal quote cache *//* new quotes */voidAdd(TQuotequote){ ...}/* throw simple exception when quotes arrive out of order */}
Implement incrementing scenarios to calculate the next indicator bar:
Internals
OnNext()
handler1 uses cached data instead of inputs
Public APIs2
TResult
out2 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.
Other considerations
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