indicator-buffer

name	indicator-buffer
description	Implement BufferList incremental indicators with efficient state management. Use for IIncrementFromChain or IIncrementFromQuote implementations. Covers interface selection, constructor patterns, and BufferListTestBase testing requirements.

BufferList indicator development

Interface selection

Interface	Additional Inputs	Use Case
IIncrementFromChain	IReusable, (DateTime, double)	Chainable single-value indicators
IIncrementFromQuote	(none — only IQuote from base)	Requires OHLCV properties

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);
}

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

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

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
• IIncrementFromQuote → implement ITestQuoteBufferList
• Series parity: bufferResults.IsExactly(seriesResults)

Required implementation

• Source code: src/**/{IndicatorName}.BufferList.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/indicators/**/{IndicatorName}.BufferList.Tests.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/indicators/**/{IndicatorName}.Regression.Tests.cs
• Migration guide: Update docs/migration.md for notable and breaking changes from v2