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