BufferList indicator development

Interface selection

All BufferList implementations support IQuote inputs from the base class. The interface determines what additional input types are supported:

Interface	Additional Inputs	Use Case	Examples
IIncrementFromChain	IReusable, (DateTime, double)	Chainable single-value indicators	SMA, EMA, RSI
IIncrementFromQuote	(none - only IQuote)	Requires OHLCV properties	Stoch, ATR, VWAP

Constructor pattern

public class MyIndicatorList : BufferList<MyResult>, IIncrementFromChain
{
    private readonly Queue<double> _buffer;

    // Primary constructor (parameters only)
    public MyIndicatorList(int lookbackPeriods)
    {
        ArgumentOutOfRangeException.ThrowIfLessThan(lookbackPeriods, 1);
        LookbackPeriods = lookbackPeriods;
        _buffer = new Queue<double>(lookbackPeriods);
    }

    // Chaining constructor (parameters + quotes)
    public MyIndicatorList(int lookbackPeriods, IReadOnlyList<IQuote> quotes)
        : this(lookbackPeriods) => Add(quotes);
}

Buffer management

Use extension methods from BufferListUtilities:

• _buffer.Update(capacity, value) - Standard rolling buffer
• _buffer.UpdateWithDequeue(capacity, value) - Returns dequeued value for sum adjustment

Note: Future refactor planned to rename BufferListUtilities to BufferListExtensions for .NET idiomatic naming.

State management

Use Clear() to reset all internal state:

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

Testing constraints

• Inherit BufferListTestBase (NOT TestBase)
• Implement test interface matching increment interface:
  • IIncrementFromChain → ITestChainBufferList
  • IIncrementFromQuote → ITestQuoteBufferList
• Verify exact Series parity with bufferResults.IsExactly(seriesResults) (NOT Should().Be())
• All 5 base class tests pass (incremental adds, batching, constructor chaining, Clear(), auto-pruning)

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(quotes);
  • 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 5 required tests from base class pass
  • Verifies equivalence with Series results

Anti-patterns to avoid

Manual buffer management (WRONG):

if (_buffer.Count == capacity) _buffer.Dequeue();
_buffer.Enqueue(value);

Use extension methods (CORRECT):

_buffer.Update(capacity, value);

Examples

• Chain: src/e-k/Ema/Ema.BufferList.cs
• Quote: src/s-z/Stoch/Stoch.BufferList.cs
• Complex: src/a-d/Adx/Adx.BufferList.cs

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

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Last updated: December 31, 2025