indicator-buffer

BufferList indicator development

Interface selection

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

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
• Catalog registration: Registered in Catalog.Listings.cs
• Performance benchmark: Add to #file:../../../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

Common pitfalls

• Manual buffer management instead of using BufferListUtilities extension methods
• Not implementing Clear() to reset all internal state properly
• Using Should().Be() instead of IsExactly() for Series parity verification

Last updated: January 25, 2026