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

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.

Last updated: December 31, 2025