StreamHub indicator development

Provider selection

Provider Base	Input	Output	Use Case
ChainHub<IReusable, TResult>	Single value	IReusable	Chainable indicators
ChainHub<IQuote, TResult>	OHLCV	IReusable	Quote-driven, chainable output
QuoteProvider<IQuote, TResult>	OHLCV	IQuote	Quote-to-quote transformation
StreamHub<TProviderResult, TResult>	Any hub result	Any result	Compound hubs (internal hub dependency)

Performance requirements

Target: StreamHub ≤ 1.5x slower than Series.

Forbid O(n²) recalculation — rebuild entire history on each tick:

// WRONG
for (int k = 0; k <= i; k++) { subset.Add(cache[k]); }
var result = subset.ToIndicator();

O(1) incremental update:

// CORRECT
_avgGain = ((_avgGain * (period - 1)) + gain) / period;

Use RollingWindowMax/Min utilities instead of O(n) linear scans.

RollbackState pattern

Override when maintaining stateful fields:

protected override void RollbackState(DateTime timestamp)
{
    int targetIndex = ProviderCache.IndexGte(timestamp);
    _window.Clear();
    if (targetIndex <= 0) return;
    int restoreIndex = targetIndex - 1;
    int startIdx = Math.Max(0, restoreIndex + 1 - LookbackPeriods);
    for (int p = startIdx; p <= restoreIndex; p++)
        _window.Add(ProviderCache[p].Value);
}

Replay up to targetIndex - 1 (exclusive). The rollback timestamp is recalculated via normal processing.

Testing requirements

• Inherit StreamHubTestBase
• Abstract method (compile error if missing): ToStringOverride_ReturnsExpectedName()
• Implement ONE observer interface:
  • ITestChainObserver (most indicators — chain input): inherits ITestQuoteObserver, adds ChainObserver_ChainedProvider_MatchesSeriesExactly()
  • ITestQuoteObserver (direct quote input only): QuoteObserver_WithWarmupLateArrivalAndRemoval_MatchesSeriesExactly(), WithCachePruning_MatchesSeriesExactly()
• If hub acts as chain provider, also implement ITestChainProvider: ChainProvider_MatchesSeriesExactly()

Required implementation

• Source code: src/**/{IndicatorName}.StreamHub.cs file exists
  • Uses appropriate provider base (ChainHub or QuoteProvider)
  • Validates parameters in constructor; calls Reinitialize() as needed
  • Implements O(1) state updates; avoids O(n²) recalculation
  • Overrides RollbackState() when maintaining stateful fields
  • Overrides ToString() with concise hub name
• Unit testing: tests/indicators/**/{IndicatorName}.StreamHub.Tests.cs exists
  • Inherits StreamHubTestBase with correct test interfaces
  • Comprehensive rollback validation present
  • Verifies Series parity
• Catalog registration: Registered in Catalog.Listings.cs
• Performance benchmark: Add to tools/performance/Perf.Stream.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

Examples

• Chain: src/e-k/Ema/Ema.StreamHub.cs

• Complex state: src/a-d/Adx/Adx.StreamHub.cs

• Rolling window: src/a-d/Chandelier/Chandelier.StreamHub.cs

• Compound hub: src/s-z/StochRsi/StochRsi.StreamHub.cs

• Provider selection

• Rollback patterns

• Performance patterns

• Compound hubs

Constraints

• O(n²) recalculation is forbidden; all updates must be O(1)
• RollbackState() replay is exclusive of rollback timestamp
• Series parity required: results must be numerically identical to StaticSeries