Table of Contents

Getting started

FinanceSharp provides technical indicators, data consolidators, and graph connections for processing sequences of financial data. The current library targets .NET 8 and .NET 10. FinanceSharp assemblies target x64, so consuming applications must run in an x64 process.

Build from source

Install the .NET 10 SDK and clone the repository. From its root, build the library:

dotnet restore src/FinanceSharp/FinanceSharp.csproj
dotnet build src/FinanceSharp/FinanceSharp.csproj --configuration Release --framework net10.0 -p:Platform=x64 --no-restore

The project also targets net8.0; use --framework net8.0 to build that target. Run .NET 8 applications with the .NET 8 runtime installed.

To try the following example, create a console project in a sibling directory and add a project reference to src/FinanceSharp/FinanceSharp.csproj. Target net8.0 or net10.0 and set <PlatformTarget>x64</PlatformTarget> in the console project's property group.

Calculate a moving average

Feed values to an indicator in timestamp order. The timestamp and value are separate arguments; timestamps use Unix milliseconds in UTC.

using System;
using FinanceSharp.Indicators;

var average = new SimpleMovingAverage(period: 3);
long start = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
double[] prices = [10.0, 20.0, 30.0, 40.0];

for (int i = 0; i < prices.Length; i++)
{
    average.Update(start + i * 60_000L, prices[i]);

    if (average.IsReady)
    {
        Console.WriteLine(average.Current.Value);
    }
}
// 20
// 30

SimpleMovingAverage becomes ready after its configured period of updates. Other indicators have their own warm-up requirements; check IsReady before using an output that requires a complete window.

The data model

DoubleArray represents data with shape (Count, Properties). Count is the number of items; Properties is the number of double values in each item. Scalar indicator inputs and outputs have one property. Structured market data uses multiple properties per item.

Use DoubleArray.From to wrap a scalar, managed array, or supported unmanaged structure. Array overloads that accept copy let you choose between copying the input and sharing its storage. Inspect the relevant overload and the concrete array type before relying on buffer ownership or lifetime.

Indicators expose their latest output through Current, its timestamp through CurrentTime, and update notifications through Updated. Consolidators aggregate input data, and graph extensions connect their outputs to other computation stages.

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