Median Algorithm (written with Indie v4 classes)

This is an example of an Indie algorithm that uses class syntax, introduced in the language since version 4.

The Median class of this indicator inherits from the indie.Algorithm base class. It has two methods: the __init__ constructor and calc. It is essential that the __init__ constructor is executed only once during the creation of the indicator. This makes it a good location to create all objects that hold the algorithm's state, ensuring these objects do not lose their data when a candle update arrives (triggering the calc method). The stateful objects (fields) are:

• self._sorted_vals: list[float] - A list of the last length values of the input series src. The algorithm keeps those values ordered.
• self._prev_src_val: float - The previous value of the last element in the src series.
• self._bar_count: int - A counter for bars that we use to detect when a new bar arrives.

The main idea of this Median algorithm is to maintain a sliding window of the last length values of the src series and keep these values in sorted order. With such an array, the median is easily calculated as the value in the middle of it.