cleanup

Tests/Tests.csproj

@@ -33,7 +33,6 @@
   </ItemGroup>
 
   <ItemGroup>
-    <PackageReference Include="xunit" Version="2.4.1" />
     <ProjectReference Include="..\lib\quantalib.csproj" />
   </ItemGroup>
 

Tests/test_skender.stock.cs

@@ -13,10 +13,9 @@ public class SkenderTests
     private readonly Random rnd;
     private readonly double range;
     private int period;
-    private readonly int iterations;
+    private readonly int iterations = 3; // Initialized directly at declaration
     private readonly IEnumerable<Quote> quotes;
 
-
     public SkenderTests()
     {
         rnd = new((int)DateTime.Now.Ticks);
@@ -24,7 +23,6 @@ public class SkenderTests
         bars = new(feed);
         range = 1e-9;
         feed.Add(10000);
-        iterations = 3;
         quotes = bars.Select(q => new Quote
         {
             Date = q.Time,
@@ -338,11 +336,7 @@ public class SkenderTests
             var atrValues = quotes.GetAtr(lookbackPeriods: period).Select(i => i.Atr.Null2NaN()!);
             const int AdditionalPeriods = 500;
 
-<<<<<<< HEAD
-            for (int i = QL.Length - 1; i > period + 500; i--)
-=======
             for (int i = QL.Length - 1; i > period + AdditionalPeriods; i--)
->>>>>>> dev
             {
                 Assert.InRange(atrValues.ElementAt(i) - QL[i].Value, -range, range);
             }

lib/averages/Frama.cs

@@ -81,16 +81,8 @@ public class Frama : AbstractBase
             }
         }
 
-<<<<<<< HEAD
-        protected override double Calculation()
-    {
-        ManageState(Input.IsNew);
-
-        _buffer.Add(Input.Value, Input.IsNew);
-=======
         double n1 = (hh - ll) / _period;
         double n2 = (hh1 - ll1 + hh2 - ll2) / (_period / 2);
->>>>>>> dev
 
         double d = (Math.Log(n2 + double.Epsilon) - Math.Log(n1 + double.Epsilon)) / Math.Log(2);
 

lib/averages/Qema.cs

@@ -2,33 +2,24 @@ namespace QuanTAlib;
 
 public class Qema : AbstractBase
 {
-    private readonly double _k1, _k2, _k3, _k4;
+
     private readonly Ema _ema1, _ema2, _ema3, _ema4;
     private double _lastQema, _p_lastQema;
 
-<<<<<<< HEAD
-    public Qema(double k1 = 0.2, double k2 = 0.2, double k3 = 0.2, double k4 = 0.2) : base()
-=======
     public Qema(double k1 = 0.2, double k2 = 0.2, double k3 = 0.2, double k4 = 0.2)
->>>>>>> dev
     {
         if (k1 <= 0 || k2 <= 0 || k3 <= 0 || k4 <= 0)
         {
-            throw new ArgumentOutOfRangeException("All k values must be in the range (0, 1].");
+            throw new ArgumentOutOfRangeException(nameof(k1), "All k values must be in the range (0, 1].");
         }
 
-        _k1 = k1;
-        _k2 = k2;
-        _k3 = k3;
-        _k4 = k4;
-
         _ema1 = new Ema(k1);
         _ema2 = new Ema(k2);
         _ema3 = new Ema(k3);
         _ema4 = new Ema(k4);
 
         Name = $"QEMA ({k1:F2},{k2:F2},{k3:F2},{k4:F2})";
-        double smK = Math.Min(Math.Min(_k1, _k2), Math.Min(_k3, _k4));
+        double smK = Math.Min(Math.Min(k1, k2), Math.Min(k3, k4));
 
         WarmupPeriod = (int)((2 - smK) / smK);
         Init();

lib/averages/Rma.cs

@@ -1,45 +1,29 @@
 using System;
-using System.Runtime.CompilerServices;
 
-<<<<<<< HEAD
-namespace QuanTAlib
-{
-
-    public class Rma : AbstractBase
-    {
-        private readonly int _period;
-        private double _alpha;
-        private double _lastRMA;
-        private double _savedLastRMA;
-
-        public Rma(int period) : base()
-        {
-            if (period < 1)
-            {
-                throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
-            }
-            _period = period;
-            WarmupPeriod = period * 2;
-            _alpha = 1.0 / _period;  // Wilder's smoothing factor
-            Name = $"Rma({_period})";
-            Init();
-        }
-
-        public Rma(object source, int period) : this(period)
-        {
-            var pubEvent = source.GetType().GetEvent("Pub");
-            pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
-        }
-=======
 namespace QuanTAlib;
-
+/// <summary>
-
+/// RMA: Relative Moving Average (also known as Wilder's Moving Average)
+/// RMA is similar to EMA but uses a different smoothing factor.
+/// </summary>
+/// <remarks>
+/// Key characteristics:
+/// - Uses no buffer, relying only on the previous RMA value.
+/// - The weight of new data points (alpha) is calculated as 1 / period.
+/// - Provides a smoother curve compared to SMA and EMA, reacting more slowly to price changes.
+///
+/// Calculation method:
+/// RMA = (Previous RMA * (period - 1) + New Data) / period
+///
+/// Sources:
+/// - https://www.tradingview.com/pine-script-reference/v5/#fun_ta{dot}rma
+/// - https://www.investopedia.com/terms/w/wilders-smoothing.asp
+/// </remarks>
 public class Rma : AbstractBase
 {
     private readonly int _period;
+    private double _lastRma;
     private readonly double _alpha;
-    private double _lastRMA;
+    private double _savedLastRma;
-    private double _savedLastRMA;
 
     public Rma(int period)
     {
@@ -63,21 +47,22 @@ public class Rma : AbstractBase
     public override void Init()
     {
         base.Init();
-        _lastRMA = 0;
+        _lastRma = 0;
-        _savedLastRMA = 0;
+        _savedLastRma = 0;
     }
 
     protected override void ManageState(bool isNew)
     {
-        if (!isNew)
+        if (isNew)
         {
-            _lastRMA = _savedLastRMA;
+            _savedLastRma = _lastRma;
-            return;
+            _lastValidValue = Input.Value;
+            _index++;
+        }
+        else
+        {
+            _lastRma = _savedLastRma;
         }
-
-        _savedLastRMA = _lastRMA;
-        _lastValidValue = Input.Value;
-        _index++;
     }
 
     protected override double Calculation()
@@ -88,73 +73,22 @@ public class Rma : AbstractBase
 
         if (_index == 1)
         {
-            return Input.Value;
+            rma = Input.Value;
         }
-
+        else if (_index <= _period)
-        if (_index <= _period)
         {
             // Simple average during initial period
-            return (_lastRMA * (_index - 1) + Input.Value) / _index;
+            rma = (_lastRma * (_index - 1) + Input.Value) / _index;
+        }
+        else
+        {
+            // Wilder's smoothing method
+            rma = _alpha * (_lastRma -  Input.Value) + _lastRma;
         }
 
-        // Wilder's smoothing method
+        _lastRma = rma;
-        return _alpha * (Input.Value - _lastRMA) + _lastRMA;
-    }
-
-    _lastRMA = rma;
         IsHot = _index >= WarmupPeriod;
->>>>>>> dev
 
-        public override void Init()
+        return rma;
-        {
-            base.Init();
-            _lastRMA = 0;
-            _savedLastRMA = 0;
-        }
-
-        protected override void ManageState(bool isNew)
-        {
-            if (isNew)
-            {
-                _savedLastRMA = _lastRMA;
-                _lastValidValue = Input.Value;
-                _index++;
-            }
-            else
-            {
-                _lastRMA = _savedLastRMA;
-            }
-        }
-
-        protected override double Calculation()
-        {
-            ManageState(Input.IsNew);
-
-            double rma;
-
-            if (_index == 1)
-            {
-                rma = Input.Value;
-            }
-            else if (_index <= _period)
-            {
-                // Simple average during initial period
-                rma = (_lastRMA * (_index - 1) + Input.Value) / _index;
-            }
-            else
-            {
-                // Wilder's smoothing method
-                rma = _alpha * (Input.Value - _lastRMA) + _lastRMA;
-            }
-
-            _lastRMA = rma;
-            IsHot = _index >= WarmupPeriod;
-
-            return rma;
-        }
     }
-<<<<<<< HEAD
 }
-=======
-}
->>>>>>> dev

lib/core/AbstractBarBase.cs

@@ -8,7 +8,7 @@ namespace QuanTAlib;
 /// and methods used by inheriting indicator types. It handles the basic flow of
 /// receiving bar data, performing calculations, and publishing results.
 /// </remarks>
-public abstract class AbstractBarBase : iTValue
+public abstract class AbstractBarBase : ITValue
 {
     public DateTime Time { get; set; }
     public double Value { get; set; }

lib/core/circularbuffer.cs

@@ -89,9 +89,9 @@ public class CircularBuffer : IEnumerable<double>
     }
 
     [MethodImpl(MethodImplOptions.NoInlining)]
-    private static void ThrowArgumentOutOfRangeException()
+    private static void ThrowArgumentOutOfRangeException(string paramName)
     {
-        throw new ArgumentOutOfRangeException("index", "Index is out of range.");
+        throw new ArgumentOutOfRangeException(paramName, "Index is out of range.");
     }
 
     /// <summary>
@@ -221,13 +221,6 @@ public class CircularBuffer : IEnumerable<double>
         if (_start + _size <= Capacity)
         {
             return new ReadOnlySpan<double>(_buffer, _start, _size);
-<<<<<<< HEAD
-        }
-        else
-        {
-            return new ReadOnlySpan<double>(ToArray());
-=======
->>>>>>> dev
         }
 
         return new ReadOnlySpan<double>(ToArray());

lib/feeds/GbmFeed.cs

@@ -8,11 +8,7 @@ public class GbmFeed : TBarSeries
     private readonly Random _random;
     private double _lastClose, _lastHigh, _lastLow;
 
-<<<<<<< HEAD
-    public GbmFeed(double initialPrice = 100.0, double mu = 0.05, double sigma = 0.2) : base()
-=======
     public GbmFeed(double initialPrice = 100.0, double mu = 0.05, double sigma = 0.2)
->>>>>>> dev
     {
         _lastClose = _lastHigh = _lastLow = initialPrice;
         _mu = mu;
@@ -26,7 +22,6 @@ public class GbmFeed : TBarSeries
     public void Add(int count)
     {
         DateTime startTime = DateTime.UtcNow - TimeSpan.FromHours(count);
-        TBar lastBar = new();
         for (int i = 0; i < count; i++)
         {
             Add(startTime, true);

lib/statistics/Min.cs

@@ -26,11 +26,7 @@ public class Min : AbstractBase
     /// <exception cref="ArgumentOutOfRangeException">
     /// Thrown when period is less than 1 or decay is negative.
     /// </exception>
-<<<<<<< HEAD
-    public Min(int period, double decay = 0) : base()
-=======
     public Min(int period, double decay = 0)
->>>>>>> dev
     {
         if (period < 1)
         {

lib/statistics/Mode.cs

@@ -21,11 +21,7 @@ public class Mode : AbstractBase
     /// <exception cref="ArgumentOutOfRangeException">
     /// Thrown when period is less than 1.
     /// </exception>
-<<<<<<< HEAD
-    public Mode(int period) : base()
-=======
     public Mode(int period)
->>>>>>> dev
     {
         if (period < 1)
         {

lib/statistics/Percentile.cs

@@ -24,11 +24,7 @@ public class Percentile : AbstractBase
     /// <exception cref="ArgumentOutOfRangeException">
     /// Thrown when period is less than 2 or percent is not between 0 and 100.
     /// </exception>
-<<<<<<< HEAD
-    public Percentile(int period, double percent) : base()
-=======
     public Percentile(int period, double percent)
->>>>>>> dev
     {
         if (period < 2)
         {

lib/statistics/Skew.cs

@@ -22,11 +22,7 @@ public class Skew : AbstractBase
     /// <exception cref="ArgumentOutOfRangeException">
     /// Thrown when period is less than 3.
     /// </exception>
-<<<<<<< HEAD
-    public Skew(int period) : base()
-=======
     public Skew(int period)
->>>>>>> dev
     {
         if (period < 3)
         {

lib/statistics/Stddev.cs

@@ -11,7 +11,6 @@ namespace QuanTAlib;
 /// </remarks>
 public class Stddev : AbstractBase
 {
-    private readonly int Period;
     private readonly bool IsPopulation;
     private readonly CircularBuffer _buffer;
 
@@ -26,17 +25,12 @@ public class Stddev : AbstractBase
     /// <exception cref="ArgumentOutOfRangeException">
     /// Thrown when period is less than 2.
     /// </exception>
-<<<<<<< HEAD
-    public Stddev(int period, bool isPopulation = false) : base()
-=======
     public Stddev(int period, bool isPopulation = false)
->>>>>>> dev
     {
         if (period < 2)
         {
             throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2.");
         }
-        Period = period;
         IsPopulation = isPopulation;
         WarmupPeriod = 0;
         _buffer = new CircularBuffer(period);

lib/statistics/Variance.cs

@@ -11,7 +11,6 @@ namespace QuanTAlib;
 /// </remarks>
 public class Variance : AbstractBase
 {
-    private readonly int Period;
     private readonly bool IsPopulation;
     private readonly CircularBuffer _buffer;
 
@@ -26,17 +25,12 @@ public class Variance : AbstractBase
     /// <exception cref="ArgumentOutOfRangeException">
     /// Thrown when period is less than 2.
     /// </exception>
-<<<<<<< HEAD
-    public Variance(int period, bool isPopulation = false) : base()
-=======
     public Variance(int period, bool isPopulation = false)
->>>>>>> dev
     {
         if (period < 2)
         {
             throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2.");
         }
-        Period = period;
         IsPopulation = isPopulation;
         WarmupPeriod = 0;
         _buffer = new CircularBuffer(period);

lib/statistics/Zscore.cs

@@ -21,11 +21,7 @@ public class Zscore : AbstractBase
     /// <exception cref="ArgumentOutOfRangeException">
     /// Thrown when period is less than 2.
     /// </exception>
-<<<<<<< HEAD
-    public Zscore(int period) : base()
-=======
     public Zscore(int period)
->>>>>>> dev
     {
         if (period < 2)
         {

lib/volatility/Atr.cs

@@ -8,11 +8,7 @@ namespace QuanTAlib;
 /// of the true range. The true range is the greatest of: current high - current low,
 /// absolute value of current high - previous close, or absolute value of current low - previous close.
 /// </remarks>
-<<<<<<< HEAD
-public class Atr : AbstractBarBase
-=======
 public class Atr : AbstractBase
->>>>>>> dev
 {
     private readonly Ema _ma;
     private double _prevClose, _p_prevClose;
@@ -86,11 +82,7 @@ public class Atr : AbstractBase
     /// </remarks>
     protected override double Calculation()
     {
-<<<<<<< HEAD
-        ManageState(Input.IsNew);
-=======
         ManageState(BarInput.IsNew);
->>>>>>> dev
 
         double trueRange = Math.Max(
             Math.Max(
@@ -101,11 +93,7 @@ public class Atr : AbstractBase
         );
         if (_index < 2)
         {
-<<<<<<< HEAD
-            trueRange = Input.High - Input.Low;
-=======
             trueRange = BarInput.High - BarInput.Low;
->>>>>>> dev
         }
 
         TValue emaTrueRange = _ma.Calc(new TValue(Input.Time, trueRange, Input.IsNew));

lib/volatility/Historical.cs

@@ -25,11 +25,7 @@ public class Historical : AbstractBase
     /// <exception cref="ArgumentOutOfRangeException">
     /// Thrown when period is less than 2.
     /// </exception>
-<<<<<<< HEAD
-    public Historical(int period, bool isAnnualized = true) : base()
-=======
     public Historical(int period, bool isAnnualized = true)
->>>>>>> dev
     {
         if (period < 2)
         {

lib/volatility/Realized.cs

@@ -25,11 +25,7 @@ public class Realized : AbstractBase
     /// <exception cref="ArgumentOutOfRangeException">
     /// Thrown when period is less than 2.
     /// </exception>
-<<<<<<< HEAD
-    public Realized(int period, bool isAnnualized = true) : base()
-=======
     public Realized(int period, bool isAnnualized = true)
->>>>>>> dev
     {
         if (period < 2)
         {

lib/volatility/Rvi.cs

@@ -15,7 +15,6 @@ namespace QuanTAlib;
 /// </remarks>
 public class Rvi : AbstractBase
 {
-    private readonly int Period;
     private readonly Stddev _upStdDev, _downStdDev;
     private readonly Sma _upSma, _downSma;
     private double _previousClose;
@@ -27,17 +26,13 @@ public class Rvi : AbstractBase
     /// <exception cref="ArgumentOutOfRangeException">
     /// Thrown when period is less than 2.
     /// </exception>
-<<<<<<< HEAD
-    public Rvi(int period) : base()
-=======
     public Rvi(int period)
->>>>>>> dev
     {
         if (period < 2)
         {
             throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2.");
         }
-        Period = period;
+        int Period = period;
         WarmupPeriod = period;
         Name = $"RVI(period={period})";
         _upStdDev = new Stddev(Period);
@@ -109,18 +104,7 @@ public class Rvi : AbstractBase
         _downSma.Calc(_downStdDev.Calc(new TValue(Input.Time, downMove, Input.IsNew)));
 
         double rvi;
-<<<<<<< HEAD
-        if (_upSma.Value + _downSma.Value != 0)
-        {
-            rvi = 100 * _upSma.Value / (_upSma.Value + _downSma.Value);
-        }
-        else
-        {
-            rvi = 0;
-        }
-=======
         rvi = (_upSma.Value + _downSma.Value != 0) ? 100 * _upSma.Value / (_upSma.Value + _downSma.Value) : 0;
->>>>>>> dev
 
         _previousClose = close;
         IsHot = _index >= WarmupPeriod;