Afirma + documentation +semver: patch

lib/averages/Alma.cs

@@ -17,15 +17,15 @@ public class Alma : AbstractBase
     private readonly int _period;
     private readonly double _offset;
     private readonly double _sigma;
-    private readonly CircularBuffer? _buffer;
-    private readonly CircularBuffer? _weight;
+    private CircularBuffer? _buffer;
+    private CircularBuffer? _weight;
     private double _norm;
 
     /// <param name="period">The number of data points used in the ALMA calculation.</param>
     /// <param name="offset">Controls the smoothness and high-frequency filtering. Default is 0.85.</param>
     /// <param name="sigma">Controls the shape of the Gaussian distribution. Default is 6.</param>
     /// <exception cref="ArgumentException">Thrown when period is less than 1.</exception>
-    public Alma(int period, double offset = 0.85, double sigma = 6)
+    public Alma(int period, double offset = 0.85, double sigma = 6) : base()
     {
         if (period < 1)
         {
@@ -36,8 +36,6 @@ public class Alma : AbstractBase
         _sigma = sigma;
         WarmupPeriod = period;
         Name = "Alma";
-        _buffer = new CircularBuffer(_period);
-        _weight = new CircularBuffer(_period);
         Init();
     }
 
@@ -54,6 +52,8 @@ public class Alma : AbstractBase
     public override void Init()
     {
         base.Init();
+        _buffer = new CircularBuffer(_period);
+        _weight = new CircularBuffer(_period);
         _norm = 0;
     }
 

lib/averages/Convolution.cs

@@ -4,8 +4,8 @@ public class Convolution : AbstractBase
 {
     private readonly double[] _kernel;
     private readonly int _kernelSize;
-    private readonly CircularBuffer _buffer;
-    private readonly double[] _normalizedKernel;
+    private CircularBuffer _buffer;
+    private double[] _normalizedKernel;
 
     public Convolution(double[] kernel)
     {

lib/averages/Dema.cs

@@ -28,7 +28,7 @@ public class Dema : AbstractBase
     private double _lastEma2, _p_lastEma2;
     private double _k, _e, _p_e;
 
-    public Dema(int period)
+    public Dema(int period) : base()
     {
         if (period < 1)
         {

lib/averages/Dsma.cs

@@ -50,8 +50,8 @@ public class Dsma : AbstractBase
         _buffer = new CircularBuffer(period);
 
         // SuperSmoother filter coefficients
-        double _a1 = Math.Exp(-1.414 * Math.PI / (0.5 * period));
-        double _b1 = 2 * _a1 * Math.Cos(1.414 * Math.PI / (0.5 * period));
+        _a1 = Math.Exp(-1.414 * Math.PI / (0.5 * period));
+        _b1 = 2 * _a1 * Math.Cos(1.414 * Math.PI / (0.5 * period));
         _c2 = _b1;
         _c3 = -_a1 * _a1;
         _c1 = 1 - _c2 - _c3;

lib/averages/Ema.cs

@@ -25,14 +25,12 @@ public class Ema : AbstractBase
     // inherited _index
     // inherited _value
     private readonly int _period;
-    private readonly CircularBuffer _sma;
+    private CircularBuffer _sma;
     private double _lastEma, _p_lastEma;
-    private double _e, _p_e;
-    private readonly double _k;
-    private bool _isInit, _p_isInit;
-    private readonly bool _useSma;
+    private double _k, _e, _p_e;
+    private bool _isInit, _p_isInit, _useSma;
 
-    public Ema(int period, bool useSma = true)
+    public Ema(int period, bool useSma = true) : base()
     {
         if (period < 1)
         {
@@ -47,14 +45,13 @@ public class Ema : AbstractBase
         Init();
     }
 
-    public Ema(double alpha)
+    public Ema(double alpha) : base()
     {
         _k = alpha;
         _useSma = false;
         _sma = new(1);
         _period = 1;
         WarmupPeriod = (int)Math.Ceiling(Math.Log(0.05) / Math.Log(1 - _k)); //95th percentile
-        _sma = new(_period);
         Init();
     }
 
@@ -72,6 +69,7 @@ public class Ema : AbstractBase
         _lastEma = 0;
         _isInit = false;
         _p_isInit = false;
+        _sma = new(_period);
     }
 
     protected override void ManageState(bool isNew)

lib/averages/Frama.cs

@@ -6,20 +6,14 @@ namespace QuanTAlib
     {
         private readonly int _period;
         private readonly double _fc;
-        private readonly CircularBuffer _buffer;
+        private CircularBuffer _buffer;
         private double _lastFrama;
         private double _prevLastFrama;
 
-        public Frama(int period, double fc = 0.5)
+        public Frama(int period, double fc = 0.5) : base()
         {
             if (period < 2)
-            {
                 throw new ArgumentException("Period must be at least 2", nameof(period));
-            }
-            if (fc <= 0 || fc >= 1)
-            {
-                throw new ArgumentException("Fc must be between 0 and 1", nameof(fc));
-            }
 
             _period = period;
             _fc = fc;
@@ -51,7 +45,7 @@ namespace QuanTAlib
         protected override double Calculation()
         {
             ManageState(Input.IsNew);
-
+            
             _buffer.Add(Input.Value, Input.IsNew);
 
             if (_buffer.Count < _period)
@@ -84,11 +78,11 @@ namespace QuanTAlib
             }
 
             double n1 = (hh - ll) / _period;
-            double n2 = (hh1 - ll1 + hh2 - ll2) / half;
+            double n2 = (hh1 - ll1 + hh2 - ll2) / (_period / 2);
 
-            double d = (Math.Log(n1 + double.Epsilon) - Math.Log(n2 + double.Epsilon)) / Math.Log(2);
+            double d = (Math.Log(n2 + double.Epsilon) - Math.Log(n1 + double.Epsilon)) / Math.Log(2);
 
-            double alpha = Math.Exp(-4.6 * (d - 1) * _fc);
+            double alpha = Math.Exp(-4.6 * (d - 1));
             alpha = Math.Max(Math.Min(alpha, 1), 0.01);  // Ensure alpha is between 0.01 and 1
 
             _lastFrama = alpha * (Input.Value - _lastFrama) + _lastFrama;

lib/averages/Htit.cs

@@ -1,7 +1,7 @@
 //not working yet
 //TODO consistency test
 
-namespace QuanTAlib;
+using QuanTAlib;
 
 public class Htit : AbstractBase
 {
@@ -18,10 +18,10 @@ public class Htit : AbstractBase
     private readonly CircularBuffer _sdBuffer = new(2);
     private readonly CircularBuffer _itBuffer = new(4);
 
-    private double _lastPd;
-    private double _p_lastPd;
+    private double _lastPd = 0;
+    private double _p_lastPd = 0;
 
-    public Htit()
+    public Htit() : base()
     {
         Name = "Htit";
         WarmupPeriod = 12;

lib/averages/Hwma.cs

@@ -15,7 +15,7 @@ public class Hwma : AbstractBase
     {
     }
 
-    public Hwma(int period, double nA, double nB, double nC)
+    public Hwma(int period, double nA, double nB, double nC) : base()
     {
         if (period < 1)
         {

lib/averages/Jma.cs

@@ -1,34 +1,37 @@
-namespace QuanTAlib;
+using QuanTAlib;
 //TODO consistency test
 public class Jma : AbstractBase
 {
-    private readonly int Period;
+    public readonly int Period;
     private readonly double _phase;
-    private readonly CircularBuffer _values;
-    private readonly CircularBuffer _voltyShort;
-    private readonly CircularBuffer _vsumBuff;
+    private readonly int _vshort, _vlong;
+    private CircularBuffer _values;
+    private CircularBuffer _voltyShort;
+    private CircularBuffer _vsumBuff;
+    private CircularBuffer _avoltyBuff;
 
     private double _beta, _len1, _pow1;
     private double _upperBand, _lowerBand, _prevMa1, _prevDet0, _prevDet1, _prevJma;
     private double _p_UpperBand, _p_LowerBand, _p_prevMa1, _p_prevDet0, _p_prevDet1, _p_prevJma;
 
-    public Jma(int period, double phase = 0, int vshort = 10)
+    public Jma(int period, double phase = 0, int vshort = 10) : base()
     {
         if (period < 1)
         {
             throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
         }
         Period = period;
-        int _vshort = vshort;
-        int _vlong = 65;
+        _vshort = vshort;
+        _vlong = 65;
         _phase = Math.Clamp((phase * 0.01) + 1.5, 0.5, 2.5);
 
         _values = new CircularBuffer(period);
-        _voltyShort = new CircularBuffer(_vshort);
+        _voltyShort = new CircularBuffer(vshort);
         _vsumBuff = new CircularBuffer(_vlong);
+        _avoltyBuff = new CircularBuffer(2);
 
         Name = "JMA";
-        WarmupPeriod = 65;
+        WarmupPeriod = period * 2;
         Init();
     }
 
@@ -39,6 +42,9 @@ public class Jma : AbstractBase
         _beta = 0.45 * (Period - 1) / (0.45 * (Period - 1) + 2);
         _len1 = Math.Max((Math.Log(Math.Sqrt(Period - 1)) / Math.Log(2.0)) + 2.0, 0);
         _pow1 = Math.Max(_len1 - 2.0, 0.5);
+        _avoltyBuff.Clear();
+        _avoltyBuff.Add(0, true);
+        _avoltyBuff.Add(0, true);
         base.Init();
     }
 
@@ -91,9 +97,9 @@ public class Jma : AbstractBase
         double vsum = _vsumBuff.Newest() + 0.1 * (volty - _voltyShort.Oldest());
         _vsumBuff.Add(vsum, Input.IsNew);
 
-        double avolty = 0;
-        for (int i = 0; i < _vsumBuff.Count; i++) { avolty += _vsumBuff[i]; }
-        avolty /= _vsumBuff.Count;
+        double prevAvolty = _avoltyBuff.Newest();
+        double avolty = prevAvolty + 2.0 / (Math.Max(4.0 * Period, 30) + 1.0) * (vsum - prevAvolty);
+        _avoltyBuff.Add(avolty, Input.IsNew);
 
         double dVolty = (avolty > 0) ? volty / avolty : 0;
         dVolty = Math.Min(Math.Max(dVolty, 1.0), Math.Pow(_len1, 1.0 / _pow1));

lib/averages/Kama.cs

@@ -6,10 +6,10 @@ public class Kama : AbstractBase
 {
     private readonly int _period;
     private readonly double _scFast, _scSlow;
-    private readonly CircularBuffer? _buffer;
+    private CircularBuffer? _buffer;
     private double _lastKama, _p_lastKama;
 
-    public Kama(int period, int fast = 2, int slow = 30)
+    public Kama(int period, int fast = 2, int slow = 30) : base()
     {
         if (period < 1)
         {
@@ -20,7 +20,6 @@ public class Kama : AbstractBase
         _scSlow = 2.0 / (slow + 1);
         WarmupPeriod = period;
         Name = $"Kama({_period}, {fast}, {slow})";
-        _buffer = new CircularBuffer(_period + 1);
         Init();
     }
 
@@ -33,7 +32,7 @@ public class Kama : AbstractBase
     public override void Init()
     {
         base.Init();
-
+        _buffer = new CircularBuffer(_period + 1);
         _lastKama = 0;
     }
 

lib/averages/Ltma.cs

@@ -10,12 +10,10 @@ public class Ltma : AbstractBase
 
     public double Gamma => _gamma;
 
-    public Ltma(double gamma = 0.1)
+    public Ltma(double gamma = 0.1) : base()
     {
         if (gamma < 0 || gamma > 1)
-        {
             throw new ArgumentOutOfRangeException(nameof(gamma), "Gamma must be between 0 and 1.");
-        }
         _gamma = gamma;
         Name = $"Laguerre({gamma:F2})";
         WarmupPeriod = 4; // Minimum number of samples needed

lib/averages/Maaf.cs

@@ -8,13 +8,12 @@ public class Maaf : AbstractBase
 {
     private readonly CircularBuffer _priceBuffer;
     private readonly CircularBuffer _smoothBuffer;
-    private double _prevFilter, _prevValue2;
-    private readonly double _threshold;
+    private double _prevFilter, _prevValue2, _threshold;
     private double _p_prevFilter, _p_prevValue2;
 
     private readonly int _period;
 
-    public Maaf(int Period = 39, double Threshold = 0.002)
+    public Maaf(int Period = 39, double Threshold = 0.002) : base()
     {
         _period = Period;
         _threshold = Threshold;
@@ -95,10 +94,7 @@ public class Maaf : AbstractBase
             length -= 2;
         }
 
-        if (length < 3)
-        {
-            length = 3;
-        }
+        if (length < 3) length = 3;
 
         double finalAlpha = 2.0 / (length + 1);
         double filter = finalAlpha * (smooth - _prevFilter) + _prevFilter;

lib/averages/Mama.cs

@@ -1,17 +1,17 @@
-namespace QuanTAlib;
-
+using QuanTAlib;
+using System;
 
 public class Mama : AbstractBase
 {
     private readonly double _fastLimit, _slowLimit;
-    private readonly CircularBuffer _pr, _sm, _dt, _i1, _q1, _i2, _q2, _re, _im, _pd, _ph;
+    private CircularBuffer _pr, _sm, _dt, _i1, _q1, _i2, _q2, _re, _im, _pd, _ph;
     private double _mama, _fama;
     private double _prevMama, _prevFama, _sumPr;
     private double _p_prevMama, _p_prevFama, _p_sumPr;
 
     public TValue Fama { get; private set; }
 
-    public Mama(double fastLimit = 0.5, double slowLimit = 0.05)
+    public Mama(double fastLimit = 0.5, double slowLimit = 0.05) : base()
     {
         Fama = new TValue();
         Name = $"Mama({_fastLimit:F2}, {_slowLimit:F2})";

lib/averages/Mgdi.cs

@@ -5,7 +5,7 @@ public class Mgdi : AbstractBase
     private readonly int _period;
     private readonly double _kFactor;
     private double _prevMd, _p_prevMd;
-    public Mgdi(int period, double kFactor = 0.6) 
+    public Mgdi(int period, double kFactor = 0.6) : base()
     {
         if (period <= 0)
         {

lib/averages/Mma.cs

@@ -9,7 +9,7 @@ namespace QuanTAlib
         private readonly CircularBuffer _buffer;
         private double _lastMma;
 
-        public Mma(int period) 
+        public Mma(int period) : base()
         {
             if (period < 2)
             {

lib/averages/Qema.cs

@@ -2,25 +2,31 @@ 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;
 
-    public Qema(double k1 = 0.2, double k2 = 0.2, double k3 = 0.2, double k4 = 0.2)
+    public Qema(double k1=0.2, double k2=0.2, double k3=0.2, double k4=0.2) : base()
     {
-        if (k1 <= 0 || k2 <= 0 || k3 <= 0 || k4 <= 0)
+        if (k1 <= 0 || k2 <= 0 || k3 <= 0 || k4 <= 0 )
         {
-            throw new ArgumentOutOfRangeException(nameof(k1), "All k values must be in the range (0, 1].");
+            throw new ArgumentOutOfRangeException("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);
+        WarmupPeriod = (int) ((2 - smK) / smK);
         Init();
     }
 

lib/averages/Rema.cs

@@ -12,16 +12,12 @@ public class Rema : AbstractBase
     public int Period => _period;
     public double Lambda => _lambda;
 
-    public Rema(int period, double lambda = 0.5)
+    public Rema(int period, double lambda = 0.5) : base()
     {
         if (period < 1)
-        {
             throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
-        }
         if (lambda < 0)
-        {
             throw new ArgumentOutOfRangeException(nameof(lambda), "Lambda must be non-negative.");
-        }
 
         _period = period;
         _lambda = lambda;

lib/averages/Rma.cs

@@ -5,12 +5,11 @@ namespace QuanTAlib {
 
 public class Rma : AbstractBase {
     private readonly int _period;
-    private readonly double _alpha;
+    private double _alpha;
     private double _lastRMA;
     private double _savedLastRMA;
 
-    public Rma(int period)
-    {
+    public Rma(int period) : base() {
         if (period < 1) {
             throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }

lib/averages/Sma.cs

@@ -4,10 +4,10 @@ public class Sma : AbstractBase
 {
     // inherited _index
     // inherited _value
-    private readonly int Period;
-    private readonly CircularBuffer _buffer;
+    public readonly int Period;
+    private CircularBuffer _buffer;
 
-    public Sma(int period)
+    public Sma(int period) : base()
     {
         if (period < 1)
         {

lib/averages/Smma.cs

@@ -5,10 +5,10 @@ namespace QuanTAlib;
 public class Smma : AbstractBase
 {
     private readonly int _period;
-    private readonly CircularBuffer? _buffer;
+    private CircularBuffer? _buffer;
     private double _lastSmma, _p_lastSmma;
 
-    public Smma(int period)
+    public Smma(int period) : base()
     {
         if (period < 1)
         {
@@ -17,7 +17,6 @@ public class Smma : AbstractBase
         _period = period;
         WarmupPeriod = period;
         Name = $"Smma({_period})";
-        _buffer = new CircularBuffer(_period);
         Init();
     }
 
@@ -30,6 +29,7 @@ public class Smma : AbstractBase
     public override void Init()
     {
         base.Init();
+        _buffer = new CircularBuffer(_period);
         _lastSmma = 0;
     }
 

lib/averages/T3.cs

@@ -3,27 +3,30 @@ namespace QuanTAlib;
 public class T3 : AbstractBase
 {
     private readonly int _period;
+    private readonly double _vfactor;
     private readonly bool _useSma;
-    private readonly double _k, _c1, _c2, _c3, _c4;
+    private readonly double _k, _k1m, _c1, _c2, _c3, _c4;
     private readonly CircularBuffer _buffer1, _buffer2, _buffer3, _buffer4, _buffer5, _buffer6;
     private double _lastEma1, _lastEma2, _lastEma3, _lastEma4, _lastEma5, _lastEma6;
     private double _p_lastEma1, _p_lastEma2, _p_lastEma3, _p_lastEma4, _p_lastEma5, _p_lastEma6;
 
-    public T3(int period, double vfactor = 0.7, bool useSma = true)
+    public T3(int period, double vfactor = 0.7, bool useSma = true) : base()
     {
         if (period < 1)
         {
             throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
         _period = period;
+        _vfactor = vfactor;
         _useSma = useSma;
         WarmupPeriod = period;
 
         _k = 2.0 / (_period + 1);
-        _c1 = -vfactor * vfactor * vfactor;
-        _c2 = 3 * vfactor * vfactor + 3 * vfactor * vfactor * vfactor;
-        _c3 = -6 * vfactor * vfactor - 3 * vfactor - 3 * vfactor * vfactor * vfactor;
-        _c4 = 1 + 3 * vfactor + vfactor * vfactor * vfactor + 3 * vfactor * vfactor;
+        _k1m = 1.0 - _k;
+        _c1 = -_vfactor * _vfactor * _vfactor;
+        _c2 = 3 * _vfactor * _vfactor + 3 * _vfactor * _vfactor * _vfactor;
+        _c3 = -6 * _vfactor * _vfactor - 3 * _vfactor - 3 * _vfactor * _vfactor * _vfactor;
+        _c4 = 1 + 3 * _vfactor + _vfactor * _vfactor * _vfactor + 3 * _vfactor * _vfactor;
 
         _buffer1 = new(period);
         _buffer2 = new(period);
@@ -33,7 +36,7 @@ public class T3 : AbstractBase
         _buffer6 = new(period);
 
 
-        Name = $"T3({_period}, {vfactor})";
+        Name = $"T3({_period}, {_vfactor})";
         Init();
     }
 

lib/averages/Tema.cs

@@ -8,7 +8,7 @@ public class Tema : AbstractBase
     private double _lastEma3, _p_lastEma3;
     private double _k, _e, _p_e;
 
-    public Tema(int period) 
+    public Tema(int period) : base()
     {
         if (period < 1)
         {
@@ -58,7 +58,7 @@ public class Tema : AbstractBase
     {
         double result, _ema1, _ema2, _ema3;
         ManageState(Input.IsNew);
-
+        
         _e = (_e > 1e-10) ? (1 - _k) * _e : 0;
         double _invE = (_e > 1e-10) ? 1 / (1 - _e) : 1;
 

lib/averages/Vidya.cs

@@ -10,10 +10,10 @@ public class Vidya : AbstractBase
     private readonly int _longPeriod;
     private readonly double _alpha;
     private double _lastVIDYA, _p_lastVIDYA;
-    private readonly CircularBuffer? _shortBuffer;
-    private readonly CircularBuffer? _longBuffer;
+    private CircularBuffer? _shortBuffer;
+    private CircularBuffer? _longBuffer;
 
-    public Vidya(int shortPeriod, int longPeriod = 0, double alpha = 0.2)
+    public Vidya(int shortPeriod, int longPeriod = 0, double alpha = 0.2) : base()
     {
         if (shortPeriod < 1)
         {
@@ -24,8 +24,6 @@ public class Vidya : AbstractBase
         _alpha = alpha;
         WarmupPeriod = _longPeriod;
         Name = $"Vidya({_shortPeriod},{_longPeriod})";
-        _shortBuffer = new CircularBuffer(_shortPeriod);
-        _longBuffer = new CircularBuffer(_longPeriod);
         Init();
     }
 
@@ -40,6 +38,8 @@ public class Vidya : AbstractBase
     {
         base.Init();
         _lastVIDYA = 0;
+        _shortBuffer = new CircularBuffer(_shortPeriod);
+        _longBuffer = new CircularBuffer(_longPeriod);
     }
 
     protected override void ManageState(bool isNew)
@@ -59,7 +59,7 @@ public class Vidya : AbstractBase
     protected override double Calculation()
     {
         ManageState(Input.IsNew);
-
+        
         _shortBuffer!.Add(Input.Value, Input.IsNew);
         _longBuffer!.Add(Input.Value, Input.IsNew);
 
@@ -83,7 +83,7 @@ public class Vidya : AbstractBase
     }
 
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
-    private static double CalculateStdDev(CircularBuffer buffer)
+    private double CalculateStdDev(CircularBuffer buffer)
     {
         double mean = buffer.Average();
         double sumSquaredDiff = buffer.Sum(x => Math.Pow(x - mean, 2));

lib/averages/Wma.cs

@@ -1,9 +1,8 @@
 namespace QuanTAlib;
 
-//TODO fix WMA - passing Talib test
-
 public class Wma : AbstractBase
 {
+    private readonly int _period;
     private readonly Convolution _convolution;
 
     public Wma(int period)
@@ -12,9 +11,10 @@ public class Wma : AbstractBase
         {
             throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
-        _convolution = new Convolution(GenerateWmaKernel(period));
+        _period = period;
+        _convolution = new Convolution(GenerateWmaKernel(_period));
         Name = "Wma";
-        WarmupPeriod = period;
+        WarmupPeriod = _period;
         Init();
     }
 

lib/averages/Zlema.cs

@@ -6,11 +6,12 @@ namespace QuanTAlib;
 public class Zlema : AbstractBase
 {
     private readonly int _period;
-    private readonly CircularBuffer? _buffer;
-    private readonly double _alpha;
+    private CircularBuffer? _buffer;
+    private double _alpha;
+    private int _lag;
     private double _lastZLEMA, _p_lastZLEMA;
 
-    public Zlema(int period)
+    public Zlema(int period) : base()
     {
         if (period < 1)
         {
@@ -19,8 +20,8 @@ public class Zlema : AbstractBase
         _period = period;
         WarmupPeriod = period;
         _alpha = 2.0 / (_period + 1);
+        _lag = (_period - 1) / 2;
         Name = $"Zlema({_period})";
-        _buffer = new CircularBuffer(_period);
         Init();
     }
 
@@ -33,6 +34,7 @@ public class Zlema : AbstractBase
     public override void Init()
     {
         base.Init();
+        _buffer = new CircularBuffer(_period);
         _lastZLEMA = 0;
     }
 
@@ -53,7 +55,7 @@ public class Zlema : AbstractBase
     protected override double Calculation()
     {
         ManageState(Input.IsNew);
-
+        
         _buffer!.Add(Input.Value, Input.IsNew);
 
         int lag = Math.Max(Math.Min((int)((_period - 1) * 0.5), _buffer.Count - 1), 0) + 1;

lib/core/circularbuffer.cs

@@ -7,8 +7,8 @@ namespace QuanTAlib;
 public class CircularBuffer : IEnumerable<double>
 {
     private readonly double[] _buffer;
-    private int _start;
-    private int _size;
+    private int _start = 0;
+    private int _size = 0;
 
     public int Capacity { get; }
     public int Count => _size;
@@ -69,9 +69,7 @@ public class CircularBuffer : IEnumerable<double>
     public double Newest()
     {
         if (_size == 0)
-        {
             return 0;
-        }
         return _buffer[(_start + _size - 1) % Capacity];
     }
 
@@ -79,9 +77,7 @@ public class CircularBuffer : IEnumerable<double>
     public double Oldest()
     {
         if (_size == 0)
-        {
             ThrowInvalidOperationException();
-        }
         return _buffer[_start];
     }
 
@@ -113,9 +109,7 @@ public class CircularBuffer : IEnumerable<double>
         public bool MoveNext()
         {
             if (_index + 1 >= _buffer._size)
-            {
                 return false;
-            }
 
             _index++;
             _current = _buffer[_index];
@@ -131,9 +125,7 @@ public class CircularBuffer : IEnumerable<double>
             _current = default;
         }
 
-        public void Dispose() {
-            // not implemented
-        }
+        public void Dispose() { }
     }
 
     [MethodImpl(MethodImplOptions.AggressiveInlining)]

lib/core/tbar.cs

@@ -54,11 +54,11 @@ public class TBarSeries : List<TBar>
 {
     private readonly TBar Default = new(DateTime.MinValue, double.NaN, double.NaN, double.NaN, double.NaN, double.NaN);
 
-    public TSeries Open { get; set; }
-    public TSeries High { get; set; }
-    public TSeries Low { get; set; }
-    public TSeries Close { get; set; }
-    public TSeries Volume { get; set; }
+    public TSeries Open;
+    public TSeries High;
+    public TSeries Low;
+    public TSeries Close;
+    public TSeries Volume;
 
 
     public TBar Last => Count > 0 ? this[^1] : Default;

lib/core/tvalue.cs

@@ -52,6 +52,12 @@ public class TSeries : List<TValue>
         var pubEvent = source.GetType().GetEvent("Pub");
         if (pubEvent != null)
         {
+            /*
+            var nameProperty = source.GetType().GetProperty("Name");
+            if (nameProperty != null) {
+                Name = nameProperty.GetValue(nameProperty)?.ToString()!;
+            }
+            */
             pubEvent.AddEventHandler(source, new ValueSignal(Sub));
         }
     }

lib/feeds/GbmFeed.cs

@@ -1,3 +1,5 @@
+using System.CommandLine.Rendering.Views;
+
 namespace QuanTAlib;
 
 public class GbmFeed : TBarSeries
@@ -6,7 +8,7 @@ public class GbmFeed : TBarSeries
 	private readonly Random _random;
 	private double _lastClose, _lastHigh, _lastLow;
 
-	public GbmFeed(double initialPrice = 100.0, double mu = 0.05, double sigma = 0.2)
+	public GbmFeed(double initialPrice = 100.0, double mu = 0.05, double sigma = 0.2) : base()
 	{
 		_lastClose = _lastHigh = _lastLow = initialPrice;
 		_mu = mu;
@@ -20,6 +22,7 @@ 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/quantalib.csproj

@@ -1,38 +1,57 @@
 <Project Sdk="Microsoft.NET.Sdk">
-  <PropertyGroup>
-    <Title>QuanTAlib</Title>
-    <Product>Library of TA Calculations, Charts and Strategies for Quantower</Product>
-    <Description>Quantitative Technical Analysis Library in C# for Quantower</Description>
-    <RepositoryType>git</RepositoryType>
-    <RepositoryUrl>https://github.com/mihakralj/QuanTAlib</RepositoryUrl>
-    <Authors>Miha Kralj</Authors>
-    <Copyright>Miha Kralj</Copyright>
-    <PackageLicenseExpression>Apache-2.0</PackageLicenseExpression>
-    <PackageReadmeFile>readme.md</PackageReadmeFile>
-    <RootNamespace>QuanTAlib</RootNamespace>
-    <AssemblyName>QuanTAlib</AssemblyName>
-    <IsPublishable>True</IsPublishable>
-    <GeneratePackageOnBuild>True</GeneratePackageOnBuild>
-    <PackageTags>Indicators;Stock;Market;Technical;Analysis;Algorithmic;Trading;Trade;Trend;Momentum;Finance;Algorithm;Algo;AlgoTrading;Financial;Strategy;Chart;Charting;Oscillator;Overlay;Equity;Bitcoin;Crypto;Cryptocurrency;Forex;Quantitative;Historical;Quotes;</PackageTags>
-    <NoWarn>$(NoWarn);NU5104</NoWarn>
-    <PackageIcon>QuanTAlib2.png</PackageIcon>
-    <PackageIconUrl>https://raw.githubusercontent.com/mihakralj/QuanTAlib/main/.github/QuanTAlib2.png</PackageIconUrl>
-    <EnforceCodeStyleInBuild>True</EnforceCodeStyleInBuild>
-  </PropertyGroup>
 
+  <PropertyGroup>
+ 		<Title>QuanTAlib</Title>
+		<Product>Library of TA Calculations, Charts and Strategies for Quantower</Product>
+		<Description>Quantitative Technical Analysis Library in C# for Quantower</Description>
+    <RepositoryType>git</RepositoryType>
+		<RepositoryUrl>https://github.com/mihakralj/QuanTAlib</RepositoryUrl>
+		<PublishRepositoryUrl>true</PublishRepositoryUrl>
+		<Authors>Miha Kralj</Authors>
+		<Copyright>Miha Kralj</Copyright>
+		<PackageLicenseExpression>Apache-2.0</PackageLicenseExpression>
+		<PackageReadmeFile>readme.md</PackageReadmeFile>
+    <TargetFramework>net8.0</TargetFramework>
+    <ImplicitUsings>enable</ImplicitUsings>
+    <LangVersion>preview</LangVersion>
+		<Nullable>enable</Nullable>
+    <DisableImplicitNamespaceImports>false</DisableImplicitNamespaceImports>
+    <NeutralLanguage>en-US</NeutralLanguage>
+		<RootNamespace>QuanTAlib</RootNamespace>
+		<AssemblyName>QuanTAlib</AssemblyName>
+    <IsPublishable>True</IsPublishable>
+    <PlatformTarget>AnyCPU</PlatformTarget>
+		<AllowUnsafeBlocks>False</AllowUnsafeBlocks>
+    <DebugType>full</DebugType>
+    <ProduceReferenceAssembly>True</ProduceReferenceAssembly>
+    <GeneratePackageOnBuild>True</GeneratePackageOnBuild>
+		<PackageTags>
+      Indicators;Stock;Market;Technical;Analysis;Algorithmic;Trading;Trade;Trend;Momentum;Finance;Algorithm;Algo;
+      AlgoTrading;Financial;Strategy;Chart;Charting;Oscillator;Overlay;Equity;Bitcoin;Crypto;Cryptocurrency;Forex;
+      Quantitative;Historical;Quotes;
+    </PackageTags>
+    <NoWarn>$(NoWarn);NU5104</NoWarn>
+    <GenerateAssemblyVersionAttribute>false</GenerateAssemblyVersionAttribute>
+    <GenerateAssemblyFileVersionAttribute>false</GenerateAssemblyFileVersionAttribute>
+    <GenerateAssemblyInformationalVersionAttribute>false</GenerateAssemblyInformationalVersionAttribute>
+  </PropertyGroup>
+  <PropertyGroup>
+		<PackageIcon>QuanTAlib2.png</PackageIcon>
+		<PackageIconUrl>https://raw.githubusercontent.com/mihakralj/QuanTAlib/main/.github/QuanTAlib2.png</PackageIconUrl>
+		<EnforceCodeStyleInBuild>True</EnforceCodeStyleInBuild>
+	</PropertyGroup>
   <ItemGroup>
     <None Include="readme.md" Pack="true" PackagePath=""/>
     <None Include="..\.github\QuanTAlib2.png" Pack="true" Visible="false" PackagePath=""/>
-    <PackageReference Include="Microsoft.DotNet.Interactive.Formatting" Version="1.0.0-beta.24229.4" />
-    <PackageReference Include="System.Text.Json" Version="9.0.0-rc.1.24431.7" />
+    <PackageReference Include="Microsoft.DotNet.Interactive.Formatting" Version="1.0.0-beta.21459.1" />
   </ItemGroup>
-
   <ItemGroup>
     <Reference Include="TradingPlatform.BusinessLayer">
-      <HintPath>..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
+    <HintPath>..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
     </Reference>
     <None Include="..\.github\TradingPlatform.BusinessLayer.xml">
       <Link>TradingPlatform.BusinessLayer.xml</Link>
     </None>
   </ItemGroup>
+
 </Project>

lib/statistics/Entropy.cs

@@ -7,9 +7,9 @@ using System.Linq;
 public class Entropy : AbstractBase
 {
     public readonly int Period;
-    private readonly CircularBuffer _buffer;
+    private CircularBuffer _buffer;
 
-    public Entropy(int period)
+    public Entropy(int period) : base()
     {
         if (period < 2)
         {

lib/statistics/Kurtosis.cs

@@ -4,9 +4,9 @@ namespace QuanTAlib;
 public class Kurtosis : AbstractBase
 {
     public readonly int Period;
-    private readonly CircularBuffer _buffer;
+    private CircularBuffer _buffer;
 
-    public Kurtosis(int period)
+    public Kurtosis(int period) : base()
     {
         if (period < 4)
         {

lib/statistics/Max.cs

@@ -5,12 +5,12 @@ namespace QuanTAlib
     public class Max : AbstractBase
     {
         public readonly int Period;
-        private readonly CircularBuffer _buffer;
+        private CircularBuffer _buffer;
         private readonly double _halfLife;
         private double _currentMax, _p_currentMax;
         private int _timeSinceNewMax, _p_timeSinceNewMax;
 
-        public Max(int period, double decay = 0)
+        public Max(int period, double decay = 0) : base()
         {
             if (period < 1)
             {

lib/statistics/Median.cs

@@ -6,9 +6,9 @@ namespace QuanTAlib
     public class Median : AbstractBase
     {
         public readonly int Period;
-        private readonly CircularBuffer _buffer;
+        private CircularBuffer _buffer;
 
-        public Median(int period)
+        public Median(int period) : base()
         {
             if (period < 1)
             {

lib/statistics/Min.cs

@@ -5,12 +5,12 @@ namespace QuanTAlib
     public class Min : AbstractBase
     {
         public readonly int Period;
-        private readonly CircularBuffer _buffer;
+        private CircularBuffer _buffer;
         private readonly double _halfLife;
         private double _currentMin, _p_currentMin;
         private int _timeSinceNewMin, _p_timeSinceNewMin;
 
-        public Min(int period, double decay = 0)
+        public Min(int period, double decay = 0) : base()
         {
             if (period < 1)
             {

lib/statistics/Mode.cs

@@ -3,9 +3,9 @@ namespace QuanTAlib;
 public class Mode : AbstractBase
 {
     public readonly int Period;
-    private readonly CircularBuffer _buffer;
+    private CircularBuffer _buffer;
 
-    public Mode(int period)
+    public Mode(int period) : base()
     {
         if (period < 1)
         {

lib/statistics/Percentile.cs

@@ -7,9 +7,9 @@ public class Percentile : AbstractBase
 {
     public readonly int Period;
     public readonly double Percent;
-    private readonly CircularBuffer _buffer;
+    private CircularBuffer _buffer;
 
-    public Percentile(int period, double percent)
+    public Percentile(int period, double percent) : base()
     {
         if (period < 2)
         {

lib/statistics/Skew.cs

@@ -6,9 +6,9 @@ using System.Linq;
 public class Skew : AbstractBase
 {
     public readonly int Period;
-    private readonly CircularBuffer _buffer;
+    private CircularBuffer _buffer;
 
-    public Skew(int period)
+    public Skew(int period) : base()
     {
         if (period < 3)
         {

lib/statistics/Stddev.cs

@@ -7,9 +7,9 @@ namespace QuanTAlib
     {
         public readonly int Period;
         public readonly bool IsPopulation;
-        private readonly CircularBuffer _buffer;
+        private CircularBuffer _buffer;
 
-        public Stddev(int period, bool isPopulation = false)
+        public Stddev(int period, bool isPopulation = false) : base()
         {
             if (period < 2)
             {

lib/statistics/Variance.cs

@@ -7,9 +7,9 @@ namespace QuanTAlib
     {
         public readonly int Period;
         public readonly bool IsPopulation;
-        private readonly CircularBuffer _buffer;
+        private CircularBuffer _buffer;
 
-        public Variance(int period, bool isPopulation = false)
+        public Variance(int period, bool isPopulation = false) : base()
         {
             if (period < 2)
             {

lib/statistics/Zscore.cs

@@ -6,9 +6,9 @@ using System.Linq;
 public class Zscore : AbstractBase
 {
     public readonly int Period;
-    private readonly CircularBuffer _buffer;
+    private CircularBuffer _buffer;
 
-    public Zscore(int period)
+    public Zscore(int period) : base()
     {
         if (period < 2)
         {