feat: update Qodana configuration to disable failure conditions and improve build stability

refactor: enhance Bilateral and SMA indicators to handle edge cases and improve state management
refactor: clean up whitespace and formatting in various test files for consistency

lib/trends/alma/Alma.Validation.Tests.cs

@@ -152,4 +152,3 @@ public sealed class AlmaValidationTests : IDisposable
         _output.WriteLine("ALMA Batch validated successfully against Ooples");
     }
 }
-

lib/trends/bessel/Bessel.Validation.Tests.cs

@@ -58,4 +58,3 @@ public sealed class BesselValidationTests : IDisposable
         _output.WriteLine("Bessel validated internally: Span vs TSeries are consistent.");
     }
 }
-

lib/trends/bessel/Bessel.cs

@@ -113,6 +113,18 @@ public sealed class Bessel : AbstractBase, IDisposable
             }
         }
 
+        // Handle case where all inputs are NaN
+        if (_state.Count == 0)
+        {
+            _state.LastValidValue = double.NaN;
+            _state.F1 = double.NaN;
+            _state.F2 = double.NaN;
+            _state.IsHot = false;
+            Last = new TValue(DateTime.MinValue, double.NaN);
+            _p_state = _state;
+            return;
+        }
+
         for (; i < len; i++)
         {
             double val = source[i];

lib/trends/bilateral/Bilateral.Quantower.Tests.cs

@@ -113,7 +113,6 @@ public class BilateralIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-
     [Fact]
     public void BilateralIndicator_MultipleUpdates_ProducesCorrectSequence()
     {

lib/trends/bilateral/Bilateral.Tests.cs

@@ -106,6 +106,37 @@ public class BilateralTests
         Assert.False(indicator.IsHot);
         Assert.Equal(1, indicator.Update(new TValue(DateTime.UtcNow, 1)).Value); // Center val 1, weights 0? No, center val is returned if weights 0.
     }
+
+    [Fact]
+    public void Update_IsNew_False_OnEmptyBuffer_DoesNotCrash()
+    {
+        // Test edge case: calling Update with isNew:false before any isNew:true
+        var indicator = new Bilateral(3);
+        
+        // This should not crash - buffer is empty, so we treat it as first value
+        var result = indicator.Update(new TValue(DateTime.UtcNow, 5.0), isNew: false);
+        
+        // Should have added the value to the buffer
+        Assert.True(double.IsFinite(result.Value));
+        Assert.Equal(5.0, result.Value); // Single value, so result is that value
+    }
+
+    [Fact]
+    public void Update_IsNew_False_AfterReset_DoesNotCrash()
+    {
+        // Test edge case: calling Update with isNew:false after Reset
+        var indicator = new Bilateral(3);
+        
+        indicator.Update(new TValue(DateTime.UtcNow, 1));
+        indicator.Update(new TValue(DateTime.UtcNow, 2));
+        indicator.Reset();
+        
+        // Buffer is now empty, isNew:false should not crash
+        var result = indicator.Update(new TValue(DateTime.UtcNow, 7.0), isNew: false);
+        
+        Assert.True(double.IsFinite(result.Value));
+        Assert.Equal(7.0, result.Value);
+    }
     
     [Fact]
     public void AllModes_ProduceSameResult()

lib/trends/bilateral/Bilateral.Validation.Tests.cs

@@ -191,4 +191,3 @@ public sealed class BilateralValidationTests : IDisposable
         }
     }
 }
-

lib/trends/bilateral/Bilateral.cs

@@ -168,11 +168,21 @@ public sealed class Bilateral : AbstractBase
             _state.SumSq = currentSumSq;
             
             double val = GetValidValue(input.Value);
-            double oldNewest = _buffer.Newest; // Get current newest before overwriting
-            _buffer.UpdateNewest(val);
             
-            _state.SumSq -= (oldNewest * oldNewest);
-            _state.SumSq += (val * val);
+            // Defensive check: if buffer is empty, treat as first value
+            if (_buffer.Count == 0)
+            {
+                _buffer.Add(val);
+                _state.SumSq += (val * val);
+            }
+            else
+            {
+                double oldNewest = _buffer.Newest; // Get current newest before overwriting
+                _buffer.UpdateNewest(val);
+                
+                _state.SumSq -= (oldNewest * oldNewest);
+                _state.SumSq += (val * val);
+            }
         }
 
         double result = CalculateBilateral();

lib/trends/blma/Blma.cs

@@ -63,11 +63,12 @@ public sealed class Blma : AbstractBase, IDisposable
 
     public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
     {
+        TimeSpan increment = step ?? TimeSpan.FromMilliseconds(1);
         DateTime time = DateTime.UtcNow;
         foreach (var value in source)
         {
             Update(new TValue(time, value));
-            time = time.AddMilliseconds(1);
+            time = time.Add(increment);
         }
     }
 

lib/trends/conv/Conv.Quantower.Tests.cs

@@ -112,7 +112,6 @@ public class ConvIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-
     [Fact]
     public void ConvIndicator_MultipleUpdates_ProducesCorrectSequence()
     {

lib/trends/dema/Dema.Quantower.Tests.cs

@@ -1,4 +1,4 @@
-using Xunit;
+using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
@@ -111,7 +111,6 @@ public class DemaIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-
     [Fact]
     public void DemaIndicator_MultipleUpdates_ProducesCorrectDemaSequence()
     {
@@ -153,5 +152,4 @@ public class DemaIndicatorTests
                 $"Source {source} should produce finite value");
         }
     }
-
 }

lib/trends/dema/Dema.Validation.Tests.cs

@@ -195,4 +195,3 @@ public sealed class DemaValidationTests : IDisposable
         _output.WriteLine("DEMA validated successfully against Ooples logic (2*EMA - EMA(EMA))");
     }
 }
-

lib/trends/dwma/Dwma.Validation.Tests.cs

@@ -186,4 +186,3 @@ public sealed class DwmaValidationTests : IDisposable
         _output.WriteLine("DWMA validated against TA-Lib (Chained WMA)");
     }
 }
-

lib/trends/ema/Ema.cs

@@ -215,7 +215,7 @@ public sealed class Ema : AbstractBase
         double val = GetValidValue(input.Value);
         val = Compute(val, _alpha, _decay, ref _state);
         Last = new TValue(input.Time, val);
-        PubEvent(Last);
+        PubEvent(Last, isNew);
         return Last;
     }
 

lib/trends/hma/Hma.Quantower.Tests.cs

@@ -112,7 +112,6 @@ public class HmaIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-
     [Fact]
     public void HmaIndicator_MultipleUpdates_ProducesCorrectHmaSequence()
     {

lib/trends/hma/Hma.Validation.Tests.cs

@@ -192,4 +192,3 @@ public sealed class HmaValidationTests : IDisposable
         _output.WriteLine("HMA Batch(TSeries) validated successfully against Ooples");
     }
 }
-

lib/trends/htit/Htit.cs

@@ -79,8 +79,8 @@ public sealed class Htit : AbstractBase
 
     public override void Reset()
     {
-        _state = default;
-        _p_state = default;
+        _state = new State();
+        _p_state = new State();
 
         _priceBuffer.Clear();
         _smoothBuffer.Clear();

lib/trends/jma/Jma.Quantower.Tests.cs

@@ -113,7 +113,6 @@ public class JmaIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-
     [Fact]
     public void JmaIndicator_MultipleUpdates_ProducesCorrectSequence()
     {

lib/trends/jma/Jma.Tests.cs

@@ -256,7 +256,6 @@ public class JmaTests
         Assert.NotEqual(jmaPowerDefault.Last.Value, jmaPower2.Last.Value);
     }
 
-
     [Fact]
     public void Jma_SpanCalc_HandlesNaN()
     {

lib/trends/kama/Kama.Validation.Tests.cs

@@ -276,4 +276,3 @@ public sealed class KamaValidationTests : IDisposable
         _output.WriteLine("KAMA validated successfully against Ooples");
     }
 }
-

lib/trends/lsma/Lsma.Quantower.Tests.cs

@@ -112,7 +112,6 @@ public class LsmaIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-
     [Fact]
     public void LsmaIndicator_MultipleUpdates_ProducesCorrectSequence()
     {

lib/trends/lsma/Lsma.Validation.Tests.cs

@@ -1,4 +1,4 @@
-using System;
+using System;
 using System.Collections.Generic;
 using System.Linq;
 using OoplesFinance.StockIndicators;
@@ -83,5 +83,4 @@ public class LsmaValidationTests
         }
         _output.WriteLine("LSMA Span validated successfully against Skender");
     }
-
 }

lib/trends/mama/Mama.cs

@@ -262,8 +262,14 @@ public sealed class Mama : AbstractBase
         return new TSeries(t, v);
     }
 
+    /// <summary>
+    /// Primes the indicator with historical data.
+    /// </summary>
+    /// <param name="source">Historical price data</param>
+    /// <param name="step">Time step parameter (unused for this indicator but required by base signature)</param>
     public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
     {
+        _ = step; // Parameter required by base signature but not used by MAMA
         foreach (var value in source)
         {
             Step(value, true);
@@ -447,11 +453,8 @@ public sealed class Mama : AbstractBase
                 // Set initial p_state
                 p_mama = avg;
                 p_fama = avg;
-                p_period = 0; // Initial period state
+                p_period = 0;
                 p_phase = 0;
-
-                // Initialize other state variables if needed for next iteration logic?
-                // Actually they just stay 0/default until we hit count > 6
             }
 
             output[i] = mama;

lib/trends/pwma/Pwma.Quantower.cs

@@ -1,4 +1,4 @@
-using System;
+using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
@@ -54,5 +54,4 @@ public sealed class PwmaIndicator : Indicator, IWatchlistIndicator
         double value = _pwma!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew).Value;
         _series!.SetValue(value, _pwma.IsHot, ShowColdValues);
     }
-
 }

lib/trends/sma/Sma.Quantower.Tests.cs

@@ -36,7 +36,6 @@ public class SmaIndicatorTests
         Assert.Contains("15", indicator.ShortName, StringComparison.Ordinal);
     }
 
-
     [Fact]
     public void SmaIndicator_Initialize_CreatesInternalSma()
     {
@@ -103,7 +102,6 @@ public class SmaIndicatorTests
         Assert.True(double.IsFinite(secondValue));
     }
 
-
     [Fact]
     public void SmaIndicator_MultipleUpdates_ProducesCorrectSmaSequence()
     {

lib/trends/sma/Sma.cs

@@ -36,6 +36,7 @@ public sealed class Sma : AbstractBase
     private record struct State(double Sum, double LastInput, double LastValidValue, int TickCount);
     private State _state;
     private State _p_state;
+    private double _currentBarValue;  // Value added during isNew=true, survives state restore
 
     private const int ResyncInterval = 1000;
 
@@ -186,19 +187,27 @@ public sealed class Sma : AbstractBase
     {
         if (isNew)
         {
+            // Capture previous state BEFORE any mutation
+            _p_state = _state;
+            
             double val = GetValidValue(input.Value);
             UpdateState(val);
             _state.LastInput = val;
-
-            _p_state = _state;
+            _currentBarValue = val;  // Store the value added for this bar
         }
         else
         {
+            // Restore scalar state to pre-mutation values
             _state = _p_state;
+            
             double val = GetValidValue(input.Value);
-
-            _state.Sum = _state.Sum - _state.LastInput + val;
+            // Update sum: remove the value that was added during isNew=true, add the new correction value
+            _state.Sum = _state.Sum - _currentBarValue + val;
+            
+            // Update the buffer's newest value and sync its internal sum with our state sum
             _buffer.UpdateNewest(val);
+            _state.Sum = _buffer.RecalculateSum(); // Ensure sums stay in sync
+            // DO NOT update _currentBarValue here - it must remain the original value from isNew=true
         }
 
         double result = _buffer.Count > 0 ? _state.Sum / _buffer.Count : double.NaN;
@@ -597,6 +606,7 @@ public sealed class Sma : AbstractBase
         _buffer.Clear();
         _state = default;
         _p_state = default;
+        _currentBarValue = default;
         Last = default;
     }
 }

lib/trends/ssf/Ssf.Validation.Tests.cs

@@ -75,4 +75,3 @@ public sealed class SsfValidationTests : IDisposable
         _output.WriteLine("SSF validated successfully against Ooples");
     }
 }
-

lib/trends/trima/Trima.Validation.Tests.cs

@@ -1,4 +1,4 @@
-using System;
+using System;
 using System.Collections.Generic;
 using System.Linq;
 using Skender.Stock.Indicators;
@@ -139,5 +139,4 @@ public class TrimaValidationTests
         }
         _output.WriteLine("TRIMA Span validated successfully against TA-Lib");
     }
-
 }