Refactor error handling and calculations in TheilU, Wmape, and TukeyBiweight classes; update buffer handling for consistency

- Updated buffer handling in TheilU and Wmape classes to ensure consistency after adding new values.
- Changed the resync interval constant in TukeyBiweight for better clarity.
- Refactored state structures to record structs in Gauss, Hann, Hp, Hpf, Kalman, Loess, Notch, and other filter classes for improved performance and readability.
- Enhanced numerical stability in Mama class calculations using Fused Multiply-Add (FMA) for precision.
- Added comprehensive tests for Atan2 validation to compare .NET's Math.Atan2 with PineScript's implementation, ensuring accuracy across various edge cases.
- Updated NDepend badges to reflect changes in classes, methods, and lines of code.

lib/channels/bbands/Bbands.Quantower.cs

@@ -60,11 +60,10 @@ public class BbandsIndicator : Indicator, IWatchlistIndicator
     protected override void OnUpdate(UpdateArgs args)
     {
         var priceSelector = Source.GetPriceSelector();
-        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        var item = HistoricalData[0, SeekOriginHistory.End];
         double price = priceSelector(item);
-        var time = HistoricalData.Time();
-        
-        TValue input = new(time, price);
+
+        TValue input = new(item.TimeLeft, price);
         TValue result = bbands!.Update(input, args.IsNewBar());
 
         MiddleSeries!.SetValue(result.Value, bbands.IsHot, ShowColdValues);

lib/channels/bbands/Bbands.cs

@@ -255,40 +255,64 @@ public sealed class Bbands : AbstractBase
         // Calculate SMA using static batch method
         Sma.Batch(source, middle, period);
 
-        // Calculate standard deviation and bands
-        for (int i = 0; i < len; i++)
+        // Calculate standard deviation and bands using O(n) rolling sums
+        // Instead of O(n²) nested loop, maintain running sum and sumSq
+        double rollingSum = 0.0;
+        double rollingSumSq = 0.0;
+
+        // Initialize rolling sums for first window
+        for (int i = 0; i < Math.Min(period, len); i++)
         {
+            double val = source[i];
+            if (double.IsFinite(val))
+            {
+                rollingSum += val;
+                rollingSumSq += val * val;
+            }
+
             if (i < period - 1)
             {
                 upper[i] = double.NaN;
                 lower[i] = double.NaN;
-                continue;
             }
+        }
 
-            // Calculate standard deviation for the current window
-            double sum = 0.0;
-            double sumSq = 0.0;
-            int count = 0;
+        // Process first complete window
+        if (len >= period)
+        {
+            double mean = rollingSum / period;
+            double variance = (rollingSumSq / period) - (mean * mean);
+            variance = Math.Max(0.0, variance); // Guard against negative due to floating point
+            double stdDev = Math.Sqrt(variance);
+            double offset = multiplier * stdDev;
+            upper[period - 1] = middle[period - 1] + offset;
+            lower[period - 1] = middle[period - 1] - offset;
+        }
 
-            for (int j = i - period + 1; j <= i; j++)
+        // Process remaining bars with O(1) rolling update
+        for (int i = period; i < len; i++)
+        {
+            // Remove outgoing value (leftmost of previous window)
+            double outgoing = source[i - period];
+            if (double.IsFinite(outgoing))
             {
-                double val = source[j];
-                if (double.IsFinite(val))
-                {
-                    sum += val;
-                    sumSq += val * val;
-                    count++;
-                }
+                rollingSum -= outgoing;
+                rollingSumSq -= outgoing * outgoing;
             }
 
-            double variance = 0.0;
-            if (count > 0)
+            // Add incoming value (current)
+            double incoming = source[i];
+            if (double.IsFinite(incoming))
             {
-                double mean = sum / count;
-                variance = (sumSq / count) - (mean * mean);
-                variance = Math.Max(0.0, variance); // Guard against negative due to floating point
+                rollingSum += incoming;
+                rollingSumSq += incoming * incoming;
             }
 
+            // Calculate variance from rolling sums: Var = E[X²] - E[X]²
+            double mean = rollingSum / period;
+            double variance = (rollingSumSq / period) - (mean * mean);
+            variance = Math.Max(0.0, variance); // Guard against negative due to floating point
+
             double stdDev = Math.Sqrt(variance);
             double offset = multiplier * stdDev;
 

lib/channels/dchannel/Dchannel.cs

@@ -16,14 +16,8 @@ public sealed class Dchannel : ITValuePublisher
     private readonly int _period;
     private readonly double[] _hBuf;
     private readonly double[] _lBuf;
-    private readonly int[] _hDeque;
-    private readonly int[] _lDeque;
-
-    // Queue state
-    private int _hHead;
-    private int _hCount;
-    private int _lHead;
-    private int _lCount;
+    private readonly MonotonicDeque _maxDeque;
+    private readonly MonotonicDeque _minDeque;
 
     // Rolling counters
     private int _count;
@@ -53,12 +47,8 @@ public sealed class Dchannel : ITValuePublisher
         _period = period;
         _hBuf = new double[_period];
         _lBuf = new double[_period];
-        _hDeque = new int[_period];
-        _lDeque = new int[_period];
-        _hHead = 0;
-        _lHead = 0;
-        _hCount = 0;
-        _lCount = 0;
+        _maxDeque = new MonotonicDeque(_period);
+        _minDeque = new MonotonicDeque(_period);
         _count = 0;
         _index = -1;
         _state = new State(double.NaN, double.NaN, false);
@@ -96,90 +86,6 @@ public sealed class Dchannel : ITValuePublisher
         return (high, low);
     }
 
-    [MethodImpl(MethodImplOptions.AggressiveInlining)]
-    private void PushMax(long logicalIndex, double value)
-    {
-        // Expire old indices
-        long expire = logicalIndex - _period;
-        while (_hCount > 0 && _hDeque[_hHead] <= expire)
-        {
-            _hHead = (_hHead + 1) % _period;
-            _hCount--;
-        }
-
-        // Maintain monotonic non-increasing deque
-        int backIdx;
-        while (_hCount > 0)
-        {
-            backIdx = (_hHead + _hCount - 1) % _period;
-            int bufIdx = _hDeque[backIdx] % _period;
-            if (_hBuf[bufIdx] <= value)
-            {
-                _hCount--;
-            }
-            else
-            {
-                break;
-            }
-        }
-
-        int tail = (_hHead + _hCount) % _period;
-        _hDeque[tail] = (int)logicalIndex;
-        _hCount++;
-    }
-
-    [MethodImpl(MethodImplOptions.AggressiveInlining)]
-    private void PushMin(long logicalIndex, double value)
-    {
-        long expire = logicalIndex - _period;
-        while (_lCount > 0 && _lDeque[_lHead] <= expire)
-        {
-            _lHead = (_lHead + 1) % _period;
-            _lCount--;
-        }
-
-        int backIdx;
-        while (_lCount > 0)
-        {
-            backIdx = (_lHead + _lCount - 1) % _period;
-            int bufIdx = _lDeque[backIdx] % _period;
-            if (_lBuf[bufIdx] >= value)
-            {
-                _lCount--;
-            }
-            else
-            {
-                break;
-            }
-        }
-
-        int tail = (_lHead + _lCount) % _period;
-        _lDeque[tail] = (int)logicalIndex;
-        _lCount++;
-    }
-
-    private void RebuildDeques()
-    {
-        _hHead = 0;
-        _lHead = 0;
-        _hCount = 0;
-        _lCount = 0;
-
-        if (_count == 0)
-            return;
-
-        long startLogical = _index - _count + 1;
-        for (int i = 0; i < _count; i++)
-        {
-            long logicalIndex = startLogical + i;
-            int bufIdx = (int)(logicalIndex % _period);
-            double h = _hBuf[bufIdx];
-            double l = _lBuf[bufIdx];
-            PushMax(logicalIndex, h);
-            PushMin(logicalIndex, l);
-        }
-    }
-
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public TValue Update(TBar input, bool isNew = true)
     {
@@ -213,17 +119,18 @@ public sealed class Dchannel : ITValuePublisher
 
         if (isNew)
         {
-            PushMax(_index, high);
-            PushMin(_index, low);
+            _maxDeque.PushMax(_index, high, _hBuf);
+            _minDeque.PushMin(_index, low, _lBuf);
         }
         else
         {
             // Correcting current bar: rebuild deques to maintain consistency
-            RebuildDeques();
+            _maxDeque.RebuildMax(_hBuf, _index, _count);
+            _minDeque.RebuildMin(_lBuf, _index, _count);
         }
 
-        double top = _hBuf[_hDeque[_hHead] % _period];
-        double bot = _lBuf[_lDeque[_lHead] % _period];
+        double top = _maxDeque.GetExtremum(_hBuf);
+        double bot = _minDeque.GetExtremum(_lBuf);
         double mid = (top + bot) * 0.5;
 
         if (!IsHot && _count >= _period)
@@ -296,10 +203,8 @@ public sealed class Dchannel : ITValuePublisher
     {
         Array.Clear(_hBuf);
         Array.Clear(_lBuf);
-        _hHead = 0;
-        _lHead = 0;
-        _hCount = 0;
-        _lCount = 0;
+        _maxDeque.Reset();
+        _minDeque.Reset();
         _count = 0;
         _index = -1;
         _state = new State(double.NaN, double.NaN, false);
@@ -390,4 +295,4 @@ public sealed class Dchannel : ITValuePublisher
         var results = indicator.Update(source);
         return (results, indicator);
     }
-}
+}

lib/channels/mmchannel/Mmchannel.cs

@@ -1,4 +1,3 @@
-using System.Buffers;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
@@ -16,14 +15,8 @@ public sealed class Mmchannel : ITValuePublisher
     private readonly int _period;
     private readonly double[] _hBuf;
     private readonly double[] _lBuf;
-    private readonly int[] _hDeque;
-    private readonly int[] _lDeque;
-
-    // Queue state
-    private int _hHead;
-    private int _hCount;
-    private int _lHead;
-    private int _lCount;
+    private readonly MonotonicDeque _maxDeque;
+    private readonly MonotonicDeque _minDeque;
 
     // Rolling counters
     private int _count;
@@ -53,12 +46,8 @@ public sealed class Mmchannel : ITValuePublisher
         _period = period;
         _hBuf = new double[_period];
         _lBuf = new double[_period];
-        _hDeque = new int[_period];
-        _lDeque = new int[_period];
-        _hHead = 0;
-        _lHead = 0;
-        _hCount = 0;
-        _lCount = 0;
+        _maxDeque = new MonotonicDeque(_period);
+        _minDeque = new MonotonicDeque(_period);
         _count = 0;
         _index = -1;
         _state = new State(double.NaN, double.NaN, false);
@@ -96,90 +85,6 @@ public sealed class Mmchannel : ITValuePublisher
         return (high, low);
     }
 
-    [MethodImpl(MethodImplOptions.AggressiveInlining)]
-    private void PushMax(long logicalIndex, double value)
-    {
-        // Expire old indices
-        long expire = logicalIndex - _period;
-        while (_hCount > 0 && _hDeque[_hHead] <= expire)
-        {
-            _hHead = (_hHead + 1) % _period;
-            _hCount--;
-        }
-
-        // Maintain monotonic non-increasing deque
-        int backIdx;
-        while (_hCount > 0)
-        {
-            backIdx = (_hHead + _hCount - 1) % _period;
-            int bufIdx = _hDeque[backIdx] % _period;
-            if (_hBuf[bufIdx] <= value)
-            {
-                _hCount--;
-            }
-            else
-            {
-                break;
-            }
-        }
-
-        int tail = (_hHead + _hCount) % _period;
-        _hDeque[tail] = (int)logicalIndex;
-        _hCount++;
-    }
-
-    [MethodImpl(MethodImplOptions.AggressiveInlining)]
-    private void PushMin(long logicalIndex, double value)
-    {
-        long expire = logicalIndex - _period;
-        while (_lCount > 0 && _lDeque[_lHead] <= expire)
-        {
-            _lHead = (_lHead + 1) % _period;
-            _lCount--;
-        }
-
-        int backIdx;
-        while (_lCount > 0)
-        {
-            backIdx = (_lHead + _lCount - 1) % _period;
-            int bufIdx = _lDeque[backIdx] % _period;
-            if (_lBuf[bufIdx] >= value)
-            {
-                _lCount--;
-            }
-            else
-            {
-                break;
-            }
-        }
-
-        int tail = (_lHead + _lCount) % _period;
-        _lDeque[tail] = (int)logicalIndex;
-        _lCount++;
-    }
-
-    private void RebuildDeques()
-    {
-        _hHead = 0;
-        _lHead = 0;
-        _hCount = 0;
-        _lCount = 0;
-
-        if (_count == 0)
-            return;
-
-        long startLogical = _index - _count + 1;
-        for (int i = 0; i < _count; i++)
-        {
-            long logicalIndex = startLogical + i;
-            int bufIdx = (int)(logicalIndex % _period);
-            double h = _hBuf[bufIdx];
-            double l = _lBuf[bufIdx];
-            PushMax(logicalIndex, h);
-            PushMin(logicalIndex, l);
-        }
-    }
-
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public TValue Update(TBar input, bool isNew = true)
     {
@@ -213,17 +118,18 @@ public sealed class Mmchannel : ITValuePublisher
 
         if (isNew)
         {
-            PushMax(_index, high);
-            PushMin(_index, low);
+            _maxDeque.PushMax(_index, high, _hBuf);
+            _minDeque.PushMin(_index, low, _lBuf);
         }
         else
         {
             // Correcting current bar: rebuild deques to maintain consistency
-            RebuildDeques();
+            _maxDeque.RebuildMax(_hBuf, _index, _count);
+            _minDeque.RebuildMin(_lBuf, _index, _count);
         }
 
-        double top = _hBuf[_hDeque[_hHead] % _period];
-        double bot = _lBuf[_lDeque[_lHead] % _period];
+        double top = _maxDeque.GetExtremum(_hBuf);
+        double bot = _minDeque.GetExtremum(_lBuf);
 
         if (!IsHot && _count >= _period)
             _state = _state with { IsHot = true };
@@ -290,10 +196,8 @@ public sealed class Mmchannel : ITValuePublisher
     {
         Array.Clear(_hBuf);
         Array.Clear(_lBuf);
-        _hHead = 0;
-        _lHead = 0;
-        _hCount = 0;
-        _lCount = 0;
+        _maxDeque.Reset();
+        _minDeque.Reset();
         _count = 0;
         _index = -1;
         _state = new State(double.NaN, double.NaN, false);
@@ -357,4 +261,4 @@ public sealed class Mmchannel : ITValuePublisher
         var results = indicator.Update(source);
         return (results, indicator);
     }
-}
+}

lib/channels/regchannel/Regchannel.Tests.cs

@@ -247,6 +247,44 @@ public class RegchannelTests
         Assert.True(double.IsFinite(ind.Lower.Value));
     }
 
+    [Fact]
+    public void BarCorrection_UpdatesLastValid()
+    {
+        // Verifies that bar correction (isNew:false) with a finite value updates LastValid,
+        // so subsequent NaN/Inf inputs use the corrected value, not the pre-correction value.
+        var ind = new Regchannel(5, 2.0);
+        var now = DateTime.UtcNow;
+
+        // Feed initial values
+        ind.Update(new TValue(now, 100));
+        ind.Update(new TValue(now, 110));
+        ind.Update(new TValue(now, 120));
+
+        // Last bar: 130 (LastValid should be 130)
+        ind.Update(new TValue(now, 130));
+
+        // Correct the last bar with isNew:false to 140 (should update LastValid to 140)
+        ind.Update(new TValue(now, 140), isNew: false);
+
+        // Now send NaN - it should use LastValid=140, not the old 130
+        var resultWithNaN = ind.Update(new TValue(now, double.NaN));
+
+        // The regression should include 100, 110, 120, 140 (the corrected value)
+        // If bug existed, it would use 130 instead
+        Assert.True(double.IsFinite(resultWithNaN.Value));
+
+        // Verify by checking the buffer contains the corrected value
+        // The regression endpoint should reflect using 140 not 130
+        // For 4 values [100, 110, 120, 140]:
+        // sumX = 0+1+2+3 = 6, sumX² = 14, n=4
+        // sumY = 470, sumXY = 0*100 + 1*110 + 2*120 + 3*140 = 770
+        // denom = 4*14 - 36 = 20
+        // slope = (4*770 - 6*470) / 20 = (3080 - 2820) / 20 = 13
+        // intercept = (470 - 13*6) / 4 = (470 - 78) / 4 = 98
+        // regression at x=3: 98 + 13*3 = 137
+        Assert.Equal(137.0, resultWithNaN.Value, 1e-9);
+    }
+
     [Fact]
     public void Reset_ClearsState()
     {

lib/channels/regchannel/Regchannel.cs

@@ -135,8 +135,8 @@ public sealed class Regchannel : ITValuePublisher
     {
         if (double.IsFinite(value))
         {
-            if (isNew)
-                _state = _state with { LastValid = value };
+            // Always update LastValid on finite input (including bar corrections)
+            _state = _state with { LastValid = value };
             return value;
         }
         return double.IsFinite(_state.LastValid) ? _state.LastValid : 0.0;

lib/channels/sdchannel/Sdchannel.Tests.cs

@@ -270,6 +270,44 @@ public class SdchannelTests
         Assert.True(double.IsFinite(result2.Value));
     }
 
+    [Fact]
+    public void Sdchannel_BarCorrection_UpdatesLastValid()
+    {
+        // Verifies that bar correction (isNew:false) with a finite value updates LastValid,
+        // so subsequent NaN/Inf inputs use the corrected value, not the pre-correction value.
+        var s = new Sdchannel(5, 2.0);
+        var now = DateTime.UtcNow;
+
+        // Feed initial values
+        s.Update(new TValue(now, 100));
+        s.Update(new TValue(now, 110));
+        s.Update(new TValue(now, 120));
+
+        // Last bar: 130 (LastValid should be 130)
+        s.Update(new TValue(now, 130));
+
+        // Correct the last bar with isNew:false to 140 (should update LastValid to 140)
+        s.Update(new TValue(now, 140), isNew: false);
+
+        // Now send NaN - it should use LastValid=140, not the old 130
+        var resultWithNaN = s.Update(new TValue(now, double.NaN));
+
+        // The regression should include 100, 110, 120, 140 (the corrected value)
+        // If bug existed, it would use 130 instead
+        Assert.True(double.IsFinite(resultWithNaN.Value));
+
+        // Verify by checking the buffer contains the corrected value
+        // The regression endpoint should reflect using 140 not 130
+        // For 4 values [100, 110, 120, 140]:
+        // sumX = 0+1+2+3 = 6, sumX² = 14, n=4
+        // sumY = 470, sumXY = 0*100 + 1*110 + 2*120 + 3*140 = 770
+        // denom = 4*14 - 36 = 20
+        // slope = (4*770 - 6*470) / 20 = (3080 - 2820) / 20 = 13
+        // intercept = (470 - 13*6) / 4 = (470 - 78) / 4 = 98
+        // regression at x=3: 98 + 13*3 = 137
+        Assert.Equal(137.0, resultWithNaN.Value, 1e-9);
+    }
+
     [Fact]
     public void Sdchannel_Reset_Clears()
     {

lib/channels/sdchannel/Sdchannel.cs

@@ -135,8 +135,8 @@ public sealed class Sdchannel : ITValuePublisher
     {
         if (double.IsFinite(value))
         {
-            if (isNew)
-                _state = _state with { LastValid = value };
+            // Always update LastValid on finite input (including bar corrections)
+            _state = _state with { LastValid = value };
             return value;
         }
         return double.IsFinite(_state.LastValid) ? _state.LastValid : 0.0;

lib/channels/stbands/Stbands.Quantower.cs

@@ -53,11 +53,10 @@ public class StbandsIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnUpdate(UpdateArgs args)
     {
-        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
-        var time = HistoricalData.Time();
+        var item = HistoricalData[0, SeekOriginHistory.End];
 
         TBar bar = new(
-            time,
+            item.TimeLeft,
             item[PriceType.Open],
             item[PriceType.High],
             item[PriceType.Low],

lib/channels/stbands/Stbands.cs

@@ -33,8 +33,6 @@ public sealed class Stbands : AbstractBase
 {
     private readonly double _multiplier;
     private readonly RingBuffer _trBuffer;
-    private double _trSum;
-    private int _trCount;
     private const int DefaultPeriod = 10;
     private const double DefaultMultiplier = 3.0;
     private const double MinMultiplier = 0.001;
@@ -47,8 +45,6 @@ public sealed class Stbands : AbstractBase
         double FinalLower,
         int Trend,
         double PrevClose,
-        double TrSum,
-        int TrCount,
         bool IsInitialized);
 
     private State _state;
@@ -102,9 +98,7 @@ public sealed class Stbands : AbstractBase
     private void Init()
     {
         _index = 0;
-        _trSum = 0;
-        _trCount = 0;
-        _state = new State(0, 0, 1, 0, 0, 0, false);
+        _state = new State(0, 0, 1, 0, false);
         _p_state = _state;
         _trBuffer.Clear();
         Upper = new TValue(DateTime.UtcNow, 0);
@@ -189,7 +183,7 @@ public sealed class Stbands : AbstractBase
         }
 
         // Update state
-        _state = new State(finalUpper, finalLower, trend, close, _trSum, _trCount, true);
+        _state = new State(finalUpper, finalLower, trend, close, true);
 
         // Update output values
         Upper = new TValue(input.Time, finalUpper);

lib/channels/ubands/Ubands.Quantower.cs

@@ -57,11 +57,10 @@ public class UbandsIndicator : Indicator, IWatchlistIndicator
     protected override void OnUpdate(UpdateArgs args)
     {
         var priceSelector = Source.GetPriceSelector();
-        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        var item = HistoricalData[0, SeekOriginHistory.End];
         double price = priceSelector(item);
-        var time = HistoricalData.Time();
 
-        TValue input = new(time, price);
+        TValue input = new(item.TimeLeft, price);
         TValue result = ubands!.Update(input, args.IsNewBar());
 
         MiddleSeries!.SetValue(result.Value, ubands.IsHot, ShowColdValues);

lib/channels/uchannel/Uchannel.Quantower.cs

@@ -59,14 +59,13 @@ public class UchannelIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnUpdate(UpdateArgs args)
     {
-        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        var item = HistoricalData[0, SeekOriginHistory.End];
         double open = item[PriceType.Open];
         double high = item[PriceType.High];
         double low = item[PriceType.Low];
         double close = item[PriceType.Close];
-        var time = HistoricalData.Time();
 
-        TBar input = new(time, open, high, low, close, item[PriceType.Volume]);
+        TBar input = new(item.TimeLeft, open, high, low, close, item[PriceType.Volume]);
         TValue result = uchannel!.Update(input, args.IsNewBar());
 
         MiddleSeries!.SetValue(result.Value, uchannel.IsHot, ShowColdValues);

lib/channels/vwapbands/Vwapbands.Quantower.cs

@@ -58,8 +58,7 @@ public class VwapbandsIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnUpdate(UpdateArgs args)
     {
-        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
-        var time = HistoricalData.Time();
+        var item = HistoricalData[0, SeekOriginHistory.End];
 
         // VWAP requires OHLCV data - using HLC3 for price
         double high = item[PriceType.High];
@@ -67,7 +66,7 @@ public class VwapbandsIndicator : Indicator, IWatchlistIndicator
         double close = item[PriceType.Close];
         double volume = item[PriceType.Volume];
 
-        TBar bar = new(time, item[PriceType.Open], high, low, close, volume);
+        TBar bar = new(item.TimeLeft, item[PriceType.Open], high, low, close, volume);
         TValue result = vwapbands!.Update(bar, args.IsNewBar());
 
         VwapSeries!.SetValue(result.Value, vwapbands.IsHot, ShowColdValues);

lib/channels/vwapbands/Vwapbands.Tests.cs

@@ -313,6 +313,37 @@ public class VwapbandsTests
         Assert.NotEqual(vwapBeforeReset, vwapbands.Vwap.Value);
     }
 
+    [Fact]
+    public void Vwapbands_SessionReset_ResetsIsHotGating()
+    {
+        var vwapbands = new Vwapbands(1.0);
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42);
+        var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        // Process bars until IsHot is true (WarmupPeriod = 2)
+        vwapbands.Update(bars[0]);
+        Assert.False(vwapbands.IsHot);
+        vwapbands.Update(bars[1]);
+        Assert.True(vwapbands.IsHot);
+
+        // Process more bars to ensure we're well past warmup
+        for (int i = 2; i < 10; i++)
+        {
+            vwapbands.Update(bars[i]);
+        }
+        Assert.True(vwapbands.IsHot);
+
+        // Reset session - IsHot should become false
+        var resetBar1 = new TBar(DateTime.UtcNow, 200, 210, 190, 200, 1000);
+        vwapbands.Update(resetBar1, isNew: true, reset: true);
+        Assert.False(vwapbands.IsHot, "IsHot should be false after reset (1 bar accumulated)");
+
+        // Process second bar after reset - IsHot should become true
+        var resetBar2 = new TBar(DateTime.UtcNow.AddMinutes(1), 205, 215, 195, 205, 1100);
+        vwapbands.Update(resetBar2, isNew: true);
+        Assert.True(vwapbands.IsHot, "IsHot should be true after 2 bars accumulated post-reset");
+    }
+
     [Fact]
     public void Vwapbands_VwapFormula_MatchesExpected()
     {

lib/channels/vwapbands/Vwapbands.Validation.Tests.cs

@@ -110,12 +110,12 @@ public sealed class VwapbandsValidationTests : IDisposable
                 streamingLower2.Add(streamingVwapbands.Lower2.Value);
             }
 
-            // Span mode - using HLC3 for price
+            // Span mode - using HLC3 for price (use bar.HLC3 property for consistency)
             double[] price = new double[bars.Count];
             double[] volume = new double[bars.Count];
             for (int i = 0; i < bars.Count; i++)
             {
-                price[i] = (bars[i].High + bars[i].Low + bars[i].Close) / 3.0;
+                price[i] = bars[i].HLC3;
                 volume[i] = bars[i].Volume;
             }
 

lib/channels/vwapbands/Vwapbands.cs

@@ -138,8 +138,7 @@ public sealed class Vwapbands : AbstractBase
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public TValue Update(TBar bar, bool isNew = true, bool reset = false)
     {
-        double hlc3 = (bar.High + bar.Low + bar.Close) / 3.0;
-        return Update(new TValue(bar.Time, hlc3), bar.Volume, isNew, reset);
+        return Update(new TValue(bar.Time, bar.HLC3), bar.Volume, isNew, reset);
     }
 
     /// <summary>
@@ -174,6 +173,9 @@ public sealed class Vwapbands : AbstractBase
         // Handle reset
         if (reset || !_state.IsInitialized)
         {
+            // Reset warmup tracking for proper IsHot gating after session reset
+            _index = 1;
+
             if (vol > 0)
             {
                 _state = _state with

lib/channels/vwapsd/Vwapsd.Quantower.cs

@@ -52,8 +52,7 @@ public class VwapsdIndicator : Indicator, IWatchlistIndicator
 
     protected override void OnUpdate(UpdateArgs args)
     {
-        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
-        var time = HistoricalData.Time();
+        var item = HistoricalData[0, SeekOriginHistory.End];
 
         // VWAP requires OHLCV data - using HLC3 for price
         double high = item[PriceType.High];
@@ -61,7 +60,7 @@ public class VwapsdIndicator : Indicator, IWatchlistIndicator
         double close = item[PriceType.Close];
         double volume = item[PriceType.Volume];
 
-        TBar bar = new(time, item[PriceType.Open], high, low, close, volume);
+        TBar bar = new(item.TimeLeft, item[PriceType.Open], high, low, close, volume);
         TValue result = vwapsd!.Update(bar, args.IsNewBar());
 
         VwapSeries!.SetValue(result.Value, vwapsd.IsHot, ShowColdValues);

lib/channels/vwapsd/Vwapsd.Tests.cs

@@ -325,6 +325,37 @@ public class VwapsdTests
         Assert.NotEqual(vwapBeforeReset, vwapsd.Vwap.Value);
     }
 
+    [Fact]
+    public void Vwapsd_SessionReset_ResetsIsHotGating()
+    {
+        var vwapsd = new Vwapsd(1.0);
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42);
+        var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        // Process bars until IsHot is true (WarmupPeriod = 2)
+        vwapsd.Update(bars[0]);
+        Assert.False(vwapsd.IsHot);
+        vwapsd.Update(bars[1]);
+        Assert.True(vwapsd.IsHot);
+
+        // Process more bars to ensure we're well past warmup
+        for (int i = 2; i < 10; i++)
+        {
+            vwapsd.Update(bars[i]);
+        }
+        Assert.True(vwapsd.IsHot);
+
+        // Reset session - IsHot should become false
+        var resetBar1 = new TBar(DateTime.UtcNow, 200, 210, 190, 200, 1000);
+        vwapsd.Update(resetBar1, isNew: true, reset: true);
+        Assert.False(vwapsd.IsHot, "IsHot should be false after reset (1 bar accumulated)");
+
+        // Process second bar after reset - IsHot should become true
+        var resetBar2 = new TBar(DateTime.UtcNow.AddMinutes(1), 205, 215, 195, 205, 1100);
+        vwapsd.Update(resetBar2, isNew: true);
+        Assert.True(vwapsd.IsHot, "IsHot should be true after 2 bars accumulated post-reset");
+    }
+
     [Fact]
     public void Vwapsd_VwapFormula_MatchesExpected()
     {

lib/channels/vwapsd/Vwapsd.Validation.Tests.cs

@@ -106,12 +106,12 @@ public sealed class VwapsdValidationTests : IDisposable
                 streamingLower.Add(streamingVwapsd.Lower.Value);
             }
 
-            // Span mode - using HLC3 for price
+            // Span mode - using bar.HLC3 for price to match streaming mode
             double[] price = new double[bars.Count];
             double[] volume = new double[bars.Count];
             for (int i = 0; i < bars.Count; i++)
             {
-                price[i] = (bars[i].High + bars[i].Low + bars[i].Close) / 3.0;
+                price[i] = bars[i].HLC3;
                 volume[i] = bars[i].Volume;
             }
 

lib/channels/vwapsd/Vwapsd.cs

@@ -132,8 +132,7 @@ public sealed class Vwapsd : AbstractBase
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public TValue Update(TBar bar, bool isNew = true, bool reset = false)
     {
-        double hlc3 = (bar.High + bar.Low + bar.Close) / 3.0;
-        return Update(new TValue(bar.Time, hlc3), bar.Volume, isNew, reset);
+        return Update(new TValue(bar.Time, bar.HLC3), bar.Volume, isNew, reset);
     }
 
     /// <summary>
@@ -168,6 +167,9 @@ public sealed class Vwapsd : AbstractBase
         // Handle reset
         if (reset || !_state.IsInitialized)
         {
+            // Reset warmup tracking for proper IsHot gating after session reset
+            _index = 1;
+
             if (vol > 0)
             {
                 _state = _state with