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/errors/mase/Mase.cs

@@ -104,18 +104,15 @@ public sealed class Mase : AbstractBase
         {
             _state = _p_state;
 
-            // Incremental update for error buffer: get current newest, compute delta
-            double currentNewestError = _errorBuffer.Count > 0 ? _errorBuffer.Newest : 0.0;
-            double deltaError = absError - currentNewestError;
-            _state.ErrorSum += deltaError;
+            // Bar correction: update buffer and recalculate sums
+            // Note: _p_state was saved BEFORE the Add, but buffer still has the added value
+            // So we update newest and recalculate to ensure consistency
             _errorBuffer.UpdateNewest(absError);
-
-            // Incremental update for scale buffer: get current newest, compute delta
-            double currentNewestScale = _scaleBuffer.Count > 0 ? _scaleBuffer.Newest : 0.0;
-            double deltaScale = naiveDiff - currentNewestScale;
-            _state.ScaleSum += deltaScale;
             _scaleBuffer.UpdateNewest(naiveDiff);
 
+            _state.ErrorSum = _errorBuffer.RecalculateSum();
+            _state.ScaleSum = _scaleBuffer.RecalculateSum();
+
             _state.PrevActual = actualVal;
         }
 

lib/errors/rae/Rae.cs

@@ -107,9 +107,7 @@ public sealed class Rae : AbstractBase
         {
             _state = _p_state;
 
-            // Update actual buffer
-            double removedActual = _actualBuffer.Count == _actualBuffer.Capacity ? _actualBuffer.Oldest : 0.0;
-            _state.ActualSum = _state.ActualSum - removedActual + actualVal;
+            // Update buffers and recalculate sums (buffer state is inconsistent with _p_state)
             _actualBuffer.UpdateNewest(actualVal);
             _state.ActualSum = _actualBuffer.RecalculateSum();
 
@@ -118,12 +116,9 @@ public sealed class Rae : AbstractBase
             double absError = Math.Abs(actualVal - predictedVal);
             double absBaseline = Math.Abs(actualVal - mean);
 
-            // Update error buffer
             _absErrorBuffer.UpdateNewest(absError);
-            _state.AbsErrorSum = _absErrorBuffer.RecalculateSum();
-
-            // Update baseline buffer
             _absBaselineBuffer.UpdateNewest(absBaseline);
+            _state.AbsErrorSum = _absErrorBuffer.RecalculateSum();
             _state.AbsBaselineSum = _absBaselineBuffer.RecalculateSum();
         }
 
@@ -292,4 +287,4 @@ public sealed class Rae : AbstractBase
             }
         }
     }
-}␍
+}

lib/errors/rsquared/Rsquared.cs

@@ -110,25 +110,22 @@ public sealed class Rsquared : AbstractBase
         {
             _state = _p_state;
 
-            // Update actual buffer
-            double removedActual = _actualBuffer.Count == _actualBuffer.Capacity ? _actualBuffer.Oldest : 0.0;
-            _state.ActualSum = _state.ActualSum - removedActual + actualVal;
+            // Bar correction: update buffers and recalculate sums
             _actualBuffer.UpdateNewest(actualVal);
-            _state.ActualSum = _actualBuffer.RecalculateSum();
 
             // Calculate mean and errors
-            double mean = _state.ActualSum / _actualBuffer.Count;
+            double mean = _actualBuffer.RecalculateSum() / _actualBuffer.Count;
+            _state.ActualSum = _actualBuffer.RecalculateSum();
+
             double residual = actualVal - predictedVal;
             double totalDev = actualVal - mean;
             double sqResidual = residual * residual;
             double sqTotal = totalDev * totalDev;
 
-            // Update squared residual buffer
             _sqResidualBuffer.UpdateNewest(sqResidual);
-            _state.SqResidualSum = _sqResidualBuffer.RecalculateSum();
-
-            // Update squared total buffer
             _sqTotalBuffer.UpdateNewest(sqTotal);
+
+            _state.SqResidualSum = _sqResidualBuffer.RecalculateSum();
             _state.SqTotalSum = _sqTotalBuffer.RecalculateSum();
         }
 

lib/errors/theilu/TheilU.cs

@@ -124,14 +124,15 @@ public sealed class TheilU : AbstractBase
         {
             _state = _p_state;
 
-            // Simplified: just update buffers and recalculate sums (no redundant arithmetic)
+            // Bar correction: update buffer and recalculate sums
+            // Note: _p_state was saved BEFORE the Add, but buffer still has the added value
+            // So we update newest and recalculate to ensure consistency
             _sqErrorBuffer.UpdateNewest(sqError);
-            _state.SqErrorSum = _sqErrorBuffer.RecalculateSum();
-
             _sqActualBuffer.UpdateNewest(sqActual);
-            _state.SqActualSum = _sqActualBuffer.RecalculateSum();
-
             _sqPredBuffer.UpdateNewest(sqPred);
+
+            _state.SqErrorSum = _sqErrorBuffer.RecalculateSum();
+            _state.SqActualSum = _sqActualBuffer.RecalculateSum();
             _state.SqPredSum = _sqPredBuffer.RecalculateSum();
         }
 

lib/errors/tukey/TukeyBiweight.cs

@@ -29,6 +29,7 @@ public sealed class TukeyBiweight : BiInputIndicatorBase
 {
     private readonly double _cSquaredOver6;
     private const double DefaultC = 4.685; // 95% efficiency for normal distribution
+    private const int BatchResyncInterval = 1000; // Local constant for static Batch method
 
     public TukeyBiweight(int period, double c = DefaultC)
         : base(period, $"TukeyBiweight({period},{c:F3})")
@@ -104,7 +105,7 @@ public sealed class TukeyBiweight : BiInputIndicatorBase
             ErrorHelpers.ComputeTukeyBiweightErrors(actual, predicted, errors, c);
 
             // Step 2: Apply rolling mean
-            ErrorHelpers.ApplyRollingMean(errors, output, period, ResyncInterval);
+            ErrorHelpers.ApplyRollingMean(errors, output, period, BatchResyncInterval);
         }
         finally
         {

lib/errors/wmape/Wmape.cs

@@ -97,11 +97,13 @@ public sealed class Wmape : AbstractBase
         }
         else
         {
-            // Simplified: just update buffers and recalculate sums (no redundant arithmetic)
+            // Bar correction: update buffer and recalculate sums
+            // Note: _p_state was saved BEFORE the Add, but buffer still has the added value
+            // So we update newest and recalculate to ensure consistency
             _absErrorBuffer.UpdateNewest(absError);
-            _state.AbsErrorSum = _absErrorBuffer.RecalculateSum();
-
             _absActualBuffer.UpdateNewest(absActual);
+
+            _state.AbsErrorSum = _absErrorBuffer.RecalculateSum();
             _state.AbsActualSum = _absActualBuffer.RecalculateSum();
         }