Add UCFG2 type definitions and lock file for QuanTAlib

- Introduced type definitions for various classes in the QuanTAlib library, including Ema, EmaVector, EmaState, TSeries, CsvFeed, GBM, TBarSeries, TBar, and TValue.
- Added methods and properties for each class to enhance functionality and maintainability.
- Created a lock file to manage dependencies and ensure consistent builds.

lib/feeds/csv/CsvFeed.cs

@@ -12,7 +12,7 @@ namespace QuanTAlib;
 public class CsvFeed : IFeed
 {
     private readonly TBarSeries _data;
-    
+
     // Streaming state
     private int _currentIndex;
     private TBar _currentBar;
@@ -38,27 +38,36 @@ public class CsvFeed : IFeed
     /// <summary>
     /// Parses CSV file into TBarSeries.
     /// Expected format: timestamp,open,high,low,close,volume
+    /// Memory-efficient: reads lines into list, reverses in-place (no LINQ allocations).
     /// </summary>
     private static TBarSeries LoadFromCsv(string filePath)
     {
-        var lines = File.ReadAllLines(filePath);
-        
-        if (lines.Length == 0)
-            throw new InvalidDataException("CSV file is empty");
+        var dataLines = new List<string>();
+        using (var reader = new StreamReader(filePath))
+        {
+            var header = reader.ReadLine();
+            if (header is null)
+                throw new InvalidDataException("CSV file is empty");
 
-        // Skip header, reverse to chronological order (oldest first)
-        var dataLines = lines.Skip(1).Reverse().ToArray();
-        
-        if (dataLines.Length == 0)
+            while (!reader.EndOfStream)
+            {
+                var line = reader.ReadLine();
+                if (!string.IsNullOrWhiteSpace(line))
+                    dataLines.Add(line);
+            }
+        }
+
+        if (dataLines.Count == 0)
             throw new InvalidDataException("CSV file contains only header, no data");
 
-        var series = new TBarSeries(dataLines.Length);
+        // Reverse in-place to chronological order (oldest first)
+        dataLines.Reverse();
 
-        for (int i = 0; i < dataLines.Length; i++)
+        var series = new TBarSeries(dataLines.Count);
+
+        for (int i = 0; i < dataLines.Count; i++)
         {
             var line = dataLines[i];
-            if (string.IsNullOrWhiteSpace(line))
-                continue;
 
             var parts = line.Split(',');
             if (parts.Length != 6)
@@ -68,7 +77,7 @@ public class CsvFeed : IFeed
             {
                 // Parse timestamp (YYYY-MM-DD format, assume UTC midnight)
                 var timestamp = DateTime.ParseExact(parts[0].Trim(), "yyyy-MM-dd", CultureInfo.InvariantCulture, DateTimeStyles.AssumeUniversal | DateTimeStyles.AdjustToUniversal);
-                
+
                 // Parse OHLCV values
                 double open = double.Parse(parts[1].Trim(), CultureInfo.InvariantCulture);
                 double high = double.Parse(parts[2].Trim(), CultureInfo.InvariantCulture);
@@ -142,7 +151,7 @@ public class CsvFeed : IFeed
             throw new ArgumentException("Count must be positive", nameof(count));
 
         var result = new TBarSeries(count);
-        
+
         // Find starting index
         int startIndex = 0;
         for (int i = 0; i < _data.Count; i++)
@@ -157,15 +166,15 @@ public class CsvFeed : IFeed
         // Collect bars matching interval
         long expectedTime = startTime;
         int collected = 0;
-        
+
         for (int i = startIndex; i < _data.Count && collected < count; i++)
         {
             var bar = _data[i];
-            
+
             // Check if bar time matches expected time (within tolerance)
             long timeDiff = Math.Abs(bar.Time - expectedTime);
             long tolerance = interval.Ticks / 2; // Allow 50% tolerance
-            
+
             if (timeDiff <= tolerance)
             {
                 result.Add(bar, isNew: true);
@@ -177,7 +186,7 @@ public class CsvFeed : IFeed
                 // Gap in data - skip forward
                 long gaps = (bar.Time - expectedTime) / interval.Ticks;
                 expectedTime += (gaps + 1) * interval.Ticks;
-                
+
                 if (Math.Abs(bar.Time - expectedTime + interval.Ticks) <= tolerance)
                 {
                     result.Add(bar, isNew: true);

lib/feeds/gbm/gbm.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 
 namespace QuanTAlib;
@@ -8,9 +7,10 @@ namespace QuanTAlib;
 /// Generates realistic price data for testing indicators and strategies.
 /// Stateless design - only maintains minimal state needed for price continuity.
 /// </summary>
+[SkipLocalsInit]
 public class GBM : IFeed
 {
-    private readonly Random _rnd = new();
+    private readonly Random _rnd;
 
     private double _lastPrice;
     private long _lastTime;
@@ -35,26 +35,32 @@ public class GBM : IFeed
     /// <summary>
     /// Creates a new GBM generator.
     /// </summary>
-    /// <param name="startPrice">Initial price (default: 100.0)</param>
+    /// <param name="startPrice">Initial price (default: 100.0, must be positive)</param>
     /// <param name="mu">Annual drift/return rate (default: 0.05 = 5%)</param>
-    /// <param name="sigma">Annual volatility (default: 0.2 = 20%)</param>
+    /// <param name="sigma">Annual volatility (default: 0.2 = 20%, must be non-negative)</param>
     /// <param name="defaultTimeframe">Default timeframe for bars (default: 1 minute)</param>
+    /// <param name="seed">Optional random seed for reproducibility (default: null for non-deterministic)</param>
     public GBM(
         double startPrice = 100.0,
         double mu = 0.05,
         double sigma = 0.2,
-        TimeSpan? defaultTimeframe = null)
+        TimeSpan? defaultTimeframe = null,
+        int? seed = null)
     {
+        ArgumentOutOfRangeException.ThrowIfNegativeOrZero(startPrice);
+        ArgumentOutOfRangeException.ThrowIfNegative(sigma);
+
+        _rnd = seed.HasValue ? new Random(seed.Value) : new Random();
         _lastPrice = startPrice;
         _lastTime = DateTime.UtcNow.Ticks;
 
         _mu = mu;
         _sigma = sigma;
-        
+
         // Use provided timeframe or default to 1 minute
         var timeframe = defaultTimeframe ?? TimeSpan.FromMinutes(1);
         _defaultTimeStep = timeframe.Ticks;
-        
+
         // Calculate dt based on timeframe (assuming 252 trading days/year, 6.5 hours/day)
         double minutesPerYear = 252.0 * 6.5 * 60.0;
         _dt = timeframe.TotalMinutes / minutesPerYear;
@@ -94,12 +100,12 @@ public class GBM : IFeed
     public TBar Next(ref bool isNew)
     {
         // GBM always honors request - parameter unchanged
-        
+
         if (isNew || !_hasCurrentBar)
         {
             // Generate new bar
             long currentTime = _lastTime + _defaultTimeStep;
-            
+
             double z = NextNormal();
             double price = _lastPrice * Math.Exp(_drift + _vol * z);
             double volume = 1000 + _rnd.NextDouble() * 1000;
@@ -199,10 +205,10 @@ public class GBM : IFeed
         // Update internal state to continue from end of batch
         _lastPrice = currentPrice;
         _lastTime = currentTime - timeStep; // Last bar time, not next bar time
-        
+
         // Bulk add to series
         series.Add(t, o, h, l, c, v);
-        
+
         // Reset streaming state after batch
         _hasCurrentBar = false;