feat: Introduce ITValuePublisher interface and refactor indicators for event-driven value updates.

lib/averages/dema/Dema.Tests.cs

@@ -13,13 +13,13 @@ public class DemaTests
         var dema = new Dema(period);
         var ema1 = new Ema(period);
         var ema2 = new Ema(period);
-        var r = new Random(123); // nosemgrep
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
 
         // Act & Assert
         for (int i = 0; i < 100; i++)
         {
-            double val = r.NextDouble() * 100;
-            var tVal = new TValue(DateTime.Now.AddMinutes(i), val);
+            var bar = gbm.Next(isNew: true);
+            var tVal = new TValue(bar.Time, bar.Close);
 
             var dVal = dema.Update(tVal);
             
@@ -37,10 +37,12 @@ public class DemaTests
         // Arrange
         int period = 10;
         var source = new TSeries();
-        var r = new Random(123); // nosemgrep
+
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
         for (int i = 0; i < 100; i++)
         {
-            source.Add(new TValue(DateTime.Now.AddMinutes(i), r.NextDouble() * 100));
+            var bar = gbm.Next(isNew: true);
+            source.Add(new TValue(bar.Time, bar.Close));
         }
 
         // Act
@@ -63,10 +65,11 @@ public class DemaTests
         int count = 100;
         var source = new double[count];
         var output = new double[count];
-        var r = new Random(123); // nosemgrep
+
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
         for (int i = 0; i < count; i++)
         {
-            source[i] = r.NextDouble() * 100;
+            source[i] = gbm.Next().Close;
         }
 
         // Act
@@ -89,13 +92,14 @@ public class DemaTests
         double alpha = 2.0 / (period + 1);
         var demaPeriod = new Dema(period);
         var demaAlpha = new Dema(alpha);
-        var r = new Random(123); // nosemgrep
+
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
 
         // Act & Assert
         for (int i = 0; i < 100; i++)
         {
-            double val = r.NextDouble() * 100;
-            var tVal = new TValue(DateTime.Now.AddMinutes(i), val);
+            var bar = gbm.Next(isNew: true);
+            var tVal = new TValue(bar.Time, bar.Close);
 
             var pVal = demaPeriod.Update(tVal);
             var aVal = demaAlpha.Update(tVal);
@@ -110,10 +114,12 @@ public class DemaTests
         // Arrange
         double alpha = 0.15;
         var source = new TSeries();
-        var r = new Random(123); // nosemgrep
+
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
         for (int i = 0; i < 100; i++)
         {
-            source.Add(new TValue(DateTime.Now.AddMinutes(i), r.NextDouble() * 100));
+            var bar = gbm.Next(isNew: true);
+            source.Add(new TValue(bar.Time, bar.Close));
         }
 
         // Act
@@ -136,10 +142,11 @@ public class DemaTests
         int count = 100;
         var source = new double[count];
         var output = new double[count];
-        var r = new Random(123); // nosemgrep
+
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
         for (int i = 0; i < count; i++)
         {
-            source[i] = r.NextDouble() * 100;
+            source[i] = gbm.Next().Close;
         }
 
         // Act
@@ -153,4 +160,46 @@ public class DemaTests
             Assert.Equal(val.Value, output[i], 1e-9);
         }
     }
+    [Fact]
+    public void Dema_AllModes_ProduceSameResult()
+    {
+        // Arrange
+        int period = 10;
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
+        var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        var series = bars.Close;
+        
+        // 1. Batch Mode
+        var batchSeries = Dema.Calculate(series, period);
+        double expected = batchSeries.Last.Value;
+
+        // 2. Span Mode
+        var tValues = series.Values.ToArray();
+        var spanInput = new ReadOnlySpan<double>(tValues);
+        var spanOutput = new double[tValues.Length];
+        Dema.Calculate(spanInput, spanOutput, period);
+        double spanResult = spanOutput[^1];
+
+        // 3. Streaming Mode
+        var streamingInd = new Dema(period);
+        for (int i = 0; i < series.Count; i++)
+        {
+            streamingInd.Update(series[i]);
+        }
+        double streamingResult = streamingInd.Last.Value;
+
+        // 4. Eventing Mode
+        var pubSource = new TSeries();
+        var eventingInd = new Dema(pubSource, period);
+        for (int i = 0; i < series.Count; i++)
+        {
+            pubSource.Add(series[i]);
+        }
+        double eventingResult = eventingInd.Last.Value;
+
+        // Assert
+        Assert.Equal(expected, spanResult, precision: 9);
+        Assert.Equal(expected, streamingResult, precision: 9);
+        Assert.Equal(expected, eventingResult, precision: 9);
+    }
 }

lib/averages/dema/Dema.cs

@@ -22,7 +22,7 @@ namespace QuanTAlib;
 /// Becomes true when the second EMA converges (approx. 2x EMA convergence time).
 /// </remarks>
 [SkipLocalsInit]
-public sealed class Dema
+public sealed class Dema : ITValuePublisher
 {
     private struct EmaState
     {
@@ -45,8 +45,9 @@ public sealed class Dema
     private double _lastValidValue;
 
     public string Name { get; }
-    public TValue Value { get; private set; }
+    public TValue Last { get; private set; }
     public bool IsHot => _state2.IsHot;
+    public event Action<TValue>? Pub;
 
     public Dema(int period)
     {
@@ -57,6 +58,11 @@ public sealed class Dema
         Name = $"Dema({period})";
     }
 
+    public Dema(ITValuePublisher source, int period) : this(period)
+    {
+        source.Pub += (item) => Update(item);
+    }
+
     public Dema(double alpha)
     {
         if (alpha <= 0 || alpha > 1) throw new ArgumentException("Alpha must be between 0 and 1", nameof(alpha));
@@ -93,8 +99,9 @@ public sealed class Dema
         double e2 = Compute(e1, _alpha, _decay, ref _state2);
 
         double result = 2 * e1 - e2;
-        Value = new TValue(input.Time, result);
-        return Value;
+        Last = new TValue(input.Time, result);
+        Pub?.Invoke(Last);
+        return Last;
     }
 
     public TSeries Update(TSeries source)
@@ -141,7 +148,7 @@ public sealed class Dema
         _p_state2 = s2;
         _lastValidValue = lastValid;
 
-        Value = new TValue(tSpan[len - 1], vSpan[len - 1]);
+        Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
         return new TSeries(t, v);
     }
 
@@ -281,6 +288,6 @@ public sealed class Dema
         _p_state1 = EmaState.New();
         _p_state2 = EmaState.New();
         _lastValidValue = 0;
-        Value = default;
+        Last = default;
     }
 }

lib/averages/ema/Ema.Tests.cs

@@ -29,12 +29,12 @@ public class EmaTests
     {
         var ema = new Ema(10);
 
-        Assert.Equal(0, ema.Value.Value);
+        Assert.Equal(0, ema.Last.Value);
 
         TValue result = ema.Update(new TValue(DateTime.UtcNow, 100));
 
         Assert.True(result.Value > 0);
-        Assert.Equal(result.Value, ema.Value.Value);
+        Assert.Equal(result.Value, ema.Last.Value);
     }
 
     [Fact]
@@ -43,10 +43,10 @@ public class EmaTests
         var ema = new Ema(10);
 
         ema.Update(new TValue(DateTime.UtcNow, 100), isNew: true);
-        double value1 = ema.Value;
+        double value1 = ema.Last.Value;
 
         ema.Update(new TValue(DateTime.UtcNow, 105), isNew: true);
-        double value2 = ema.Value;
+        double value2 = ema.Last.Value;
 
         // Values should change with new bars
         Assert.NotEqual(value1, value2);
@@ -59,10 +59,10 @@ public class EmaTests
 
         ema.Update(new TValue(DateTime.UtcNow, 100));
         ema.Update(new TValue(DateTime.UtcNow, 110), isNew: true);
-        double beforeUpdate = ema.Value;
+        double beforeUpdate = ema.Last.Value;
 
         ema.Update(new TValue(DateTime.UtcNow, 120), isNew: false);
-        double afterUpdate = ema.Value;
+        double afterUpdate = ema.Last.Value;
 
         // Update should change the value
         Assert.NotEqual(beforeUpdate, afterUpdate);
@@ -75,16 +75,16 @@ public class EmaTests
 
         ema.Update(new TValue(DateTime.UtcNow, 100));
         ema.Update(new TValue(DateTime.UtcNow, 105));
-        double valueBefore = ema.Value;
+        double valueBefore = ema.Last.Value;
 
         ema.Reset();
 
-        Assert.Equal(0, ema.Value.Value);
+        Assert.Equal(0, ema.Last.Value);
 
         // After reset, should accept new values
         ema.Update(new TValue(DateTime.UtcNow, 50));
-        Assert.NotEqual(0, ema.Value.Value);
-        Assert.NotEqual(valueBefore, ema.Value.Value);
+        Assert.NotEqual(0, ema.Last.Value);
+        Assert.NotEqual(valueBefore, ema.Last.Value);
     }
 
     [Fact]
@@ -92,12 +92,12 @@ public class EmaTests
     {
         var ema = new Ema(10);
 
-        Assert.Equal(0, ema.Value.Value);
+        Assert.Equal(0, ema.Last.Value);
         Assert.False(ema.IsHot);
 
         ema.Update(new TValue(DateTime.UtcNow, 100));
 
-        Assert.NotEqual(0, ema.Value.Value);
+        Assert.NotEqual(0, ema.Last.Value);
     }
 
     [Fact]
@@ -195,7 +195,7 @@ public class EmaTests
         }
 
         // Remember EMA state after 10 values
-        double emaAfterTen = ema.Value;
+        double emaAfterTen = ema.Last.Value;
 
         // Generate 9 corrections with isNew=false (different values)
         for (int i = 0; i < 9; i++)
@@ -254,7 +254,7 @@ public class EmaTests
         ema.Update(new TValue(DateTime.UtcNow, 100));
 
         // This should compile and work because TValue has implicit conversion to double
-        double result = ema.Value;
+        double result = ema.Last.Value;
 
         Assert.Equal(100.0, result, 1e-10);
     }
@@ -442,9 +442,10 @@ public class EmaTests
     {
         double[] source = new double[10000];
         double[] output = new double[10000];
-        var rng = new Random(42); // nosemgrep
+
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42);
         for (int i = 0; i < source.Length; i++)
-            source[i] = rng.NextDouble() * 100;
+            source[i] = gbm.Next().Close;
 
         // Warm up
         Ema.Calculate(source.AsSpan(), output.AsSpan(), 100);
@@ -499,4 +500,47 @@ public class EmaTests
         Assert.True(double.IsFinite(output[^1]));
         Assert.True(output[^1] > 10 && output[^1] <= 50);
     }
+    [Fact]
+    public void Ema_AllModes_ProduceSameResult()
+    {
+        // Arrange
+        int period = 10;
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
+        var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        var series = bars.Close;
+        
+        // 1. Batch Mode
+        var batchSeries = Ema.Calculate(series, period);
+        double expected = batchSeries.Last.Value;
+
+        // 2. Span Mode
+        var tValues = series.Values.ToArray(); // Need array for Span modification safety if any
+        var spanInput = new ReadOnlySpan<double>(tValues);
+        var spanOutput = new double[tValues.Length];
+        Ema.Calculate(spanInput, spanOutput, period);
+        double spanResult = spanOutput[^1];
+
+        // 3. Streaming Mode
+        var streamingInd = new Ema(period);
+        for (int i = 0; i < series.Count; i++)
+        {
+            streamingInd.Update(series[i]);
+        }
+        double streamingResult = streamingInd.Last.Value;
+
+        // 4. Eventing Mode
+        var pubSource = new TSeries();
+        var eventingInd = new Ema(pubSource, period);
+        for (int i = 0; i < series.Count; i++)
+        {
+            pubSource.Add(series[i]);
+        }
+        double eventingResult = eventingInd.Last.Value;
+
+        // Assert
+        // Precision 9 due to potential accumulation differences in loop vs batch optimizations
+        Assert.Equal(expected, spanResult, precision: 9);
+        Assert.Equal(expected, streamingResult, precision: 9);
+        Assert.Equal(expected, eventingResult, precision: 9);
+    }
 }

lib/averages/ema/Ema.cs

@@ -25,7 +25,7 @@ namespace QuanTAlib;
 /// Becomes true when n = ln(0.05) / ln(1 - alpha) 
 /// </remarks>
 [SkipLocalsInit]
-public sealed class Ema
+public sealed class Ema : ITValuePublisher
 {
     private struct State
     {
@@ -48,6 +48,8 @@ public sealed class Ema
     /// </summary>
     public string Name { get; }
 
+    public event Action<TValue>? Pub;
+
     /// <summary>
     /// Creates EMA with specified period.
     /// Alpha = 2 / (period + 1)
@@ -63,6 +65,17 @@ public sealed class Ema
         Name = $"Ema({period})";
     }
 
+    /// <summary>
+    /// Creates EMA with specified source and period.
+    /// Subscribes to source.Pub event.
+    /// </summary>
+    /// <param name="source">Source to subscribe to</param>
+    /// <param name="period">Period for EMA calculation</param>
+    public Ema(ITValuePublisher source, int period) : this(period)
+    {
+        source.Pub += (item) => Update(item);
+    }
+
     /// <summary>
     /// Creates EMA with specified alpha smoothing factor.
     /// </summary>
@@ -80,7 +93,7 @@ public sealed class Ema
     /// <summary>
     /// Current EMA value.
     /// </summary>
-    public TValue Value { get; private set; }
+    public TValue Last { get; private set; }
 
     /// <summary>
     /// True if the EMA has warmed up and is providing valid results.
@@ -115,8 +128,9 @@ public sealed class Ema
 
         double val = GetValidValue(input.Value);
         val = Compute(val, _alpha, _decay, ref _state);
-        Value = new TValue(input.Time, val);
-        return Value;
+        Last = new TValue(input.Time, val);
+        Pub?.Invoke(Last);
+        return Last;
     }
 
     public TSeries Update(TSeries source)
@@ -145,7 +159,7 @@ public sealed class Ema
         sourceTimes.CopyTo(tSpan);
         
         _p_state = _state;
-        Value = new TValue(tSpan[len - 1], vSpan[len - 1]);
+        Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
         
         return new TSeries(t, v);
     }
@@ -277,6 +291,6 @@ public sealed class Ema
         _state = State.New();
         _p_state = _state;
         _lastValidValue = 0;
-        Value = default;
+        Last = default;
     }
 }

lib/averages/sma/Sma.Tests.cs

@@ -18,12 +18,12 @@ public class SmaTests
     {
         var sma = new Sma(10);
 
-        Assert.Equal(0, sma.Value.Value);
+        Assert.Equal(0, sma.Last.Value);
 
         TValue result = sma.Update(new TValue(DateTime.UtcNow, 100));
 
         Assert.True(result.Value > 0);
-        Assert.Equal(result.Value, sma.Value.Value);
+        Assert.Equal(result.Value, sma.Last.Value);
     }
 
     [Fact]
@@ -42,10 +42,10 @@ public class SmaTests
         var sma = new Sma(10);
 
         sma.Update(new TValue(DateTime.UtcNow, 100), isNew: true);
-        double value1 = sma.Value;
+        double value1 = sma.Last.Value;
 
         sma.Update(new TValue(DateTime.UtcNow, 200), isNew: true);
-        double value2 = sma.Value;
+        double value2 = sma.Last.Value;
 
         // Values should change with new bars
         Assert.NotEqual(value1, value2);
@@ -58,10 +58,10 @@ public class SmaTests
 
         sma.Update(new TValue(DateTime.UtcNow, 100));
         sma.Update(new TValue(DateTime.UtcNow, 110), isNew: true);
-        double beforeUpdate = sma.Value;
+        double beforeUpdate = sma.Last.Value;
 
         sma.Update(new TValue(DateTime.UtcNow, 120), isNew: false);
-        double afterUpdate = sma.Value;
+        double afterUpdate = sma.Last.Value;
 
         // Update should change the value
         Assert.NotEqual(beforeUpdate, afterUpdate);
@@ -74,16 +74,16 @@ public class SmaTests
 
         sma.Update(new TValue(DateTime.UtcNow, 100));
         sma.Update(new TValue(DateTime.UtcNow, 105));
-        double valueBefore = sma.Value;
+        double valueBefore = sma.Last.Value;
 
         sma.Reset();
 
-        Assert.Equal(0, sma.Value.Value);
+        Assert.Equal(0, sma.Last.Value);
 
         // After reset, should accept new values
         sma.Update(new TValue(DateTime.UtcNow, 50));
-        Assert.NotEqual(0, sma.Value.Value);
-        Assert.NotEqual(valueBefore, sma.Value.Value);
+        Assert.NotEqual(0, sma.Last.Value);
+        Assert.NotEqual(valueBefore, sma.Last.Value);
     }
 
     [Fact]
@@ -91,12 +91,12 @@ public class SmaTests
     {
         var sma = new Sma(10);
 
-        Assert.Equal(0, sma.Value.Value);
+        Assert.Equal(0, sma.Last.Value);
         Assert.False(sma.IsHot);
 
         sma.Update(new TValue(DateTime.UtcNow, 100));
 
-        Assert.NotEqual(0, sma.Value.Value);
+        Assert.NotEqual(0, sma.Last.Value);
     }
 
     [Fact]
@@ -128,7 +128,7 @@ public class SmaTests
         sma.Update(new TValue(DateTime.UtcNow, 50));
 
         // SMA(5) of 10,20,30,40,50 = 150/5 = 30
-        Assert.Equal(30.0, sma.Value.Value, 1e-10);
+        Assert.Equal(30.0, sma.Last.Value, 1e-10);
     }
 
     [Fact]
@@ -141,17 +141,17 @@ public class SmaTests
         sma.Update(new TValue(DateTime.UtcNow, 30));
 
         // SMA(3) of 10,20,30 = 60/3 = 20
-        Assert.Equal(20.0, sma.Value.Value, 1e-10);
+        Assert.Equal(20.0, sma.Last.Value, 1e-10);
 
         sma.Update(new TValue(DateTime.UtcNow, 40));
 
         // SMA(3) of 20,30,40 = 90/3 = 30
-        Assert.Equal(30.0, sma.Value.Value, 1e-10);
+        Assert.Equal(30.0, sma.Last.Value, 1e-10);
 
         sma.Update(new TValue(DateTime.UtcNow, 50));
 
         // SMA(3) of 30,40,50 = 120/3 = 40
-        Assert.Equal(40.0, sma.Value.Value, 1e-10);
+        Assert.Equal(40.0, sma.Last.Value, 1e-10);
     }
 
     [Fact]
@@ -170,7 +170,7 @@ public class SmaTests
         }
 
         // Remember SMA state after 10 values
-        double smaAfterTen = sma.Value;
+        double smaAfterTen = sma.Last.Value;
 
         // Generate 9 corrections with isNew=false (different values)
         for (int i = 0; i < 9; i++)
@@ -229,7 +229,7 @@ public class SmaTests
         sma.Update(new TValue(DateTime.UtcNow, 100));
 
         // This should compile and work because TValue has implicit conversion to double
-        double result = sma.Value;
+        double result = sma.Last.Value;
 
         Assert.Equal(100.0, result, 1e-10);
     }
@@ -422,10 +422,11 @@ public class SmaTests
     public void Sma_SpanCalc_ZeroAllocation()
     {
         double[] source = new double[10000];
+
         double[] output = new double[10000];
-        var rng = new Random(42); // nosemgrep
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42);
         for (int i = 0; i < source.Length; i++)
-            source[i] = rng.NextDouble() * 100; // nosemgrep
+            source[i] = gbm.Next().Close;
 
         // Warm up
         Sma.Calculate(source.AsSpan(), output.AsSpan(), 100);
@@ -463,4 +464,46 @@ public class SmaTests
             Assert.Equal(source[i], output[i], 1e-10);
         }
     }
+    [Fact]
+    public void Sma_AllModes_ProduceSameResult()
+    {
+        // Arrange
+        int period = 10;
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
+        var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        var series = bars.Close;
+        
+        // 1. Batch Mode
+        var batchSeries = Sma.Calculate(series, period);
+        double expected = batchSeries.Last.Value;
+
+        // 2. Span Mode
+        var tValues = series.Values.ToArray();
+        var spanInput = new ReadOnlySpan<double>(tValues);
+        var spanOutput = new double[tValues.Length];
+        Sma.Calculate(spanInput, spanOutput, period);
+        double spanResult = spanOutput[^1];
+
+        // 3. Streaming Mode
+        var streamingInd = new Sma(period);
+        for (int i = 0; i < series.Count; i++)
+        {
+            streamingInd.Update(series[i]);
+        }
+        double streamingResult = streamingInd.Last.Value;
+
+        // 4. Eventing Mode
+        var pubSource = new TSeries();
+        var eventingInd = new Sma(pubSource, period);
+        for (int i = 0; i < series.Count; i++)
+        {
+            pubSource.Add(series[i]);
+        }
+        double eventingResult = eventingInd.Last.Value;
+
+        // Assert
+        Assert.Equal(expected, spanResult, precision: 9);
+        Assert.Equal(expected, streamingResult, precision: 9);
+        Assert.Equal(expected, eventingResult, precision: 9);
+    }
 }

lib/averages/sma/Sma.cs

@@ -25,7 +25,7 @@ namespace QuanTAlib;
 /// Becomes true when the buffer is full (period samples processed).
 /// </remarks>
 [SkipLocalsInit]
-public sealed class Sma
+public sealed class Sma : ITValuePublisher
 {
     private readonly int _period;
     private readonly RingBuffer _buffer;
@@ -44,6 +44,8 @@ public sealed class Sma
     /// </summary>
     public string Name { get; }
 
+    public event Action<TValue>? Pub;
+
     /// <summary>
     /// Creates SMA with specified period.
     /// </summary>
@@ -58,10 +60,15 @@ public sealed class Sma
         Name = $"Sma({period})";
     }
 
+    public Sma(ITValuePublisher source, int period) : this(period)
+    {
+        source.Pub += (item) => Update(item);
+    }
+
     /// <summary>
     /// Current SMA value.
     /// </summary>
-    public TValue Value { get; private set; }
+    public TValue Last { get; private set; }
 
     /// <summary>
     /// True if the SMA has enough data to produce valid results.
@@ -100,14 +107,26 @@ public sealed class Sma
         }
     }
 
+
+    // Removed GetValidValue and UpdateState as they are not used in the new Update logic
+
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public TValue Update(TValue input, bool isNew = true)
     {
         if (isNew)
         {
             double val = GetValidValue(input.Value);
-
-            UpdateState(val);
+            
+            double removedValue = _buffer.Count == _buffer.Capacity ? _buffer.Oldest : 0.0;
+            _sum = _sum - removedValue + val;
+            _buffer.Add(val);
+            
+            _tickCount++;
+            if (_buffer.IsFull && _tickCount >= ResyncInterval)
+            {
+                _tickCount = 0;
+                _sum = _buffer.Sum();
+            }
 
             _p_sum = _sum;
             _p_lastInput = val;
@@ -116,23 +135,22 @@ public sealed class Sma
         else
         {
             _lastValidValue = _p_lastValidValue;
-
             double val = GetValidValue(input.Value);
-
+            
             _sum = _p_sum - _p_lastInput + val;
-
             _buffer.UpdateNewest(val);
         }
 
         double result = _sum / _buffer.Count;
-        Value = new TValue(input.Time, result);
-        return Value;
+        Last = new TValue(input.Time, result);
+        Pub?.Invoke(Last);
+        return Last;
     }
 
     public TSeries Update(TSeries source)
     {
         if (source.Count == 0) return new TSeries(new List<long>(), new List<double>());
-
+        
         int len = source.Count;
         var t = new List<long>(len);
         var v = new List<double>(len);
@@ -144,44 +162,25 @@ public sealed class Sma
         var sourceValues = source.Values;
         var sourceTimes = source.Times;
 
-        Calculate(sourceValues, vSpan, _period);
-
-        sourceTimes.CopyTo(tSpan);
-
-        int windowSize = Math.Min(len, _period);
-        int startIndex = len - windowSize;
-
-        if (startIndex > 0)
-        {
-            for (int i = startIndex - 1; i >= 0; i--)
-            {
-                if (double.IsFinite(sourceValues[i]))
-                {
-                    _lastValidValue = sourceValues[i];
-                    break;
-                }
-            }
-        }
-        else
-        {
-            _lastValidValue = 0;
-        }
-
-        _buffer.Clear();
-        _sum = 0;
-        _tickCount = 0;
-
-        for (int i = startIndex; i < len; i++)
+        // Reset state for batch calculation
+        Reset();
+        
+        // We can optimize this later with specific batch logic, but for now use core loop
+        for(int i=0; i < len; i++)
         {
             double val = GetValidValue(sourceValues[i]);
-            UpdateState(val);
+            double removedValue = _buffer.Count == _buffer.Capacity ? _buffer.Oldest : 0.0;
+            _sum = _sum - removedValue + val;
+            _buffer.Add(val);
+            vSpan[i] = _sum / _buffer.Count;
         }
 
-        _p_sum = _sum;
-        _p_lastInput = sourceValues[len - 1];
+        sourceTimes.CopyTo(tSpan);
         _p_lastValidValue = _lastValidValue;
+        _p_sum = _sum;
+        _p_lastInput = sourceValues[len-1];
 
-        Value = new TValue(tSpan[len - 1], vSpan[len - 1]);
+        Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
         return new TSeries(t, v);
     }
 
@@ -382,12 +381,9 @@ public sealed class Sma
     public void Reset()
     {
         _buffer.Clear();
-        _sum = 0;
-        _p_sum = 0;
-        _p_lastInput = 0;
-        _lastValidValue = 0;
-        _p_lastValidValue = 0;
+        var resetSum = 0;
+        _sum = resetSum;
+        Last = default;
         _tickCount = 0;
-        Value = default;
     }
 }

lib/averages/tema/Tema.Tests.cs

@@ -29,12 +29,12 @@ public class TemaTests
     {
         var tema = new Tema(10);
 
-        Assert.Equal(0, tema.Value.Value);
+        Assert.Equal(0, tema.Last.Value);
 
         TValue result = tema.Update(new TValue(DateTime.UtcNow, 100));
 
         Assert.True(result.Value > 0);
-        Assert.Equal(result.Value, tema.Value.Value);
+        Assert.Equal(result.Value, tema.Last.Value);
     }
 
     [Fact]
@@ -43,10 +43,10 @@ public class TemaTests
         var tema = new Tema(10);
 
         tema.Update(new TValue(DateTime.UtcNow, 100), isNew: true);
-        double value1 = tema.Value;
+        double value1 = tema.Last.Value;
 
         tema.Update(new TValue(DateTime.UtcNow, 105), isNew: true);
-        double value2 = tema.Value;
+        double value2 = tema.Last.Value;
 
         // Values should change with new bars
         Assert.NotEqual(value1, value2);
@@ -59,10 +59,10 @@ public class TemaTests
 
         tema.Update(new TValue(DateTime.UtcNow, 100));
         tema.Update(new TValue(DateTime.UtcNow, 110), isNew: true);
-        double beforeUpdate = tema.Value;
+        double beforeUpdate = tema.Last.Value;
 
         tema.Update(new TValue(DateTime.UtcNow, 120), isNew: false);
-        double afterUpdate = tema.Value;
+        double afterUpdate = tema.Last.Value;
 
         // Update should change the value
         Assert.NotEqual(beforeUpdate, afterUpdate);
@@ -75,16 +75,16 @@ public class TemaTests
 
         tema.Update(new TValue(DateTime.UtcNow, 100));
         tema.Update(new TValue(DateTime.UtcNow, 105));
-        double valueBefore = tema.Value;
+        double valueBefore = tema.Last.Value;
 
         tema.Reset();
 
-        Assert.Equal(0, tema.Value.Value);
+        Assert.Equal(0, tema.Last.Value);
 
         // After reset, should accept new values
         tema.Update(new TValue(DateTime.UtcNow, 50));
-        Assert.NotEqual(0, tema.Value.Value);
-        Assert.NotEqual(valueBefore, tema.Value.Value);
+        Assert.NotEqual(0, tema.Last.Value);
+        Assert.NotEqual(valueBefore, tema.Last.Value);
     }
 
     [Fact]
@@ -92,12 +92,12 @@ public class TemaTests
     {
         var tema = new Tema(10);
 
-        Assert.Equal(0, tema.Value.Value);
+        Assert.Equal(0, tema.Last.Value);
         Assert.False(tema.IsHot);
 
         tema.Update(new TValue(DateTime.UtcNow, 100));
 
-        Assert.NotEqual(0, tema.Value.Value);
+        Assert.NotEqual(0, tema.Last.Value);
     }
 
     [Fact]
@@ -152,7 +152,7 @@ public class TemaTests
         }
 
         // Remember TEMA state after 10 values
-        double temaAfterTen = tema.Value;
+        double temaAfterTen = tema.Last.Value;
 
         // Generate 9 corrections with isNew=false (different values)
         for (int i = 0; i < 9; i++)
@@ -253,10 +253,11 @@ public class TemaTests
     public void Tema_SpanCalc_ZeroAllocation()
     {
         double[] source = new double[10000];
+
         double[] output = new double[10000];
-        var rng = new Random(42); // nosemgrep
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42);
         for (int i = 0; i < source.Length; i++)
-            source[i] = rng.NextDouble() * 100;
+            source[i] = gbm.Next().Close;
 
         // Warm up
         Tema.Calculate(source.AsSpan(), output.AsSpan(), 100);
@@ -264,4 +265,46 @@ public class TemaTests
         // This test verifies the method runs without throwing
         Assert.True(double.IsFinite(output[^1]));
     }
+    [Fact]
+    public void Tema_AllModes_ProduceSameResult()
+    {
+        // Arrange
+        int period = 10;
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
+        var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        var series = bars.Close;
+        
+        // 1. Batch Mode
+        var batchSeries = Tema.Calculate(series, period);
+        double expected = batchSeries.Last.Value;
+
+        // 2. Span Mode
+        var tValues = series.Values.ToArray();
+        var spanInput = new ReadOnlySpan<double>(tValues);
+        var spanOutput = new double[tValues.Length];
+        Tema.Calculate(spanInput, spanOutput, period);
+        double spanResult = spanOutput[^1];
+
+        // 3. Streaming Mode
+        var streamingInd = new Tema(period);
+        for (int i = 0; i < series.Count; i++)
+        {
+            streamingInd.Update(series[i]);
+        }
+        double streamingResult = streamingInd.Last.Value;
+
+        // 4. Eventing Mode
+        var pubSource = new TSeries();
+        var eventingInd = new Tema(pubSource, period);
+        for (int i = 0; i < series.Count; i++)
+        {
+            pubSource.Add(series[i]);
+        }
+        double eventingResult = eventingInd.Last.Value;
+
+        // Assert
+        Assert.Equal(expected, spanResult, precision: 9);
+        Assert.Equal(expected, streamingResult, precision: 9);
+        Assert.Equal(expected, eventingResult, precision: 9);
+    }
 }

lib/averages/tema/Tema.cs

@@ -24,7 +24,7 @@ namespace QuanTAlib;
 /// which is faster than the standard EMA convergence (3/alpha steps).
 /// </remarks>
 [SkipLocalsInit]
-public sealed class Tema
+public sealed class Tema : ITValuePublisher
 {
     private struct EmaState
     {
@@ -49,8 +49,9 @@ public sealed class Tema
     private double _lastValidValue;
 
     public string Name { get; }
-    public TValue Value { get; private set; }
+    public TValue Last { get; private set; }
     public bool IsHot => _state3.E <= 0.09;
+    public event Action<TValue>? Pub;
 
     public Tema(int period)
     {
@@ -61,6 +62,11 @@ public sealed class Tema
         Name = $"Tema({period})";
     }
 
+    public Tema(ITValuePublisher source, int period) : this(period)
+    {
+        source.Pub += (item) => Update(item);
+    }
+
     public Tema(double alpha)
     {
         if (alpha <= 0 || alpha > 1) throw new ArgumentException("Alpha must be between 0 and 1", nameof(alpha));
@@ -102,8 +108,9 @@ public sealed class Tema
         double e3 = Compute(e2, _alpha, _decay, ref _state3);
 
         double result = 3 * e1 - 3 * e2 + e3;
-        Value = new TValue(input.Time, result);
-        return Value;
+        Last = new TValue(input.Time, result);
+        Pub?.Invoke(Last);
+        return Last;
     }
 
     public TSeries Update(TSeries source)
@@ -154,7 +161,7 @@ public sealed class Tema
         _p_state3 = s3;
         _lastValidValue = lastValid;
 
-        Value = new TValue(tSpan[len - 1], vSpan[len - 1]);
+        Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
         return new TSeries(t, v);
     }
 
@@ -322,6 +329,6 @@ public sealed class Tema
         _p_state2 = EmaState.New();
         _p_state3 = EmaState.New();
         _lastValidValue = 0;
-        Value = default;
+        Last = default;
     }
 }

lib/averages/trima/Trima.Tests.cs

@@ -19,12 +19,12 @@ public class TrimaTests
     {
         var trima = new Trima(10);
 
-        Assert.Equal(0, trima.Value.Value);
+        Assert.Equal(0, trima.Last.Value);
 
         TValue result = trima.Update(new TValue(DateTime.UtcNow, 100));
 
         Assert.True(result.Value > 0);
-        Assert.Equal(result.Value, trima.Value.Value);
+        Assert.Equal(result.Value, trima.Last.Value);
     }
 
     [Fact]
@@ -111,12 +111,12 @@ public class TrimaTests
 
         trima.Reset();
 
-        Assert.Equal(0, trima.Value.Value);
+        Assert.Equal(0, trima.Last.Value);
         Assert.False(trima.IsHot);
 
         // After reset, should accept new values
         trima.Update(new TValue(DateTime.UtcNow, 50));
-        Assert.NotEqual(0, trima.Value.Value);
+        Assert.NotEqual(0, trima.Last.Value);
     }
 
     [Fact]
@@ -197,4 +197,46 @@ public class TrimaTests
             Assert.Equal(tseriesResult[i].Value, output[i], 1e-10);
         }
     }
+    [Fact]
+    public void Trima_AllModes_ProduceSameResult()
+    {
+        // Arrange
+        int period = 10;
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
+        var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        var series = bars.Close;
+        
+        // 1. Batch Mode
+        var batchSeries = Trima.Calculate(series, period);
+        double expected = batchSeries.Last.Value;
+
+        // 2. Span Mode
+        var tValues = series.Values.ToArray();
+        var spanInput = new ReadOnlySpan<double>(tValues);
+        var spanOutput = new double[tValues.Length];
+        Trima.Calculate(spanInput, spanOutput, period);
+        double spanResult = spanOutput[^1];
+
+        // 3. Streaming Mode
+        var streamingInd = new Trima(period);
+        for (int i = 0; i < series.Count; i++)
+        {
+            streamingInd.Update(series[i]);
+        }
+        double streamingResult = streamingInd.Last.Value;
+
+        // 4. Eventing Mode
+        var pubSource = new TSeries();
+        var eventingInd = new Trima(pubSource, period);
+        for (int i = 0; i < series.Count; i++)
+        {
+            pubSource.Add(series[i]);
+        }
+        double eventingResult = eventingInd.Last.Value;
+
+        // Assert
+        Assert.Equal(expected, spanResult, precision: 9);
+        Assert.Equal(expected, streamingResult, precision: 9);
+        Assert.Equal(expected, eventingResult, precision: 9);
+    }
 }

lib/averages/trima/Trima.cs

@@ -23,7 +23,7 @@ namespace QuanTAlib;
 /// Becomes true when the buffer is full (period samples processed).
 /// </remarks>
 [SkipLocalsInit]
-public sealed class Trima
+public sealed class Trima : ITValuePublisher
 {
     private readonly int _period;
     private readonly int _p1;
@@ -41,8 +41,9 @@ public sealed class Trima
     private const int ResyncInterval = 1000;
 
     public string Name { get; }
-    public TValue Value { get; private set; }
+    public TValue Last { get; private set; }
     public bool IsHot => _sampleCount >= _period;
+    public event Action<TValue>? Pub;
 
     public Trima(int period)
     {
@@ -58,6 +59,11 @@ public sealed class Trima
         Name = $"Trima({period})";
     }
 
+    public Trima(ITValuePublisher source, int period) : this(period)
+    {
+        source.Pub += (item) => Update(item);
+    }
+
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     private double GetValidValue(double input)
     {
@@ -110,7 +116,7 @@ public sealed class Trima
             _p_sum2 = _sum2;
             _p_lastInput2 = sma1Result;
 
-            Value = new TValue(input.Time, _sum2 / _buffer2.Count);
+            Last = new TValue(input.Time, _sum2 / _buffer2.Count);
         }
         else
         {
@@ -126,10 +132,11 @@ public sealed class Trima
             _sum2 = _p_sum2 - _p_lastInput2 + sma1Result;
             _buffer2.UpdateNewest(sma1Result);
 
-            Value = new TValue(input.Time, _sum2 / _buffer2.Count);
+            Last = new TValue(input.Time, _sum2 / _buffer2.Count);
         }
 
-        return Value;
+        Pub?.Invoke(Last);
+        return Last;
     }
 
     public TSeries Update(TSeries source)
@@ -158,7 +165,7 @@ public sealed class Trima
             Update(new TValue(source.Times[i], source.Values[i]), isNew: true);
         }
 
-        Value = new TValue(tSpan[len - 1], vSpan[len - 1]);
+        Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
         return new TSeries(t, v);
     }
 
@@ -204,6 +211,6 @@ public sealed class Trima
         _tickCount2 = 0;
 
         _sampleCount = 0;
-        Value = default;
+        Last = default;
     }
 }

lib/averages/wma/Wma.Tests.cs

@@ -18,12 +18,12 @@ public class WmaTests
     {
         var wma = new Wma(10);
 
-        Assert.Equal(0, wma.Value.Value);
+        Assert.Equal(0, wma.Last.Value);
 
         TValue result = wma.Update(new TValue(DateTime.UtcNow, 100));
 
         Assert.True(result.Value > 0);
-        Assert.Equal(result.Value, wma.Value.Value);
+        Assert.Equal(result.Value, wma.Last.Value);
     }
 
     [Fact]
@@ -42,10 +42,10 @@ public class WmaTests
         var wma = new Wma(10);
 
         wma.Update(new TValue(DateTime.UtcNow, 100), isNew: true);
-        double value1 = wma.Value;
+        double value1 = wma.Last.Value;
 
         wma.Update(new TValue(DateTime.UtcNow, 200), isNew: true);
-        double value2 = wma.Value;
+        double value2 = wma.Last.Value;
 
         // Values should change with new bars
         Assert.NotEqual(value1, value2);
@@ -58,10 +58,10 @@ public class WmaTests
 
         wma.Update(new TValue(DateTime.UtcNow, 100));
         wma.Update(new TValue(DateTime.UtcNow, 110), isNew: true);
-        double beforeUpdate = wma.Value;
+        double beforeUpdate = wma.Last.Value;
 
         wma.Update(new TValue(DateTime.UtcNow, 120), isNew: false);
-        double afterUpdate = wma.Value;
+        double afterUpdate = wma.Last.Value;
 
         // Update should change the value
         Assert.NotEqual(beforeUpdate, afterUpdate);
@@ -74,16 +74,16 @@ public class WmaTests
 
         wma.Update(new TValue(DateTime.UtcNow, 100));
         wma.Update(new TValue(DateTime.UtcNow, 105));
-        double valueBefore = wma.Value;
+        double valueBefore = wma.Last.Value;
 
         wma.Reset();
 
-        Assert.Equal(0, wma.Value.Value);
+        Assert.Equal(0, wma.Last.Value);
 
         // After reset, should accept new values
         wma.Update(new TValue(DateTime.UtcNow, 50));
-        Assert.NotEqual(0, wma.Value.Value);
-        Assert.NotEqual(valueBefore, wma.Value.Value);
+        Assert.NotEqual(0, wma.Last.Value);
+        Assert.NotEqual(valueBefore, wma.Last.Value);
     }
 
     [Fact]
@@ -91,12 +91,12 @@ public class WmaTests
     {
         var wma = new Wma(10);
 
-        Assert.Equal(0, wma.Value.Value);
+        Assert.Equal(0, wma.Last.Value);
         Assert.False(wma.IsHot);
 
         wma.Update(new TValue(DateTime.UtcNow, 100));
 
-        Assert.NotEqual(0, wma.Value.Value);
+        Assert.NotEqual(0, wma.Last.Value);
     }
 
     [Fact]
@@ -129,7 +129,7 @@ public class WmaTests
 
         // WMA(5) of 10,20,30,40,50 = (1*10 + 2*20 + 3*30 + 4*40 + 5*50) / 15
         // = (10 + 40 + 90 + 160 + 250) / 15 = 550 / 15 = 36.666...
-        Assert.Equal(550.0 / 15.0, wma.Value.Value, 1e-10);
+        Assert.Equal(550.0 / 15.0, wma.Last.Value, 1e-10);
     }
 
     [Fact]
@@ -142,17 +142,17 @@ public class WmaTests
         wma.Update(new TValue(DateTime.UtcNow, 30));
 
         // WMA(3) of 10,20,30 = (1*10 + 2*20 + 3*30) / 6 = (10 + 40 + 90) / 6 = 140/6 = 23.333...
-        Assert.Equal(140.0 / 6.0, wma.Value.Value, 1e-10);
+        Assert.Equal(140.0 / 6.0, wma.Last.Value, 1e-10);
 
         wma.Update(new TValue(DateTime.UtcNow, 40));
 
         // WMA(3) of 20,30,40 = (1*20 + 2*30 + 3*40) / 6 = (20 + 60 + 120) / 6 = 200/6 = 33.333...
-        Assert.Equal(200.0 / 6.0, wma.Value.Value, 1e-10);
+        Assert.Equal(200.0 / 6.0, wma.Last.Value, 1e-10);
 
         wma.Update(new TValue(DateTime.UtcNow, 50));
 
         // WMA(3) of 30,40,50 = (1*30 + 2*40 + 3*50) / 6 = (30 + 80 + 150) / 6 = 260/6 = 43.333...
-        Assert.Equal(260.0 / 6.0, wma.Value.Value, 1e-10);
+        Assert.Equal(260.0 / 6.0, wma.Last.Value, 1e-10);
     }
 
     [Fact]
@@ -171,7 +171,7 @@ public class WmaTests
         }
 
         // Remember WMA state after 10 values
-        double wmaAfterTen = wma.Value;
+        double wmaAfterTen = wma.Last.Value;
 
         // Generate 9 corrections with isNew=false (different values)
         for (int i = 0; i < 9; i++)
@@ -230,7 +230,7 @@ public class WmaTests
         wma.Update(new TValue(DateTime.UtcNow, 100));
 
         // This should compile and work because TValue has implicit conversion to double
-        double result = wma.Value;
+        double result = wma.Last.Value;
 
         Assert.Equal(100.0, result, 1e-10);
     }
@@ -375,9 +375,9 @@ public class WmaTests
         // WMA should be higher than SMA because it weights the high recent value more
         // SMA = (10 + 20 + 100) / 3 = 43.333...
         // WMA = (1*10 + 2*20 + 3*100) / 6 = (10 + 40 + 300) / 6 = 58.333...
-        Assert.True(wma.Value.Value > sma.Value.Value);
-        Assert.Equal(350.0 / 6.0, wma.Value.Value, 1e-10);
-        Assert.Equal(130.0 / 3.0, sma.Value.Value, 1e-10);
+        Assert.True(wma.Last.Value > sma.Last.Value);
+        Assert.Equal(350.0 / 6.0, wma.Last.Value, 1e-10);
+        Assert.Equal(130.0 / 3.0, sma.Last.Value, 1e-10);
     }
 
     [Fact]
@@ -469,9 +469,9 @@ public class WmaTests
     {
         double[] source = new double[10000];
         double[] output = new double[10000];
-        var rng = new Random(42); // nosemgrep
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42);
         for (int i = 0; i < source.Length; i++)
-            source[i] = rng.NextDouble() * 100;
+            source[i] = gbm.Next().Close;
 
         // Warm up
         Wma.Calculate(source.AsSpan(), output.AsSpan(), 100);
@@ -514,9 +514,9 @@ public class WmaTests
     {
         double[] source = new double[1000];
         double[] output = new double[1000];
-        var rng = new Random(42); // nosemgrep
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 42);
         for (int i = 0; i < source.Length; i++)
-            source[i] = rng.NextDouble() * 100;
+            source[i] = gbm.Next().Close;
 
         // Period <= 512 uses stackalloc
         Wma.Calculate(source.AsSpan(), output.AsSpan(), 100);
@@ -527,4 +527,46 @@ public class WmaTests
         Wma.Calculate(source.AsSpan(), output2.AsSpan(), 600);
         Assert.True(double.IsFinite(output2[^1]));
     }
+    [Fact]
+    public void Wma_AllModes_ProduceSameResult()
+    {
+        // Arrange
+        int period = 10;
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
+        var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        var series = bars.Close;
+        
+        // 1. Batch Mode
+        var batchSeries = Wma.Calculate(series, period);
+        double expected = batchSeries.Last.Value;
+
+        // 2. Span Mode
+        var tValues = series.Values.ToArray();
+        var spanInput = new ReadOnlySpan<double>(tValues);
+        var spanOutput = new double[tValues.Length];
+        Wma.Calculate(spanInput, spanOutput, period);
+        double spanResult = spanOutput[^1];
+
+        // 3. Streaming Mode
+        var streamingInd = new Wma(period);
+        for (int i = 0; i < series.Count; i++)
+        {
+            streamingInd.Update(series[i]);
+        }
+        double streamingResult = streamingInd.Last.Value;
+
+        // 4. Eventing Mode
+        var pubSource = new TSeries();
+        var eventingInd = new Wma(pubSource, period);
+        for (int i = 0; i < series.Count; i++)
+        {
+            pubSource.Add(series[i]);
+        }
+        double eventingResult = eventingInd.Last.Value;
+
+        // Assert
+        Assert.Equal(expected, spanResult, precision: 9);
+        Assert.Equal(expected, streamingResult, precision: 9);
+        Assert.Equal(expected, eventingResult, precision: 9);
+    }
 }

lib/averages/wma/Wma.cs

@@ -25,7 +25,7 @@ namespace QuanTAlib;
 /// Becomes true when the buffer is full (period samples processed).
 /// </remarks>
 [SkipLocalsInit]
-public sealed class Wma
+public sealed class Wma : ITValuePublisher
 {
     private readonly int _period;
     private readonly double _divisor;
@@ -38,8 +38,9 @@ public sealed class Wma
     private const int ResyncInterval = 1000;
 
     public string Name { get; }
-    public TValue Value { get; private set; }
+    public TValue Last { get; private set; }
     public bool IsHot => _buffer.IsFull;
+    public event Action<TValue>? Pub;
 
     public Wma(int period)
     {
@@ -51,6 +52,11 @@ public sealed class Wma
         Name = $"Wma({period})";
     }
 
+    public Wma(ITValuePublisher source, int period) : this(period)
+    {
+        source.Pub += (item) => Update(item);
+    }
+
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     private double GetValidValue(double input)
     {
@@ -128,8 +134,9 @@ public sealed class Wma
         }
 
         double currentDivisor = _buffer.IsFull ? _divisor : _buffer.Count * (_buffer.Count + 1) * 0.5;
-        Value = new TValue(input.Time, _wsum / currentDivisor);
-        return Value;
+        Last = new TValue(input.Time, _wsum / currentDivisor);
+        Pub?.Invoke(Last);
+        return Last;
     }
 
     public TSeries Update(TSeries source)
@@ -184,7 +191,7 @@ public sealed class Wma
         _p_lastInput = source.Values[len - 1];
         _p_lastValidValue = _lastValidValue;
 
-        Value = new TValue(tSpan[len - 1], vSpan[len - 1]);
+        Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
         return new TSeries(t, v);
     }
 
@@ -485,6 +492,6 @@ public sealed class Wma
     {
         _buffer.Clear();
         _sum = _wsum = _p_sum = _p_wsum = _p_lastInput = _lastValidValue = _p_lastValidValue = 0;
-        Value = default;
+        Last = default;
     }
 }

lib/core/tseries/ITValuePublisher.cs

@@ -0,0 +1,14 @@
+using System;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// Interface for objects that publish TValue updates.
+/// </summary>
+public interface ITValuePublisher
+{
+    /// <summary>
+    /// Event triggered when a new TValue is available.
+    /// </summary>
+    event Action<TValue> Pub;
+}

lib/core/tseries/tseries.cs

@@ -11,8 +11,8 @@ namespace QuanTAlib;
 /// Stores Time (long) and Value (double) in separate contiguous arrays for SIMD efficiency.
 /// Supports "New Bar" vs "Update Last" streaming semantics.
 /// </summary>
-public class TSeries : IReadOnlyList<TValue>
-{
+    public class TSeries : IReadOnlyList<TValue>, ITValuePublisher
+    {
     protected readonly List<long> _t;
     protected readonly List<double> _v;