filters update

lib/core/midpoint/Midpoint.Quantower.Tests.cs

@@ -0,0 +1,245 @@
+using Xunit;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class MidpointIndicatorTests
+{
+    [Fact]
+    public void MidpointIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new MidpointIndicator();
+
+        Assert.Equal(14, indicator.Period);
+        Assert.Equal(SourceType.Close, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("MIDPOINT - Rolling Range Midpoint", indicator.Name);
+        Assert.False(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void MidpointIndicator_MinHistoryDepths_EqualsPeriod()
+    {
+        var indicator = new MidpointIndicator { Period = 20 };
+        Assert.Equal(20, indicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void MidpointIndicator_ShortName_IncludesPeriod()
+    {
+        var indicator = new MidpointIndicator { Period = 14 };
+        Assert.Equal("MIDPOINT(14)", indicator.ShortName);
+    }
+
+    [Fact]
+    public void MidpointIndicator_Initialize_CreatesLineSeries()
+    {
+        var indicator = new MidpointIndicator();
+        indicator.Initialize();
+
+        Assert.Single(indicator.LinesSeries);
+        Assert.Equal("Midpoint", indicator.LinesSeries[0].Name);
+    }
+
+    [Fact]
+    public void MidpointIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new MidpointIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        var args = new UpdateArgs(UpdateReason.HistoricalBar);
+        indicator.ProcessUpdate(args);
+
+        Assert.Equal(1, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void MidpointIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new MidpointIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 92, 106);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void MidpointIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
+    {
+        var indicator = new MidpointIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void MidpointIndicator_MultipleUpdates_ProducesCorrectSequence()
+    {
+        var indicator = new MidpointIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(
+                now.AddMinutes(i),
+                100 + i * 2,
+                105 + i * 2,
+                95 + i * 2,
+                102 + i * 2);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        Assert.Equal(20, indicator.LinesSeries[0].Count);
+
+        for (int i = 0; i < 20; i++)
+        {
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i)));
+        }
+    }
+
+    [Fact]
+    public void MidpointIndicator_DifferentSourceTypes_Work()
+    {
+        var sources = new[]
+        {
+            SourceType.Open,
+            SourceType.High,
+            SourceType.Low,
+            SourceType.Close,
+            SourceType.HL2,
+            SourceType.HLC3,
+        };
+
+        foreach (var source in sources)
+        {
+            var indicator = new MidpointIndicator { Period = 5, Source = source };
+            indicator.Initialize();
+
+            var now = DateTime.UtcNow;
+            indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+            Assert.Equal(1, indicator.LinesSeries[0].Count);
+        }
+    }
+
+    [Fact]
+    public void MidpointIndicator_ShowColdValues_False_SetsNaN()
+    {
+        var indicator = new MidpointIndicator { Period = 10, ShowColdValues = false };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        Assert.True(double.IsNaN(indicator.LinesSeries[0].GetValue(0)));
+    }
+
+    [Fact]
+    public void MidpointIndicator_ComputesMidpoint_Correctly()
+    {
+        var indicator = new MidpointIndicator { Period = 5, Source = SourceType.Close };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // Close prices: 100, 110, 90, 105, 95
+        // Highest = 110, Lowest = 90, Midpoint = (110 + 90) / 2 = 100
+        double[] closes = { 100, 110, 90, 105, 95 };
+        for (int i = 0; i < closes.Length; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), closes[i], closes[i] + 5, closes[i] - 5, closes[i]);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        double lastMidpoint = indicator.LinesSeries[0].GetValue(0);
+        Assert.Equal(100, lastMidpoint);
+    }
+
+    [Fact]
+    public void MidpointIndicator_WindowSlides_Correctly()
+    {
+        var indicator = new MidpointIndicator { Period = 3, Source = SourceType.Close };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // Closes: 100, 120, 80, 90, 110
+        // After 5 bars, window = [80, 90, 110]
+        // Highest = 110, Lowest = 80, Midpoint = 95
+        double[] closes = { 100, 120, 80, 90, 110 };
+        for (int i = 0; i < closes.Length; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), closes[i], closes[i] + 5, closes[i] - 5, closes[i]);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        double lastMidpoint = indicator.LinesSeries[0].GetValue(0);
+        Assert.Equal(95, lastMidpoint);
+    }
+
+    [Fact]
+    public void MidpointIndicator_SymmetricRange_MidpointEqualsCenter()
+    {
+        var indicator = new MidpointIndicator { Period = 3, Source = SourceType.Close };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // Symmetric: 50, 100, 150 -> midpoint = (150 + 50) / 2 = 100
+        double[] closes = { 50, 100, 150 };
+        for (int i = 0; i < closes.Length; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), closes[i], closes[i] + 5, closes[i] - 5, closes[i]);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        double midpoint = indicator.LinesSeries[0].GetValue(0);
+        Assert.Equal(100, midpoint);
+    }
+
+    [Fact]
+    public void MidpointIndicator_DifferentPeriods_Work()
+    {
+        var periods = new[] { 5, 10, 20, 50 };
+
+        foreach (int period in periods)
+        {
+            var indicator = new MidpointIndicator { Period = period };
+            indicator.Initialize();
+
+            var now = DateTime.UtcNow;
+            for (int i = 0; i < period + 10; i++)
+            {
+                indicator.HistoricalData.AddBar(
+                    now.AddMinutes(i),
+                    100 + i,
+                    105 + i,
+                    95 + i,
+                    102 + i);
+                indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+            }
+
+            Assert.Equal(period + 10, indicator.LinesSeries[0].Count);
+        }
+    }
+}

lib/core/midpoint/Midpoint.Quantower.cs

@@ -0,0 +1,62 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+using static QuanTAlib.IndicatorExtensions;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// MIDPOINT (Rolling Range Midpoint) Quantower indicator.
+/// Calculates (Highest + Lowest) / 2 over a rolling lookback window.
+/// </summary>
+public class MidpointIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 0, minimum: 1, maximum: 1000)]
+    public int Period { get; set; } = 14;
+
+    [DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show Cold Values", sortIndex: 100)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Midpoint? _midpoint;
+    private Func<IHistoryItem, double>? _selector;
+
+    public int MinHistoryDepths => Period;
+    public override string ShortName => $"MIDPOINT({Period})";
+
+    public MidpointIndicator()
+    {
+        Name = "MIDPOINT - Rolling Range Midpoint";
+        Description = "Calculates (Highest + Lowest) / 2 over a rolling lookback window";
+        SeparateWindow = false;
+        OnBackGround = true;
+    }
+
+    protected override void OnInit()
+    {
+        _midpoint = new Midpoint(Period);
+        _selector = Source.GetPriceSelector();
+
+        AddLineSeries(new LineSeries("Midpoint", Color.Blue, 2, LineStyle.Solid));
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        if (_midpoint == null || _selector == null)
+        {
+            return;
+        }
+
+        var item = HistoricalData[0, SeekOriginHistory.End];
+        double value = _selector(item);
+        bool isNew = args.IsNewBar();
+
+        TValue input = new(item.TimeLeft, value);
+        _midpoint.Update(input, isNew);
+
+        bool isHot = _midpoint.IsHot;
+
+        LinesSeries[0].SetValue(_midpoint.Last.Value, isHot, ShowColdValues);
+    }
+}

lib/core/midpoint/Midpoint.Tests.cs

@@ -0,0 +1,325 @@
+using Xunit;
+
+namespace QuanTAlib.Tests;
+
+public class MidpointTests
+{
+    private const double Tolerance = 1e-10;
+
+    [Fact]
+    public void Constructor_InvalidPeriod_ThrowsArgumentException()
+    {
+        Assert.Throws<ArgumentException>(() => new Midpoint(0));
+        Assert.Throws<ArgumentException>(() => new Midpoint(-1));
+    }
+
+    [Fact]
+    public void Constructor_ValidPeriod_SetsProperties()
+    {
+        var indicator = new Midpoint(14);
+        Assert.Equal("Midpoint(14)", indicator.Name);
+        Assert.Equal(14, indicator.WarmupPeriod);
+        Assert.False(indicator.IsHot);
+    }
+
+    [Fact]
+    public void Update_ReturnsMidpointInWindow()
+    {
+        var indicator = new Midpoint(3);
+        var time = DateTime.UtcNow;
+
+        // Single value: midpoint = (5+5)/2 = 5
+        indicator.Update(new TValue(time, 5.0));
+        Assert.Equal(5.0, indicator.Last.Value, Tolerance);
+
+        // Window [5, 8]: midpoint = (8+5)/2 = 6.5
+        indicator.Update(new TValue(time.AddMinutes(1), 8.0));
+        Assert.Equal(6.5, indicator.Last.Value, Tolerance);
+
+        // Window [5, 8, 3]: midpoint = (8+3)/2 = 5.5
+        indicator.Update(new TValue(time.AddMinutes(2), 3.0));
+        Assert.Equal(5.5, indicator.Last.Value, Tolerance);
+
+        // Window [8, 3, 2]: midpoint = (8+2)/2 = 5.0
+        indicator.Update(new TValue(time.AddMinutes(3), 2.0));
+        Assert.Equal(5.0, indicator.Last.Value, Tolerance);
+
+        // Window [3, 2, 10]: midpoint = (10+2)/2 = 6.0
+        indicator.Update(new TValue(time.AddMinutes(4), 10.0));
+        Assert.Equal(6.0, indicator.Last.Value, Tolerance);
+    }
+
+    [Fact]
+    public void Update_Period1_ReturnsSameValue()
+    {
+        var indicator = new Midpoint(1);
+        var time = DateTime.UtcNow;
+
+        for (int i = 0; i < 10; i++)
+        {
+            double value = i * 2.5;
+            indicator.Update(new TValue(time.AddMinutes(i), value));
+            // Midpoint of single value = that value
+            Assert.Equal(value, indicator.Last.Value, Tolerance);
+        }
+    }
+
+    [Fact]
+    public void Update_IsNewFalse_CorrectsPreviousValue()
+    {
+        var indicator = new Midpoint(5);
+        var time = DateTime.UtcNow;
+
+        indicator.Update(new TValue(time, 10.0));
+        indicator.Update(new TValue(time.AddMinutes(1), 20.0));
+        indicator.Update(new TValue(time.AddMinutes(2), 15.0));
+        // Window [10, 20, 15]: midpoint = (20+10)/2 = 15.0
+        Assert.Equal(15.0, indicator.Last.Value, Tolerance);
+
+        // Correct last value to 5.0
+        // Window [10, 20, 5]: midpoint = (20+5)/2 = 12.5
+        indicator.Update(new TValue(time.AddMinutes(2), 5.0), isNew: false);
+        Assert.Equal(12.5, indicator.Last.Value, Tolerance);
+    }
+
+    [Fact]
+    public void Update_IterativeCorrection_RestoresState()
+    {
+        var indicator = new Midpoint(5);
+        var time = DateTime.UtcNow;
+        double[] values = { 5.0, 10.0, 8.0, 12.0, 7.0, 15.0, 11.0 };
+
+        // Process all values
+        foreach (var v in values)
+        {
+            indicator.Update(new TValue(time, v));
+            time = time.AddMinutes(1);
+        }
+        double finalResult = indicator.Last.Value;
+
+        // Reset and process with corrections
+        indicator.Reset();
+        time = DateTime.UtcNow;
+        foreach (var v in values)
+        {
+            // Submit wrong value first
+            indicator.Update(new TValue(time, 0.0));
+            // Correct it
+            indicator.Update(new TValue(time, v), isNew: false);
+            time = time.AddMinutes(1);
+        }
+
+        Assert.Equal(finalResult, indicator.Last.Value, Tolerance);
+    }
+
+    [Fact]
+    public void Update_NaN_UsesLastValidValue()
+    {
+        var indicator = new Midpoint(5);
+        var time = DateTime.UtcNow;
+
+        indicator.Update(new TValue(time, 10.0));
+        indicator.Update(new TValue(time.AddMinutes(1), 20.0));
+        double beforeNaN = indicator.Last.Value;
+
+        indicator.Update(new TValue(time.AddMinutes(2), double.NaN));
+        // Should use last valid value
+        Assert.Equal(beforeNaN, indicator.Last.Value, Tolerance);
+    }
+
+    [Fact]
+    public void Update_Infinity_UsesLastValidValue()
+    {
+        var indicator = new Midpoint(5);
+        var time = DateTime.UtcNow;
+
+        indicator.Update(new TValue(time, 15.0));
+        indicator.Update(new TValue(time.AddMinutes(1), double.PositiveInfinity));
+        Assert.True(double.IsFinite(indicator.Last.Value));
+    }
+
+    [Fact]
+    public void IsHot_BecomesTrueAfterWarmup()
+    {
+        var indicator = new Midpoint(5);
+        var time = DateTime.UtcNow;
+
+        for (int i = 0; i < 4; i++)
+        {
+            indicator.Update(new TValue(time.AddMinutes(i), i));
+            Assert.False(indicator.IsHot);
+        }
+
+        indicator.Update(new TValue(time.AddMinutes(4), 4));
+        Assert.True(indicator.IsHot);
+    }
+
+    [Fact]
+    public void Reset_ClearsState()
+    {
+        var indicator = new Midpoint(5);
+        var time = DateTime.UtcNow;
+
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.Update(new TValue(time.AddMinutes(i), i * 2));
+        }
+
+        Assert.True(indicator.IsHot);
+        indicator.Reset();
+        Assert.False(indicator.IsHot);
+        Assert.Equal(default, indicator.Last);
+    }
+
+    [Fact]
+    public void Pub_EventFires()
+    {
+        var indicator = new Midpoint(5);
+        int eventCount = 0;
+        indicator.Pub += (object? sender, in TValueEventArgs args) => eventCount++;
+
+        indicator.Update(new TValue(DateTime.UtcNow, 10.0));
+        Assert.Equal(1, eventCount);
+    }
+
+    [Fact]
+    public void Chaining_Constructor_Works()
+    {
+        var source = new TSeries();
+        var indicator = new Midpoint(source, 5);
+
+        source.Add(new TValue(DateTime.UtcNow, 10.0), true);
+        Assert.Equal(10.0, indicator.Last.Value, Tolerance);
+
+        // Window [10, 20]: midpoint = (20+10)/2 = 15
+        source.Add(new TValue(DateTime.UtcNow.AddMinutes(1), 20.0), true);
+        Assert.Equal(15.0, indicator.Last.Value, Tolerance);
+    }
+
+    [Fact]
+    public void Calculate_TSeries_MatchesStreaming()
+    {
+        int period = 5;
+        int count = 50;
+        var gbm = new GBM(10000);
+        var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        var source = bars.Close;
+
+        // Streaming
+        var streaming = new Midpoint(period);
+        var streamingResults = new List<double>();
+        for (int i = 0; i < source.Count; i++)
+        {
+            streaming.Update(source[i]);
+            streamingResults.Add(streaming.Last.Value);
+        }
+
+        // Batch
+        var batch = Midpoint.Batch(source, period);
+
+        // Compare last values (after warmup)
+        for (int i = period; i < source.Count; i++)
+        {
+            Assert.Equal(streamingResults[i], batch[i].Value, Tolerance);
+        }
+    }
+
+    [Fact]
+    public void Calculate_Span_MatchesTSeries()
+    {
+        int period = 5;
+        int count = 50;
+        var gbm = new GBM(10001);
+        var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        var source = bars.Close;
+
+        // TSeries batch
+        var batchResult = Midpoint.Batch(source, period);
+
+        // Span calculation
+        var sourceArray = source.Values.ToArray();
+        var output = new double[count];
+        Midpoint.Batch(sourceArray.AsSpan(), output.AsSpan(), period);
+
+        for (int i = 0; i < source.Count; i++)
+        {
+            Assert.Equal(batchResult[i].Value, output[i], Tolerance);
+        }
+    }
+
+    [Fact]
+    public void Calculate_Span_ValidatesArguments()
+    {
+        Assert.Throws<ArgumentException>(() =>
+        {
+            Span<double> output = stackalloc double[10];
+            Midpoint.Batch(ReadOnlySpan<double>.Empty, output, 5);
+        });
+
+        Assert.Throws<ArgumentException>(() =>
+        {
+            ReadOnlySpan<double> source = stackalloc double[10];
+            Span<double> output = stackalloc double[5];
+            Midpoint.Batch(source, output, 5);
+        });
+
+        Assert.Throws<ArgumentException>(() =>
+        {
+            ReadOnlySpan<double> source = stackalloc double[10];
+            Span<double> output = stackalloc double[10];
+            Midpoint.Batch(source, output, 0);
+        });
+    }
+
+    [Fact]
+    public void ConstantSequence_ReturnsSameValue()
+    {
+        var indicator = new Midpoint(5);
+        var time = DateTime.UtcNow;
+
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.Update(new TValue(time.AddMinutes(i), 7.5));
+            // Midpoint of constant sequence = that constant
+            Assert.Equal(7.5, indicator.Last.Value, Tolerance);
+        }
+    }
+
+    [Fact]
+    public void Midpoint_EqualsAverageOfMaxAndMin()
+    {
+        // Verify Midpoint matches manually computed (Max + Min) / 2 from values in window
+        int period = 5;
+        var gbm = new GBM(12345);
+        var bars = gbm.Fetch(30, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        var source = bars.Close;
+
+        var midpoint = new Midpoint(period);
+        var values = new List<double>();
+
+        for (int i = 0; i < source.Count; i++)
+        {
+            values.Add(source[i].Value);
+            midpoint.Update(source[i]);
+
+            // Manually compute max and min over the window
+            int start = Math.Max(0, values.Count - period);
+            double max = double.MinValue;
+            double min = double.MaxValue;
+            for (int j = start; j < values.Count; j++)
+            {
+                if (values[j] > max)
+                {
+                    max = values[j];
+                }
+                if (values[j] < min)
+                {
+                    min = values[j];
+                }
+            }
+
+            double expected = (max + min) * 0.5;
+            Assert.Equal(expected, midpoint.Last.Value, Tolerance);
+        }
+    }
+}

lib/core/midpoint/Midpoint.Validation.Tests.cs

@@ -0,0 +1,197 @@
+using TALib;
+using Xunit.Abstractions;
+
+namespace QuanTAlib.Tests;
+
+public sealed class MidpointValidationTests : IDisposable
+{
+    private readonly ValidationTestData _testData;
+    private readonly ITestOutputHelper _output;
+    private bool _disposed;
+
+    public MidpointValidationTests(ITestOutputHelper output)
+    {
+        _output = output;
+        _testData = new ValidationTestData();
+    }
+
+    public void Dispose()
+    {
+        Dispose(true);
+    }
+
+    private void Dispose(bool disposing)
+    {
+        if (_disposed)
+        {
+            return;
+        }
+
+        _disposed = true;
+
+        if (disposing)
+        {
+            _testData?.Dispose();
+        }
+    }
+
+    [Fact]
+    public void Validate_Talib_Batch()
+    {
+        int[] periods = { 5, 10, 14, 20, 50 };
+
+        double[] tData = _testData.RawData.ToArray();
+        double[] output = new double[tData.Length];
+
+        foreach (var period in periods)
+        {
+            // Calculate QuanTAlib Midpoint (batch TSeries)
+            var midpoint = new Midpoint(period);
+            var qResult = midpoint.Update(_testData.Data);
+
+            // Calculate TA-Lib MIDPOINT
+            var retCode = TALib.Functions.MidPoint<double>(tData, 0..^0, output, out var outRange, period);
+            Assert.Equal(Core.RetCode.Success, retCode);
+
+            int lookback = TALib.Functions.MidPointLookback(period);
+
+            // Compare last 100 records
+            ValidationHelper.VerifyData(qResult, output, outRange, lookback);
+        }
+        _output.WriteLine("Midpoint Batch(TSeries) validated successfully against TA-Lib MIDPOINT");
+    }
+
+    [Fact]
+    public void Validate_Talib_Streaming()
+    {
+        int[] periods = { 5, 10, 14, 20, 50 };
+
+        double[] tData = _testData.RawData.ToArray();
+        double[] output = new double[tData.Length];
+
+        foreach (var period in periods)
+        {
+            // Calculate QuanTAlib Midpoint (streaming)
+            var midpoint = new Midpoint(period);
+            var qResults = new List<double>();
+            foreach (var item in _testData.Data)
+            {
+                qResults.Add(midpoint.Update(item).Value);
+            }
+
+            // Calculate TA-Lib MIDPOINT
+            var retCode = TALib.Functions.MidPoint<double>(tData, 0..^0, output, out var outRange, period);
+            Assert.Equal(Core.RetCode.Success, retCode);
+
+            int lookback = TALib.Functions.MidPointLookback(period);
+
+            // Compare last 100 records
+            ValidationHelper.VerifyData(qResults, output, outRange, lookback);
+        }
+        _output.WriteLine("Midpoint Streaming validated successfully against TA-Lib MIDPOINT");
+    }
+
+    [Fact]
+    public void Validate_Talib_Span()
+    {
+        int[] periods = { 5, 10, 14, 20, 50 };
+
+        double[] sourceData = _testData.RawData.ToArray();
+        double[] talibOutput = new double[sourceData.Length];
+
+        foreach (var period in periods)
+        {
+            // Calculate QuanTAlib Midpoint (Span API)
+            double[] qOutput = new double[sourceData.Length];
+            Midpoint.Batch(sourceData.AsSpan(), qOutput.AsSpan(), period);
+
+            // Calculate TA-Lib MIDPOINT
+            var retCode = TALib.Functions.MidPoint<double>(sourceData, 0..^0, talibOutput, out var outRange, period);
+            Assert.Equal(Core.RetCode.Success, retCode);
+
+            int lookback = TALib.Functions.MidPointLookback(period);
+
+            // Compare last 100 records
+            ValidationHelper.VerifyData(qOutput, talibOutput, outRange, lookback);
+        }
+        _output.WriteLine("Midpoint Span validated successfully against TA-Lib MIDPOINT");
+    }
+
+    [Fact]
+    public void Validate_KnownValues()
+    {
+        // Test with simple known sequence
+        double[] data = { 1, 5, 3, 8, 2, 9, 4, 7, 6, 10 };
+        int period = 3;
+
+        // For each window:
+        // [1] -> (1+1)/2 = 1
+        // [1,5] -> (5+1)/2 = 3
+        // [1,5,3] -> (5+1)/2 = 3
+        // [5,3,8] -> (8+3)/2 = 5.5
+        // [3,8,2] -> (8+2)/2 = 5
+        // [8,2,9] -> (9+2)/2 = 5.5
+        // [2,9,4] -> (9+2)/2 = 5.5
+        // [9,4,7] -> (9+4)/2 = 6.5
+        // [4,7,6] -> (7+4)/2 = 5.5
+        // [7,6,10] -> (10+6)/2 = 8
+        double[] expected = { 1, 3, 3, 5.5, 5, 5.5, 5.5, 6.5, 5.5, 8 };
+
+        var midpoint = new Midpoint(period);
+        for (int i = 0; i < data.Length; i++)
+        {
+            var result = midpoint.Update(new TValue(DateTime.UtcNow, data[i]));
+            Assert.Equal(expected[i], result.Value, precision: 10);
+        }
+        _output.WriteLine("Midpoint validated with known values");
+    }
+
+    [Fact]
+    public void Validate_ConsistencyBatchStreamingSpan()
+    {
+        // Verify that Batch, Streaming, and Span all produce the same results
+        int period = 14;
+        var gbm = new GBM(42);
+        var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        var source = bars.Close;
+
+        // Streaming
+        var streaming = new Midpoint(period);
+        var streamResults = new List<double>();
+        foreach (var item in source)
+        {
+            streamResults.Add(streaming.Update(item).Value);
+        }
+
+        // Batch TSeries
+        var batchResult = Midpoint.Batch(source, period);
+
+        // Span
+        double[] sourceArray = source.Values.ToArray();
+        double[] spanOutput = new double[sourceArray.Length];
+        Midpoint.Batch(sourceArray.AsSpan(), spanOutput.AsSpan(), period);
+
+        for (int i = period; i < source.Count; i++)
+        {
+            Assert.Equal(streamResults[i], batchResult[i].Value, precision: 10);
+            Assert.Equal(streamResults[i], spanOutput[i], precision: 10);
+        }
+        _output.WriteLine("Midpoint consistency validated: Batch == Streaming == Span");
+    }
+
+    [Fact]
+    public void Validate_ConstantInput()
+    {
+        // For constant input, midpoint should equal that constant
+        double constant = 42.5;
+        int period = 10;
+        var midpoint = new Midpoint(period);
+
+        for (int i = 0; i < 50; i++)
+        {
+            var result = midpoint.Update(new TValue(DateTime.UtcNow, constant));
+            Assert.Equal(constant, result.Value, precision: 10);
+        }
+        _output.WriteLine("Midpoint validated with constant input");
+    }
+}

lib/core/midpoint/Midpoint.cs

@@ -0,0 +1,168 @@
+// MIDPOINT: Rolling Midpoint - (Highest + Lowest) / 2 over lookback window
+// Uses RingBuffer directly for self-contained core dependency (no Highest/Lowest composition)
+
+using System.Buffers;
+using System.Runtime.CompilerServices;
+using System.Runtime.InteropServices;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// MIDPOINT: Rolling Midpoint
+/// Calculates the midpoint ((highest + lowest) / 2) over a specified lookback period.
+/// Uses RingBuffer directly for O(N) max/min scanning per update.
+/// </summary>
+/// <remarks>
+/// Key properties:
+/// - Returns the center of the value range within the lookback window
+/// - Useful for mean reversion, channel center, trend direction
+/// - Can be validated against TA-Lib MIDPOINT function
+/// - Self-contained: uses RingBuffer directly (no Highest/Lowest dependency)
+/// </remarks>
+[SkipLocalsInit]
+public sealed class Midpoint : AbstractBase
+{
+    private readonly int _period;
+    private readonly RingBuffer _buffer;
+
+    [StructLayout(LayoutKind.Auto)]
+    private record struct State(double LastValid);
+    private State _s, _ps;
+
+    public override bool IsHot => _buffer.Count >= _period;
+
+    /// <summary>
+    /// Initializes a new Midpoint indicator with specified lookback period.
+    /// </summary>
+    /// <param name="period">Lookback window size (must be >= 1)</param>
+    public Midpoint(int period)
+    {
+        if (period < 1)
+        {
+            throw new ArgumentException("Period must be >= 1", nameof(period));
+        }
+
+        _period = period;
+        _buffer = new RingBuffer(period);
+        Name = $"Midpoint({period})";
+        WarmupPeriod = period;
+    }
+
+    /// <summary>
+    /// Initializes a new Midpoint indicator with source for event-based chaining.
+    /// </summary>
+    /// <param name="source">Source indicator for chaining</param>
+    /// <param name="period">Lookback window size</param>
+    public Midpoint(ITValuePublisher source, int period) : this(period)
+    {
+        source.Pub += Handle;
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    private void Handle(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew);
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public override TValue Update(TValue input, bool isNew = true)
+    {
+        if (isNew)
+        {
+            _ps = _s;
+        }
+        else
+        {
+            _s = _ps;
+        }
+        var s = _s;
+
+        double value = double.IsFinite(input.Value) ? input.Value : s.LastValid;
+        s = new State(value);
+
+        _buffer.Add(value, isNew);
+
+        double result = (_buffer.Max() + _buffer.Min()) * 0.5;
+
+        _s = s;
+        Last = new TValue(input.Time, result);
+        PubEvent(Last, isNew);
+        return Last;
+    }
+
+    public override TSeries Update(TSeries source)
+    {
+        var result = new TSeries(source.Count);
+        ReadOnlySpan<double> values = source.Values;
+        ReadOnlySpan<long> times = source.Times;
+
+        for (int i = 0; i < source.Count; i++)
+        {
+            var tv = Update(new TValue(new DateTime(times[i], DateTimeKind.Utc), values[i]), true);
+            result.Add(tv, true);
+        }
+        return result;
+    }
+
+    public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
+    {
+        TimeSpan interval = step ?? TimeSpan.FromSeconds(1);
+        DateTime time = DateTime.UtcNow - (interval * source.Length);
+
+        for (int i = 0; i < source.Length; i++)
+        {
+            Update(new TValue(time, source[i]), true);
+            time += interval;
+        }
+    }
+
+    public static TSeries Batch(TSeries source, int period)
+    {
+        var indicator = new Midpoint(period);
+        return indicator.Update(source);
+    }
+
+    /// <summary>
+    /// Calculates rolling midpoint over a span of values.
+    /// </summary>
+    public static void Batch(ReadOnlySpan<double> source, Span<double> output, int period)
+    {
+        if (source.Length == 0)
+        {
+            throw new ArgumentException("Source cannot be empty", nameof(source));
+        }
+
+        if (output.Length < source.Length)
+        {
+            throw new ArgumentException("Output length must be >= source length", nameof(output));
+        }
+
+        if (period < 1)
+        {
+            throw new ArgumentException("Period must be >= 1", nameof(period));
+        }
+
+        int len = source.Length;
+        var buf = new RingBuffer(period);
+
+        for (int i = 0; i < len; i++)
+        {
+            double fallback = i > 0 ? output[i - 1] : 0;
+            double v = double.IsFinite(source[i]) ? source[i] : fallback;
+            buf.Add(v, true);
+            output[i] = (buf.Max() + buf.Min()) * 0.5;
+        }
+    }
+
+    public static (TSeries Results, Midpoint Indicator) Calculate(TSeries source, int period)
+    {
+        var indicator = new Midpoint(period);
+        TSeries results = indicator.Update(source);
+        return (results, indicator);
+    }
+
+    public override void Reset()
+    {
+        _buffer.Clear();
+        _s = default;
+        _ps = default;
+        Last = default;
+    }
+}

lib/core/midpoint/Midpoint.md

@@ -0,0 +1,95 @@
+# MIDPOINT: Rolling Range Midpoint
+
+> "The center holds, but only for the window you're watching." — Statistical folk wisdom
+
+Single-series rolling midpoint: `(Highest(V, N) + Lowest(V, N)) * 0.5`. Returns the center of the value range within a lookback window. TA-Lib compatible (`MIDPOINT` function). Unlike MIDPRICE which operates on separate High/Low bar channels, MIDPOINT operates on a single value series.
+
+## Historical Context
+
+The midpoint of a rolling range is one of the simplest channel-center calculations in technical analysis. It appears in virtually every charting platform as the baseline for range-based indicators. TA-Lib implements it as `MIDPOINT` (single series) vs `MIDPRICE` (dual H/L series). The distinction matters: MIDPOINT feeds any single-valued series through a rolling window, while MIDPRICE decomposes OHLC bars into separate high/low channels.
+
+## Architecture and Physics
+
+### 1. RingBuffer Pattern
+
+Uses a single `RingBuffer(period)` to store the last N values. On each update, the buffer provides `Max()` and `Min()` for the rolling window. This is self-contained with no external indicator dependencies.
+
+### 2. Data Flow
+
+```text
+Input(value) --> NaN guard --> RingBuffer.Add(v, isNew)
+                                  |
+                           (Max() + Min()) * 0.5
+                                  |
+                               Output
+```
+
+### 3. State Synchronization
+
+Uses the standard `_s` / `_ps` state local copy pattern for bar correction (`isNew = false`). The `RingBuffer.Add(v, isNew)` call handles rollback internally when `isNew` is false.
+
+## Mathematical Foundation
+
+### Midpoint Definition
+
+$$
+\text{MIDPOINT}(N) = \frac{\max(V_0, V_1, \ldots, V_{N-1}) + \min(V_0, V_1, \ldots, V_{N-1})}{2}
+$$
+
+### Equivalent Formulation
+
+$$
+\text{MIDPOINT}(N) = \min(V, N) + \frac{\text{range}(V, N)}{2}
+$$
+
+where $\text{range}(V, N) = \max(V, N) - \min(V, N)$.
+
+### Properties
+
+- **Bounded:** Always between the minimum and maximum of the window
+- **Idempotent on constants:** If all values equal $c$, midpoint equals $c$
+- **Lag:** Responds only when the max or min of the window changes
+
+## Performance Profile
+
+### Operation Count (Streaming Mode)
+
+| Operation | Count |
+|-----------|-------|
+| Comparison (Max scan) | $O(N)$ per update |
+| Comparison (Min scan) | $O(N)$ per update |
+| Addition | 1 |
+| Multiplication | 1 |
+| **Total** | $O(N)$ |
+
+### Batch Mode
+
+The span-based `Batch` method uses a single `RingBuffer` with linear scan for max/min. For large datasets, amortized cost is $O(N \cdot P)$ where $P$ is the period.
+
+### Quality Metrics
+
+| Metric | Score |
+|--------|-------|
+| Simplicity | 9/10 |
+| Responsiveness | 5/10 |
+| Smoothness | 3/10 |
+| SIMD potential | Low (sequential max/min dependency) |
+
+## Validation
+
+| Library | Function | Match | Notes |
+|---------|----------|-------|-------|
+| TA-Lib | `MIDPOINT` | Exact (1e-10) | Batch + Streaming + Span validated |
+
+## Common Pitfalls
+
+1. **Confusing MIDPOINT with MIDPRICE:** MIDPOINT takes a single value series; MIDPRICE takes separate High/Low channels from bars.
+2. **Window lag:** The midpoint only changes when the rolling max or min changes. It can remain flat for extended periods.
+3. **NaN propagation:** Implementation substitutes last-valid value for NaN/Infinity inputs to prevent corruption.
+4. **Period = 1:** Returns the input value unchanged (max = min = value).
+5. **Warmup:** First `period - 1` values use a partial window (fewer than N values).
+
+## References
+
+- TA-Lib `MIDPOINT` function documentation
+- Murphy, J. *Technical Analysis of the Financial Markets* (range-based indicators)

lib/core/midpoint/midpoint.pine

@@ -0,0 +1,17 @@
+// MIDPOINT: Rolling Midpoint
+// (Highest(source, N) + Lowest(source, N)) / 2
+// TA-Lib compatible — rolling center of value range
+
+//@version=6
+indicator("MIDPOINT: Rolling Midpoint", overlay=true)
+
+int p = input.int(14, "Period", minval=1)
+
+midpoint(series float src, int period) =>
+    float hi = ta.highest(src, period)
+    float lo = ta.lowest(src, period)
+    (hi + lo) * 0.5
+
+result = midpoint(close, p)
+
+plot(result, "Midpoint", color.new(color.teal, 0), 2)