Refactor EMA, SMA, and WMA indicators to improve warmup tracking and coverage calculations; enhance tests for IsHot behavior and period dependency; update project files for better structure and maintainability.

lib/averages/ema/Ema.Quantower.cs

@@ -17,6 +17,7 @@ public class EmaIndicator : Indicator, IWatchlistIndicator
     private Ema? ma;
     protected LineSeries? Series;
     protected string? SourceName;
+    private int _warmupBarIndex = -1;
 
     public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
@@ -38,6 +39,7 @@ public class EmaIndicator : Indicator, IWatchlistIndicator
     {
         ma = new Ema(Period);
         SourceName = Source.ToString();
+        _warmupBarIndex = -1;  // Reset warmup tracking when period changes
         base.OnInit();
     }
 
@@ -48,11 +50,16 @@ public class EmaIndicator : Indicator, IWatchlistIndicator
         TValue result = ma!.Update(input, isNew);
         Series!.SetValue(result.Value);
         Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
+
+        // Track when IsHot becomes true for the first time
+        if (_warmupBarIndex < 0 && ma!.IsHot)
+            _warmupBarIndex = Count;
     }
 
     public override void OnPaintChart(PaintChartEventArgs args)
     {
         base.OnPaintChart(args);
-        this.PaintSmoothCurve(args, Series!, 0, showColdValues: ShowColdValues, tension: 0.2);
+        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
+        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
     }
 }

lib/averages/ema/Ema.Tests.cs

@@ -100,22 +100,17 @@ public class EmaTests
     }
 
     [Fact]
-    public void Ema_IsHot_BecomesTrueAfterWarmup()
+    public void Ema_IsHot_BecomesTrueAt95PercentCoverage()
     {
         var ema = new Ema(10);
 
         // Initially IsHot should be false
         Assert.False(ema.IsHot);
 
-        // Feed values until it warms up
-        // Warmup condition is state.E <= 1e-10
-        // state.E starts at 1.0 and decays by (1 - alpha) each step
-        // alpha = 2 / (10 + 1) = 2/11 ~= 0.1818
-        // (1 - alpha) ~= 0.8181
-        // 1.0 * (0.8181)^n <= 1e-10
-        // n * log(0.8181) <= log(1e-10)
-        // n * -0.200 <= -23.02
-        // n >= 115 steps roughly
+        // IsHot triggers at 95% coverage (E <= 0.05)
+        // E = (1 - alpha)^N where alpha = 2 / (period + 1)
+        // For period 10: alpha = 2/11 ≈ 0.1818, (1-alpha) ≈ 0.8182
+        // N = ln(0.05) / ln(0.8182) ≈ 14.93, so ~15 bars
 
         int steps = 0;
         while (!ema.IsHot && steps < 1000)
@@ -125,7 +120,46 @@ public class EmaTests
         }
 
         Assert.True(ema.IsHot);
-        Assert.True(steps > 0); // Should take some steps
+        Assert.True(steps > 0);
+        // For period 10, should become hot around 15 bars
+        Assert.InRange(steps, 14, 16);
+    }
+
+    [Fact]
+    public void Ema_IsHot_IsPeriodDependent()
+    {
+        // Test that different periods result in different warmup times
+        // Formula: N = ln(0.05) / ln((p-1)/(p+1))
+
+        int[] periods = [10, 20, 50, 100];
+        int[] expectedSteps = new int[periods.Length];
+
+        for (int i = 0; i < periods.Length; i++)
+        {
+            int period = periods[i];
+            var ema = new Ema(period);
+
+            int steps = 0;
+            while (!ema.IsHot && steps < 500)
+            {
+                ema.Update(new TValue(DateTime.UtcNow, 100));
+                steps++;
+            }
+
+            expectedSteps[i] = steps;
+        }
+
+        // Verify warmup times increase with period
+        // Period 10 → ~15 bars, Period 20 → ~30 bars, Period 50 → ~75 bars, Period 100 → ~150 bars
+        Assert.True(expectedSteps[0] < expectedSteps[1], $"Period 10 ({expectedSteps[0]}) should be less than Period 20 ({expectedSteps[1]})");
+        Assert.True(expectedSteps[1] < expectedSteps[2], $"Period 20 ({expectedSteps[1]}) should be less than Period 50 ({expectedSteps[2]})");
+        Assert.True(expectedSteps[2] < expectedSteps[3], $"Period 50 ({expectedSteps[2]}) should be less than Period 100 ({expectedSteps[3]})");
+
+        // Verify approximate expected values (N ≈ 1.5 * period for 95% coverage)
+        Assert.InRange(expectedSteps[0], 14, 17);  // Period 10 → ~15
+        Assert.InRange(expectedSteps[1], 28, 32);  // Period 20 → ~30
+        Assert.InRange(expectedSteps[2], 73, 78);  // Period 50 → ~75
+        Assert.InRange(expectedSteps[3], 147, 153); // Period 100 → ~150
     }
 
     [Fact]

lib/averages/ema/Ema.cs

@@ -28,19 +28,20 @@ public class Ema
     private struct State : IEquatable<State>
     {
         public double Ema;
-        public double E;
-        public bool IsHot;
+        public double E;          // Compensator: decays from 1.0 to 1e-10 for bias correction
+        public bool IsHot;          // True when 95% coverage reached (E <= 0.05)
+        public bool IsCompensated;  // True when compensator fully decayed (E <= 1e-10)
 
-        public static State New() => new() { Ema = 0, E = 1.0, IsHot = false };
+        public static State New() => new() { Ema = 0, E = 1.0, IsHot = false, IsCompensated = false };
 
         public readonly bool Equals(State other) =>
-            Ema == other.Ema && E == other.E && IsHot == other.IsHot;
+            Ema == other.Ema && E == other.E && IsHot == other.IsHot && IsCompensated == other.IsCompensated;
 
         public override readonly bool Equals(object? obj) =>
             obj is State other && Equals(other);
 
         public override readonly int GetHashCode() =>
-            HashCode.Combine(Ema, E, IsHot);
+            HashCode.Combine(Ema, E, IsHot, IsCompensated);
 
         public static bool operator ==(State left, State right) => left.Equals(right);
         public static bool operator !=(State left, State right) => !left.Equals(right);
@@ -107,9 +108,16 @@ public class Ema
         return _lastValidValue;
     }
 
+    // 95% coverage threshold: E = 1 - 0.95 = 0.05
+    private const double COVERAGE_THRESHOLD = 0.05;
+    // Compensator decay threshold for bias correction
+    private const double COMPENSATOR_THRESHOLD = 1e-10;
+
     /// <summary>
     /// Core EMA calculation kernel.
     /// Assumes input has already been validated via GetValidValue().
+    /// IsHot becomes true at 95% coverage (E &lt;= 0.05).
+    /// Bias correction continues until compensator decays to 1e-10.
     /// </summary>
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     private static double Compute(double input, double alpha, ref State state)
@@ -117,11 +125,24 @@ public class Ema
         state.Ema += alpha * (input - state.Ema);
 
         double result;
-        if (!state.IsHot)
+        if (!state.IsCompensated)
         {
             state.E *= (1.0 - alpha);
-            state.IsHot = state.E <= 1e-10;
-            result = state.Ema / (1.0 - state.E);
+
+            // IsHot triggers at 95% coverage
+            if (!state.IsHot && state.E <= COVERAGE_THRESHOLD)
+                state.IsHot = true;
+
+            // Continue bias correction until compensator fully decays
+            if (state.E <= COMPENSATOR_THRESHOLD)
+            {
+                state.IsCompensated = true;
+                result = state.Ema;
+            }
+            else
+            {
+                result = state.Ema / (1.0 - state.E);
+            }
         }
         else
         {
@@ -227,6 +248,7 @@ public class Ema
     /// <summary>
     /// Calculates EMA in-place using alpha, writing results to pre-allocated output span.
     /// Zero-allocation method for maximum performance.
+    /// Bias correction continues until compensator decays to 1e-10.
     /// </summary>
     /// <param name="source">Input values</param>
     /// <param name="output">Output span (must be same length as source)</param>
@@ -256,8 +278,8 @@ public class Ema
             ema += alpha * (val - ema);
             e *= oneMinusAlpha;
 
-            // Bias correction until warmed up
-            output[i] = e > 1e-10 ? ema / (1.0 - e) : ema;
+            // Bias correction until compensator fully decays
+            output[i] = e > COMPENSATOR_THRESHOLD ? ema / (1.0 - e) : ema;
         }
     }
 

lib/averages/sma/Sma.Quantower.cs

@@ -17,6 +17,7 @@ public class SmaIndicator : Indicator, IWatchlistIndicator
     private Sma? ma;
     protected LineSeries? Series;
     protected string? SourceName;
+    private int _warmupBarIndex = -1;
 
     public int MinHistoryDepths => Period;
     int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
@@ -39,6 +40,7 @@ public class SmaIndicator : Indicator, IWatchlistIndicator
     {
         ma = new Sma(Period);
         SourceName = Source.ToString();
+        _warmupBarIndex = -1;  // Reset warmup tracking when period changes
         base.OnInit();
     }
 
@@ -49,11 +51,16 @@ public class SmaIndicator : Indicator, IWatchlistIndicator
         TValue result = ma!.Update(input, isNew);
         Series!.SetValue(result.Value);
         Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
+
+        // Track when IsHot becomes true for the first time
+        if (_warmupBarIndex < 0 && ma!.IsHot)
+            _warmupBarIndex = Count;
     }
 
     public override void OnPaintChart(PaintChartEventArgs args)
     {
         base.OnPaintChart(args);
-        this.PaintSmoothCurve(args, Series!, 0, showColdValues: ShowColdValues, tension: 0.2);
+        int warmupPeriod = _warmupBarIndex > 0 ? _warmupBarIndex : Count;
+        this.PaintSmoothCurve(args, Series!, warmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
     }
 }

lib/averages/wma/Wma.Quantower.cs

@@ -15,6 +15,7 @@ public class WmaIndicator : Indicator, IWatchlistIndicator
     public bool ShowColdValues { get; set; } = true;
 
     private Wma? ma;
+    private int _warmupBarIndex = -1;
     protected LineSeries? Series;
     protected string? SourceName;
 
@@ -38,6 +39,7 @@ public class WmaIndicator : Indicator, IWatchlistIndicator
     protected override void OnInit()
     {
         ma = new Wma(Period);
+        _warmupBarIndex = -1;
         SourceName = Source.ToString();
         base.OnInit();
     }
@@ -47,6 +49,8 @@ public class WmaIndicator : Indicator, IWatchlistIndicator
         TValue input = this.GetInputValue(args, Source);
         bool isNew = args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar;
         TValue result = ma!.Update(input, isNew);
+        if (_warmupBarIndex < 0 && ma!.IsHot)
+            _warmupBarIndex = Count;
         Series!.SetValue(result.Value);
         Series!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
     }
@@ -54,6 +58,6 @@ public class WmaIndicator : Indicator, IWatchlistIndicator
     public override void OnPaintChart(PaintChartEventArgs args)
     {
         base.OnPaintChart(args);
-        this.PaintSmoothCurve(args, Series!, 0, showColdValues: ShowColdValues, tension: 0.2);
+        this.PaintSmoothCurve(args, Series!, _warmupBarIndex, showColdValues: ShowColdValues, tension: 0.2);
     }
 }

lib/feeds/gbm/gbm.cs

@@ -8,7 +8,7 @@ namespace QuanTAlib;
 /// Stateless design - only maintains minimal state needed for price continuity.
 /// </summary>
 [SkipLocalsInit]
-#pragma warning disable S101 // Types should be named in PascalCase - GBM is a standard acronym
+  // Types should be named in PascalCase - GBM is a standard acronym
 public class GBM : IFeed
 #pragma warning restore S101
 {
@@ -190,9 +190,11 @@ public class GBM : IFeed
             double open = currentPrice;
             double close = price;
 
+#pragma warning disable S2245 // Random is acceptable for simulation/testing purposes
             double rnd1 = _rnd.NextDouble();
             double rnd2 = _rnd.NextDouble();
             double rnd3 = _rnd.NextDouble();
+#pragma warning restore S2245
 
             t[i] = currentTime;
             o[i] = open;