Add Kahan-Babuška Summation Algorithm and Enhance Variance Indicator Tests

- Introduced a new `Sum` class implementing the Kahan-Babuška algorithm for high-precision rolling summation.
- Added comprehensive documentation for the `Sum` class, detailing its mathematical foundation, performance profile, and use cases.
- Refactored `VarianceIndicator` tests to improve clarity and coverage, including checks for different source types and the ability to change properties.
- Enhanced `UsfIndicator` tests to validate initialization, processing of updates, and property changes.
- Updated `UsfIndicator` implementation to simplify source handling and improve short name generation.
- Modified Qodana configuration to exclude unused auto property accessor warnings.

lib/statistics/variance/Variance.Quantower.Tests.cs

@@ -1,7 +1,6 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
 
-namespace QuanTAlib.Tests;
+namespace QuanTAlib.Quantower.Tests;
 
 public class VarianceIndicatorTests
 {
@@ -12,21 +11,29 @@ public class VarianceIndicatorTests
 
         Assert.Equal(20, indicator.Period);
         Assert.False(indicator.IsPopulation);
+        Assert.Equal(SourceType.Close, indicator.Source);
         Assert.True(indicator.ShowColdValues);
         Assert.Equal("Variance - Rolling Variance", indicator.Name);
         Assert.True(indicator.SeparateWindow);
         Assert.True(indicator.OnBackGround);
-        Assert.Equal(SourceType.Close, indicator.Source);
     }
 
     [Fact]
     public void VarianceIndicator_MinHistoryDepths_EqualsZero()
     {
-        var indicator = new VarianceIndicator { Period = 20 };
+        var indicator = new VarianceIndicator();
 
         Assert.Equal(0, VarianceIndicator.MinHistoryDepths);
-        IWatchlistIndicator watchlistIndicator = indicator;
-        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void VarianceIndicator_ShortName_IncludesPeriod()
+    {
+        var indicator = new VarianceIndicator { Period = 14 };
+
+        Assert.True(indicator.ShortName.Contains("Variance", StringComparison.Ordinal));
+        Assert.True(indicator.ShortName.Contains("14", StringComparison.Ordinal));
     }
 
     [Fact]
@@ -39,7 +46,6 @@ public class VarianceIndicatorTests
 
         // After init, line series should exist
         Assert.Single(indicator.LinesSeries);
-        Assert.Equal("Variance", indicator.LinesSeries[0].Name);
     }
 
     [Fact]
@@ -50,19 +56,175 @@ public class VarianceIndicatorTests
 
         // Add historical data
         var now = DateTime.UtcNow;
-        // Need enough bars for Period
-        for (int i = 0; i < 20; i++)
-        {
-            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
 
-            // Process update for each bar to simulate history loading
-            var args = new UpdateArgs(UpdateReason.HistoricalBar);
-            indicator.ProcessUpdate(args);
-        }
+        // Process update
+        var args = new UpdateArgs(UpdateReason.HistoricalBar);
+        indicator.ProcessUpdate(args);
 
         // Line series should have a value
-        double variance = indicator.LinesSeries[0].GetValue(0);
+        Assert.Equal(1, indicator.LinesSeries[0].Count);
+        Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
+    }
 
-        Assert.True(double.IsFinite(variance));
+    [Fact]
+    public void VarianceIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new VarianceIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void VarianceIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
+    {
+        var indicator = new VarianceIndicator { Period = 5 };
+        indicator.Initialize();
+
+        // Should not throw an exception
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
+
+        // Assert that the indicator still exists (method completed without exception)
+        Assert.NotNull(indicator);
+    }
+
+    [Fact]
+    public void VarianceIndicator_MultipleUpdates_ProducesCorrectSequence()
+    {
+        var indicator = new VarianceIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        double[] closes = { 100, 102, 105, 103, 107, 110 };
+
+        foreach (var close in closes)
+        {
+            indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+            now = now.AddMinutes(1);
+        }
+
+        // All values should be finite
+        for (int i = 0; i < closes.Length; i++)
+        {
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i)));
+        }
+    }
+
+    [Fact]
+    public void VarianceIndicator_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 VarianceIndicator { 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.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)),
+                $"Source {source} should produce finite value");
+        }
+    }
+
+    [Fact]
+    public void VarianceIndicator_Period_CanBeChanged()
+    {
+        var indicator = new VarianceIndicator { Period = 10 };
+
+        Assert.Equal(10, indicator.Period);
+
+        indicator.Period = 20;
+        Assert.Equal(20, indicator.Period);
+    }
+
+    [Fact]
+    public void VarianceIndicator_IsPopulation_CanBeChanged()
+    {
+        var indicator = new VarianceIndicator { IsPopulation = false };
+
+        Assert.False(indicator.IsPopulation);
+
+        indicator.IsPopulation = true;
+        Assert.True(indicator.IsPopulation);
+    }
+
+    [Fact]
+    public void VarianceIndicator_Source_CanBeChanged()
+    {
+        var indicator = new VarianceIndicator { Source = SourceType.Close };
+
+        Assert.Equal(SourceType.Close, indicator.Source);
+
+        indicator.Source = SourceType.Open;
+        Assert.Equal(SourceType.Open, indicator.Source);
+    }
+
+    [Fact]
+    public void VarianceIndicator_ShowColdValues_CanBeChanged()
+    {
+        var indicator = new VarianceIndicator { ShowColdValues = true };
+
+        Assert.True(indicator.ShowColdValues);
+
+        indicator.ShowColdValues = false;
+        Assert.False(indicator.ShowColdValues);
+    }
+
+    [Fact]
+    public void VarianceIndicator_ShortName_UpdatesWhenPeriodChanges()
+    {
+        var indicator = new VarianceIndicator { Period = 10 };
+        string initialName = indicator.ShortName;
+
+        Assert.True(initialName.Contains("10", StringComparison.Ordinal));
+
+        indicator.Period = 20;
+        string updatedName = indicator.ShortName;
+
+        Assert.True(updatedName.Contains("20", StringComparison.Ordinal));
+    }
+
+    [Fact]
+    public void VarianceIndicator_ProcessUpdate_IgnoresNonBarUpdates()
+    {
+        var indicator = new VarianceIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        // Process historical bar first
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        // Process other update reasons - should not throw
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
+
+        // Assert that the indicator still exists (method completed without exception)
+        Assert.NotNull(indicator);
+    }
+
+    [Fact]
+    public void VarianceIndicator_LineSeries_HasCorrectProperties()
+    {
+        var indicator = new VarianceIndicator { Period = 10 };
+        indicator.Initialize();
+
+        var lineSeries = indicator.LinesSeries[0];
+
+        Assert.Equal("Variance", lineSeries.Name);
+        Assert.Equal(2, lineSeries.Width);
+        Assert.Equal(LineStyle.Solid, lineSeries.Style);
     }
 }