From 53a2dd2c054a5a3ffff55ee01efc478d5bbf9211 Mon Sep 17 00:00:00 2001
From: Miha Kralj <miha.kralj@outlook.com>
Date: Mon, 8 Dec 2025 18:02:36 -0500
Subject: [PATCH] chore: Update various indicators to improve null handling and
 code readability

---
 .deepsource.toml                 | 4 +++-
 README.md                        | 2 ++
 lib/trends/alma/Alma.cs          | 2 +-
 lib/trends/hma/Hma.cs            | 2 +-
 lib/trends/kama/Kama.cs          | 4 ++--
 lib/trends/t3/T3.cs              | 4 ++--
 quantower/IndicatorExtensions.cs | 8 ++++----
 7 files changed, 15 insertions(+), 11 deletions(-)

diff --git a/.deepsource.toml b/.deepsource.toml
index 4f96f656..912f993b 100644
--- a/.deepsource.toml
+++ b/.deepsource.toml
@@ -3,6 +3,8 @@ version = 1
 [[analyzers]]
 name = "csharp"
 enabled = true
+  [analyzers.meta]
+  skip_rules = ["CS-R1131"]
 
 [[analyzers]]
 name = "test-coverage"
@@ -14,4 +16,4 @@ enabled = true
 
 [[transformers]]
 name = "dotnet-format"
-enabled = true
\ No newline at end of file
+enabled = true
diff --git a/README.md b/README.md
index 3c0470a5..b9e080ec 100644
--- a/README.md
+++ b/README.md
@@ -147,6 +147,7 @@ QuanTAlib/
 ```
 
 Each indicator follows a consistent file pattern:
+
 - `Indicator.cs` - Core implementation
 - `Indicator.Tests.cs` - Unit tests
 - `Indicator.Validation.Tests.cs` - Cross-validation with other libraries
@@ -174,6 +175,7 @@ Apache License 2.0 - See [LICENSE](LICENSE) for details.
 ## Contributing
 
 Contributions welcome! Each indicator should include:
+
 1. Core implementation with streaming support
 2. Unit tests covering edge cases
 3. Validation tests against reference libraries
diff --git a/lib/trends/alma/Alma.cs b/lib/trends/alma/Alma.cs
index 4f87bccf..923068fc 100644
--- a/lib/trends/alma/Alma.cs
+++ b/lib/trends/alma/Alma.cs
@@ -118,7 +118,7 @@ public sealed class Alma : ITValuePublisher
 
     public TSeries Update(TSeries source)
     {
-        if (source.Count == 0) return new TSeries(new List<long>(), new List<double>());
+        if (source.Count == 0) return new TSeries([], []);
 
         int len = source.Count;
         var t = new List<long>(len);
diff --git a/lib/trends/hma/Hma.cs b/lib/trends/hma/Hma.cs
index 8dab6a4d..c7e1553f 100644
--- a/lib/trends/hma/Hma.cs
+++ b/lib/trends/hma/Hma.cs
@@ -75,7 +75,7 @@ public sealed class Hma : ITValuePublisher
 
     public TSeries Update(TSeries source)
     {
-        if (source.Count == 0) return new TSeries([], new List<double>());
+        if (source.Count == 0) return new TSeries([], []);
 
         int len = source.Count;
         var t = new List<long>(len);
diff --git a/lib/trends/kama/Kama.cs b/lib/trends/kama/Kama.cs
index 192513f2..fd3ed0bc 100644
--- a/lib/trends/kama/Kama.cs
+++ b/lib/trends/kama/Kama.cs
@@ -157,7 +157,7 @@ public sealed class Kama : ITValuePublisher
             if (er > 1.0) er = 1.0;
 
             double sc = er * (_fastAlpha - _slowAlpha) + _slowAlpha;
-            sc = sc * sc;
+            sc *= sc;
 
             _kama = _p_kama + sc * (val - _p_kama);
         }
@@ -169,7 +169,7 @@ public sealed class Kama : ITValuePublisher
 
     public TSeries Update(TSeries source)
     {
-        if (source.Count == 0) return new TSeries(new List<long>(), new List<double>());
+        if (source.Count == 0) return new TSeries([], []);
 
         int len = source.Count;
         var t = new List<long>(len);
diff --git a/lib/trends/t3/T3.cs b/lib/trends/t3/T3.cs
index fe548422..462abf1d 100644
--- a/lib/trends/t3/T3.cs
+++ b/lib/trends/t3/T3.cs
@@ -172,7 +172,7 @@ public sealed class T3 : ITValuePublisher
 
     public TSeries Update(TSeries source)
     {
-        if (source.Count == 0) return new TSeries(new List<long>(), new List<double>());
+        if (source.Count == 0) return new TSeries();
 
         int len = source.Count;
         var t = new List<long>(len);
@@ -269,7 +269,7 @@ public sealed class T3 : ITValuePublisher
         double c4 = 1.0 + 3.0 * v + 3.0 * v2 + v3;
 
         var p = new Parameters(alpha, c1, c2, c3, c4);
-        State state = State.New();
+        var state = State.New();
         double lastValidValue = 0;
 
         CalculateCore(source, output, p, ref state, ref lastValidValue);
diff --git a/quantower/IndicatorExtensions.cs b/quantower/IndicatorExtensions.cs
index b25a4584..b0b92502 100644
--- a/quantower/IndicatorExtensions.cs
+++ b/quantower/IndicatorExtensions.cs
@@ -119,8 +119,8 @@ public static class IndicatorExtensions
 
     public static List<Point> GetSmoothCurvePoints(Indicator indicator, IChartWindowCoordinatesConverter converter, Rectangle clientRect, LineSeries series)
     {
-        if (indicator == null) throw new ArgumentNullException(nameof(indicator));
-        if (converter == null) throw new ArgumentNullException(nameof(converter));
+        ArgumentNullException.ThrowIfNull(indicator);
+        ArgumentNullException.ThrowIfNull(converter);
         var data = indicator.HistoricalData;
         if (data == null) return new List<Point>();
 
@@ -193,8 +193,8 @@ public static class IndicatorExtensions
 
     public static List<(Rectangle Rect, Color Color)> GetHistogramRectangles(Indicator indicator, IChartWindowCoordinatesConverter converter, Rectangle clientRect, LineSeries series)
     {
-        if (indicator == null) throw new ArgumentNullException(nameof(indicator));
-        if (converter == null) throw new ArgumentNullException(nameof(converter));
+        ArgumentNullException.ThrowIfNull(indicator);
+        ArgumentNullException.ThrowIfNull(converter);
         var data = indicator.HistoricalData;
         if (data == null) return new List<(Rectangle, Color)>();