Refactor indicators to support optional time step in Prime method

- Updated the Prime method signature in multiple indicators (Jma, Kama, Lsma, Mama, Mgdi, Pwma, Rma, Sma, Ssf, Super, T3, Tema, Trima, Usf, Vidya, Wma, Atr) to accept an optional TimeSpan parameter for improved flexibility.
- Added unit tests for Lsma to verify Dispose functionality, ensuring proper unsubscription from the source and thread safety.
- Enhanced Mama and Wma classes to handle non-finite inputs gracefully and added checks for valid parameters in constructors.
- Introduced additional tests for T3 to validate constructor behavior with invalid volume factors.
- Ensured all indicators maintain consistent behavior when handling edge cases, such as empty buffers and non-finite values.

lib/statistics/beta/Beta.cs

@@ -178,7 +178,7 @@ public sealed class Beta : AbstractBase
         throw new NotSupportedException("Beta requires two inputs (asset and market). Use Update(asset, market).");
     }
 
-    public override void Prime(ReadOnlySpan<double> source)
+    public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
     {
         throw new NotSupportedException("Beta requires two inputs (asset and market). Use Update(asset, market).");
     }

lib/statistics/covariance/Covariance.cs

@@ -140,7 +140,7 @@ public sealed class Covariance : AbstractBase
         throw new NotSupportedException("Covariance requires two inputs. Use Update(x, y).");
     }
 
-    public override void Prime(ReadOnlySpan<double> source)
+    public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
     {
         throw new NotSupportedException("Covariance requires two inputs. Use Update(x, y).");
     }

lib/statistics/linreg/LinReg.cs

@@ -317,7 +317,7 @@ public sealed class LinReg : AbstractBase
         return new TSeries(t, v);
     }
 
-    public override void Prime(ReadOnlySpan<double> source)
+    public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
     {
         foreach (var value in source)
         {

lib/statistics/median/Median.cs

@@ -67,7 +67,7 @@ public sealed class Median : AbstractBase
     /// <summary>
     /// Initializes the indicator state using the provided history.
     /// </summary>
-    public override void Prime(ReadOnlySpan<double> source)
+    public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
     {
         if (source.Length == 0) return;
 

lib/statistics/skew/Skew.cs

@@ -187,7 +187,7 @@ public sealed class Skew : AbstractBase
         _sumCu = sumCu;
     }
 
-    public override void Prime(ReadOnlySpan<double> source)
+    public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
     {
         foreach (double value in source)
         {

lib/statistics/stddev/StdDev.cs

@@ -97,7 +97,7 @@ public sealed class StdDev : AbstractBase
         Last = default;
     }
 
-    public override void Prime(ReadOnlySpan<double> source)
+    public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
     {
         _variance.Prime(source);
         // Update Last based on _variance.Last

lib/statistics/variance/Variance.cs

@@ -154,7 +154,7 @@ public sealed class Variance : AbstractBase
         _buffer.RecalculateSum();
     }
 
-    public override void Prime(ReadOnlySpan<double> source)
+    public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
     {
         foreach (double value in source)
         {