feat: Add Prime method to various indicators for initializing state with historical data

- Implemented Prime method in Vel, Ao, Apo, Frama, Adl, Adosc, Aobv, Cmf, Efi, Eom, Iii, Kvo, Mfi, Nvi, Obv, Pvd, Pvi, Pvo, Pvr, Pvt, Tvi, Twap, Va, Vf, Vo, Vroc, Vwad, Vwap, and Vwma classes.
- The Prime method resets the indicator state and processes the provided historical bar data to initialize the indicator.
- Added warmup period property to Adl and Wad classes to define the minimum number of data points required for validity.
- Updated benchmark tests to use Batch methods for performance evaluation.

lib/momentum/bop/Bop.cs

@@ -175,6 +175,24 @@ public sealed class Bop : ITValuePublisher
         return new TSeries(t, v);
     }
 
+    /// <summary>
+    /// Initializes the indicator state using the provided bar series history.
+    /// </summary>
+    /// <param name="source">Historical bar data.</param>
+    public void Prime(TBarSeries source)
+    {
+        Reset();
+        if (source.Count == 0)
+        {
+            return;
+        }
+
+        for (int i = 0; i < source.Count; i++)
+        {
+            Update(source[i], isNew: true);
+        }
+    }
+
     public static (TSeries Results, Bop Indicator) Calculate(TBarSeries source)
     {
         var indicator = new Bop();

lib/momentum/cci/Cci.cs

@@ -68,16 +68,6 @@ public sealed class Cci : ITValuePublisher
     /// </summary>
     public int WarmupPeriod => _period;
 
-    /// <summary>
-    /// Returns the default warmup period (<see cref="DefaultPeriod"/>).
-    /// </summary>
-    /// <remarks>
-    /// This static accessor is provided for backward compatibility. Prefer the instance
-    /// <see cref="WarmupPeriod"/> property which returns the actual configured period.
-    /// </remarks>
-    [Obsolete("Use the instance WarmupPeriod property instead. This static accessor returns the default period (20) and will be removed in a future major version.")]
-    public static int DefaultWarmupPeriod => DefaultPeriod;
-
     /// <summary>
     /// Creates a CCI indicator with specified period.
     /// </summary>

lib/momentum/cfb/Cfb.cs

@@ -299,6 +299,25 @@ public sealed class Cfb : ITValuePublisher, IDisposable
         return new TSeries(t, v);
     }
 
+
+    /// <summary>
+    /// Initializes the indicator state using the provided value series history.
+    /// </summary>
+    /// <param name="source">Historical input data.</param>
+    public void Prime(TSeries source)
+    {
+        Reset();
+        if (source.Count == 0)
+        {
+            return;
+        }
+
+        for (int i = 0; i < source.Count; i++)
+        {
+            Update(source[i], isNew: true);
+        }
+    }
+
     public static TSeries Batch(TSeries source, int[]? lengths = null)
     {
         var cfb = new Cfb(lengths);
@@ -440,4 +459,4 @@ public sealed class Cfb : ITValuePublisher, IDisposable
         TSeries results = indicator.Update(source);
         return (results, indicator);
     }
-}
+}

lib/momentum/macd/Macd.cs

@@ -129,6 +129,25 @@ public sealed class Macd : ITValuePublisher, IDisposable
         return new TSeries(t, v);
     }
 
+
+    /// <summary>
+    /// Initializes the indicator state using the provided series history.
+    /// </summary>
+    /// <param name="source">Historical data.</param>
+    public void Prime(TSeries source)
+    {
+        Reset();
+        if (source.Count == 0)
+        {
+            return;
+        }
+
+        for (int i = 0; i < source.Count; i++)
+        {
+            Update(new TValue(new DateTime(source.Times[i], DateTimeKind.Utc), source.Values[i]), isNew: true);
+        }
+    }
+
     public static TSeries Batch(TSeries source, int fastPeriod = 12, int slowPeriod = 26, int signalPeriod = 9)
     {
         var indicator = new Macd(fastPeriod, slowPeriod, signalPeriod);
@@ -178,4 +197,4 @@ public sealed class Macd : ITValuePublisher, IDisposable
         TSeries results = indicator.Update(source);
         return (results, indicator);
     }
-}
+}

lib/momentum/rsx/Rsx.cs

@@ -214,6 +214,25 @@ public sealed class Rsx : ITValuePublisher
         return new TSeries(t, v);
     }
 
+
+    /// <summary>
+    /// Initializes the indicator state using the provided series history.
+    /// </summary>
+    /// <param name="source">Historical data.</param>
+    public void Prime(TSeries source)
+    {
+        Reset();
+        if (source.Count == 0)
+        {
+            return;
+        }
+
+        for (int i = 0; i < source.Count; i++)
+        {
+            Update(new TValue(new DateTime(source.Times[i], DateTimeKind.Utc), source.Values[i]), isNew: true);
+        }
+    }
+
     public static TSeries Batch(TSeries source, int period)
     {
         var rsx = new Rsx(period);

lib/momentum/vel/Vel.cs

@@ -119,6 +119,25 @@ public sealed class Vel : ITValuePublisher, IDisposable
         return new TSeries(t, v);
     }
 
+
+    /// <summary>
+    /// Initializes the indicator state using the provided series history.
+    /// </summary>
+    /// <param name="source">Historical data.</param>
+    public void Prime(TSeries source)
+    {
+        Reset();
+        if (source.Count == 0)
+        {
+            return;
+        }
+
+        for (int i = 0; i < source.Count; i++)
+        {
+            Update(new TValue(new DateTime(source.Times[i], DateTimeKind.Utc), source.Values[i]), isNew: true);
+        }
+    }
+
     public static TSeries Batch(TSeries source, int period)
     {
         int len = source.Count;