normalization of methods

lib/volatility/tr/Tr.Tests.cs

@@ -343,7 +343,7 @@ public class TrTests
         }
 
         // Mode 2: Batch via TBarSeries
-        var batchResult = Tr.Calculate(bars);
+        var batchResult = Tr.Batch(bars);
 
         // Mode 3: Span-based
         double[] highs = new double[dataLen];
@@ -523,7 +523,7 @@ public class TrTests
     {
         var bars = GenerateBars(50);
 
-        var result = Tr.Calculate(bars);
+        var result = Tr.Batch(bars);
 
         Assert.Equal(50, result.Count);
         Assert.All(result.Values.ToArray(), v => Assert.True(v >= 0));

lib/volatility/tr/Tr.Validation.Tests.cs

@@ -210,7 +210,7 @@ public class TrValidationTests
         }
 
         // Batch via TBarSeries
-        var batchResult = Tr.Calculate(bars);
+        var batchResult = Tr.Batch(bars);
 
         Assert.Equal(streamingTr.Last.Value, batchResult.Last.Value, 10);
     }

lib/volatility/tr/Tr.cs

@@ -281,7 +281,7 @@ public sealed class Tr : AbstractBase
     /// </summary>
     /// <param name="source">The source bar series.</param>
     /// <returns>A TSeries containing the True Range values.</returns>
-    public static TSeries Calculate(TBarSeries source)
+    public static TSeries Batch(TBarSeries source)
     {
         var tr = new Tr();
         return tr.Update(source);
@@ -412,4 +412,12 @@ public sealed class Tr : AbstractBase
 
         Batch(highs, lows, closes, output);
     }
-}
+
+    public static (TSeries Results, Tr Indicator) Calculate(TBarSeries source)
+    {
+        var indicator = new Tr();
+        TSeries results = indicator.Update(source);
+        return (results, indicator);
+    }
+
+}