Add TBar, TBarSeries, TSeries, TValue, and IFeed implementations with comprehensive documentation and examples

- Introduced TBar struct for efficient OHLCV data representation.
- Implemented TBarSeries class for high-performance collection of TBar instances using Structure of Arrays (SoA) layout.
- Added TSeries class for time-series data management with zero-copy access.
- Created TValue struct for time-value pairs with implicit conversions.
- Defined IFeed interface for consistent data feed implementations.
- Developed CsvFeed class for loading historical OHLCV data from CSV files.
- Implemented GBM class for generating synthetic financial data using Geometric Brownian Motion.
- Added Quantower project files for Averages indicator with necessary dependencies and configurations.
- Included extensive usage examples and notebooks for TBar, TBarSeries, TSeries, TValue, and feed implementations.

lib/core/tbar/TBar.md

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+# TBar Struct
+
+`TBar` is a lightweight, immutable struct representing a single OHLCV (Open, High, Low, Close, Volume) bar. It is designed for high-performance financial data processing with minimal memory overhead.
+
+## Key Features
+
+- **Memory Efficient**: Pure data type occupying exactly 48 bytes (1 `long` + 5 `double`s).
+- **Immutable**: Thread-safe by design.
+- **Zero-Copy Conversions**: Efficiently converts to `TValue` for individual price components (Open, High, Low, Close, Volume).
+- **Computed Properties**: Provides on-demand calculation of common price averages (HL2, HLC3, etc.) without storage overhead.
+- **SIMD Compatible**: Layout is optimized for potential vectorization in collection types.
+
+## Structure Definition
+
+```csharp
+public readonly struct TBar : IEquatable<TBar>
+{
+    public readonly long Time;    // Unix ticks
+    public readonly double Open;
+    public readonly double High;
+    public readonly double Low;
+    public readonly double Close;
+    public readonly double Volume;
+}
+```
+
+## Properties
+
+| Property | Type | Description |
+|----------|------|-------------|
+| `Time` | `long` | Timestamp in ticks. |
+| `Open` | `double` | Opening price. |
+| `High` | `double` | Highest price. |
+| `Low` | `double` | Lowest price. |
+| `Close` | `double` | Closing price. |
+| `Volume` | `double` | Traded volume. |
+| `AsDateTime` | `DateTime` | `Time` converted to UTC DateTime. |
+
+### Computed Averages
+These properties are calculated on the fly:
+- `HL2`: (High + Low) / 2
+- `OC2`: (Open + Close) / 2
+- `OHL3`: (Open + High + Low) / 3
+- `HLC3`: (High + Low + Close) / 3
+- `OHLC4`: (Open + High + Low + Close) / 4
+- `HLCC4`: (High + Low + Close + Close) / 4
+
+### TValue Accessors
+Efficiently access components as `TValue` (Time-Value pair):
+- `O`: (Time, Open)
+- `H`: (Time, High)
+- `L`: (Time, Low)
+- `C`: (Time, Close)
+- `V`: (Time, Volume)
+
+## Usage
+
+### Creating a TBar
+```csharp
+long now = DateTime.UtcNow.Ticks;
+var bar = new TBar(now, 100.0, 105.0, 95.0, 102.0, 1000.0);
+```
+
+### Implicit Conversions
+```csharp
+double closePrice = bar;      // Implicitly converts to Close price
+TValue value = bar;           // Implicitly converts to (Time, Close)
+DateTime dt = bar;            // Implicitly converts to DateTime