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/tbarseries/TBarSeries.Notebook.dib

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+#!meta
+
+{"kernelInfo":{"defaultKernelName":"csharp","items":[{"aliases":[],"languageName":"csharp","name":"csharp"}]}}
+
+#!csharp
+
+// Reference the library
+#r "..\..\bin\QuanTAlib.dll"
+
+using QuanTAlib;
+
+// 1. Creating a TBarSeries
+// TBarSeries is a collection of bars stored in Structure of Arrays (SoA) format
+// This layout is optimized for performance and SIMD operations
+
+var bars = new TBarSeries();
+long now = DateTime.UtcNow.Ticks;
+
+// Add a new bar
+var bar1 = new TBar(now, 100, 105, 95, 102, 1000);
+bars.Add(bar1, isNew: true);
+
+Console.WriteLine($"Added Bar 1: Count={bars.Count}");
+Console.WriteLine($"Last Close: {bars.Last.Close}");
+
+#!csharp
+
+// 2. Streaming Updates
+// TBarSeries supports updating the last bar in place
+// This is crucial for real-time feeds where the current bar changes until it closes
+
+// Update the bar (e.g. price changed within the same minute)
+var bar1Update = new TBar(now, 100, 106, 95, 104, 1500);
+bars.Add(bar1Update, isNew: false);
+
+Console.WriteLine($"Updated Bar 1: Count={bars.Count} (Count should not increase)");
+Console.WriteLine($"Last Close: {bars.Last.Close}");
+Console.WriteLine($"Last High: {bars.Last.High}");
+
+#!csharp
+
+// 3. Zero-Copy Views
+// You can access individual components (Open, High, Low, Close, Volume) as TSeries
+// These views share the underlying memory, so no copying is involved
+
+Console.WriteLine($"Bars Count: {bars.Count}");
+Console.WriteLine($"Close Series Count: {bars.Close.Count}");
+Console.WriteLine($"Close Series Last: {bars.Close.Last.Value}");
+
+// Verify view updates automatically
+Console.WriteLine("\nAdding new bar...");
+bars.Add(now + TimeSpan.TicksPerMinute, 104, 108, 103, 107, 2000, isNew: true);
+
+Console.WriteLine($"Bars Count: {bars.Count}");
+Console.WriteLine($"Close Series Count: {bars.Close.Count} (Should match Bars Count)");
+Console.WriteLine($"Close Series Last: {bars.Close.Last.Value} (Should be 107)");
+
+#!csharp
+
+// 4. Aliases and Direct Access
+// TBarSeries provides short aliases (O, H, L, C, V) and direct access properties
+
+Console.WriteLine($"Alias Access (C.Last): {bars.C.Last.Value}");
+Console.WriteLine($"Direct Last Access (LastClose): {bars.LastClose}");
+Console.WriteLine($"Direct Last Time (LastTime): {new DateTime(bars.LastTime)}");
+
+#!csharp
+
+// 5. Iteration
+// You can iterate over the bars or individual series
+
+Console.WriteLine("\nIterating over bars:");
+foreach (var bar in bars)
+{
+    Console.WriteLine($"  {bar}");
+}
+
+Console.WriteLine("\nIterating over Close prices:");
+for (int i = 0; i < bars.Count; i++)
+{
+    Console.WriteLine($"  Bar {i}: Close={bars.Close[i].Value}");
+}

lib/core/tbarseries/TBarSeries.md

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+# TBarSeries Class
+
+`TBarSeries` is a high-performance collection of OHLCV bars implemented using a Structure of Arrays (SoA) layout. This design optimizes memory access patterns and enables efficient SIMD operations while providing convenient object-oriented views.
+
+## Key Features
+
+- **Structure of Arrays (SoA)**: Stores Time, Open, High, Low, Close, and Volume in separate contiguous arrays rather than an array of structs. This improves cache locality for operations that only need specific components (e.g., calculating SMA on Close prices).
+- **Zero-Copy Views**: Exposes `TSeries` properties (`Open`, `High`, `Low`, `Close`, `Volume`) that view the underlying data without copying.
+- **Streaming Support**: Efficiently handles real-time data updates with `Add(bar, isNew: false)`.
+- **Memory Efficient**: Minimizes object overhead by using shared internal lists.
+
+## Class Definition
+
+```csharp
+public class TBarSeries : IReadOnlyList<TBar>
+{
+    // Views
+    public TSeries Open { get; }
+    public TSeries High { get; }
+    public TSeries Low { get; }
+    public TSeries Close { get; }
+    public TSeries Volume { get; }
+
+    // Aliases
+    public TSeries O => Open;
+    public TSeries H => High;
+    public TSeries L => Low;
+    public TSeries C => Close;
+    public TSeries V => Volume;
+}
+```
+
+## Core Methods
+
+| Method | Description |
+|--------|-------------|
+| `Add(TBar bar, bool isNew = true)` | Adds a new bar or updates the last one. |
+| `Add(DateTime time, double o, double h, double l, double c, double v, bool isNew)` | Adds raw values directly. |
+| `Count` | Returns the number of bars. |
+| `Last` | Returns the most recent `TBar`. |
+
+## Usage
+
+### Creating and Populating
+```csharp
+var bars = new TBarSeries();
+
+// Add a new bar
+long now = DateTime.UtcNow.Ticks;
+bars.Add(new TBar(now, 100, 105, 95, 102, 1000), isNew: true);
+
+// Update the last bar (e.g., real-time feed update)
+bars.Add(new TBar(now, 100, 106, 95, 104, 1500), isNew: false);
+```
+
+### Accessing Data
+```csharp
+// Access entire bar
+TBar lastBar = bars.Last;
+
+// Access specific component series (Zero-Copy)
+TSeries closes = bars.Close;
+double lastClose = closes.Last.Value;
+
+// Access via indexer
+TBar firstBar = bars[0];
+```
+
+### Performance Note
+Because `TBarSeries` uses SoA layout, iterating over a single component (like `Close` prices) is extremely cache-efficient. The CPU prefetcher can load contiguous doubles without loading the interleaved Open, High, Low, or Volume data.