volume indicators

lib/trends_IIR/frama/Frama.cs

@@ -16,7 +16,7 @@ namespace QuanTAlib;
 /// - Period forced to even, >= 2.
 /// </remarks>
 [SkipLocalsInit]
-public sealed class Frama : ITValuePublisher
+public sealed class Frama : ITValuePublisher, IDisposable
 {
     private const double AlphaFloor = 0.01;
     private const double AlphaCeil = 1.0;
@@ -27,6 +27,8 @@ public sealed class Frama : ITValuePublisher
     private readonly RingBuffer _highs;
     private readonly RingBuffer _lows;
     private readonly TValuePublishedHandler _handler;
+    private readonly ITValuePublisher? _source;
+    private bool _disposed;
 
     [StructLayout(LayoutKind.Sequential)]
     private record struct State
@@ -69,6 +71,7 @@ public sealed class Frama : ITValuePublisher
 
     public Frama(ITValuePublisher source, int period) : this(period)
     {
+        _source = source;
         source.Pub += _handler;
     }
 
@@ -131,12 +134,16 @@ public sealed class Frama : ITValuePublisher
 
         double price = (high + low) * 0.5;
 
+        // Recent half: last _half values (most recent)
         double maxRecent = GetMax(_highs, _half);
         double minRecent = GetMin(_lows, _half);
+        // Full period: all _periodEven values
         double maxFull = GetMax(_highs, _periodEven);
         double minFull = GetMin(_lows, _periodEven);
-        double maxPrev = GetMax(_highs, _half, startOffset: 0);
-        double minPrev = GetMin(_lows, _half, startOffset: 0);
+        // Previous half: older _half values (starts at count - _periodEven)
+        int prevOffset = _highs.Count - _periodEven;
+        double maxPrev = GetMax(_highs, _half, startOffset: prevOffset);
+        double minPrev = GetMin(_lows, _half, startOffset: prevOffset);
 
         double n1 = (maxRecent - minRecent) / _half;
         double n2 = (maxPrev - minPrev) / _half;
@@ -357,4 +364,24 @@ public sealed class Frama : ITValuePublisher
 
         return min;
     }
+
+    /// <summary>
+    /// Disposes the indicator and unsubscribes from the source.
+    /// </summary>
+    public void Dispose()
+    {
+        Dispose(disposing: true);
+    }
+
+    private void Dispose(bool disposing)
+    {
+        if (!_disposed)
+        {
+            if (disposing && _source != null)
+            {
+                _source.Pub -= _handler;
+            }
+            _disposed = true;
+        }
+    }
 }

lib/trends_IIR/hema/Hema.Tests.cs

@@ -10,9 +10,10 @@ public class HemaTests
     {
         Assert.Throws<ArgumentOutOfRangeException>(() => new Hema(0));
         Assert.Throws<ArgumentOutOfRangeException>(() => new Hema(-1));
+        Assert.Throws<ArgumentOutOfRangeException>(() => new Hema(1));
 
-        var hema = new Hema(1);
-        Assert.Equal("Hema(1)", hema.Name);
+        var hema = new Hema(2);
+        Assert.Equal("Hema(2)", hema.Name);
     }
 
     [Fact]

lib/trends_IIR/hema/Hema.cs

@@ -75,9 +75,9 @@ public sealed class Hema : AbstractBase
 
     public Hema(int period)
     {
-        ArgumentOutOfRangeException.ThrowIfNegativeOrZero(period);
+        ArgumentOutOfRangeException.ThrowIfLessThan(period, 2);
 
-        double n = Math.Max((double)period, 2.0);
+        double n = (double)period;
         _alphaSlow = AlphaFromHalfLife(n);
         _alphaFast = AlphaFromHalfLife(Math.Max(1.0, n * 0.5));
         _alphaSmooth = AlphaFromHalfLife(Math.Max(1.0, Math.Sqrt(n)));

lib/trends_IIR/mama/Mama.cs

@@ -150,7 +150,7 @@ public sealed class Mama : AbstractBase
 
         if (_state.Index > 6)
         {
-            double adj = (AdjSlope * _p_state.Period) + AdjIntercept;
+            double adj = (AdjSlope * _state.Period) + AdjIntercept;
 
             // Smooth
             double smooth = (4.0 * _priceBuffer[^1] + 3.0 * _priceBuffer[^2] + 2.0 * _priceBuffer[^3] + _priceBuffer[^4]) * 0.1;

lib/trends_IIR/mgdi/Mgdi.cs

@@ -83,7 +83,7 @@ public sealed class Mgdi : AbstractBase
             else
             {
                 Last = new TValue(input.Time, double.NaN);
-                PubEvent(Last);
+                PubEvent(Last, isNew);
                 return Last;
             }
         }
@@ -236,4 +236,4 @@ public sealed class Mgdi : AbstractBase
     {
         Init();
     }
-}
+}

lib/trends_IIR/rgma/Rgma.cs

@@ -41,6 +41,9 @@ public sealed class Rgma : AbstractBase
     private double _lastValidValue;
     private double _p_lastValidValue;
 
+    private ITValuePublisher? _publisher;
+    private bool _disposed;
+
     private const double COVERAGE_THRESHOLD = 0.05;
     private const int ResyncInterval = 10000;
     private const int StackAllocThreshold = 512;
@@ -78,6 +81,7 @@ public sealed class Rgma : AbstractBase
     /// </summary>
     public Rgma(ITValuePublisher source, int period, int passes = 3) : this(period, passes)
     {
+        _publisher = source;
         source.Pub += Handle;
     }
 
@@ -91,6 +95,7 @@ public sealed class Rgma : AbstractBase
         {
             Last = new TValue(source.LastTime, Last.Value);
         }
+        _publisher = source;
         source.Pub += Handle;
     }
 
@@ -470,4 +475,19 @@ public sealed class Rgma : AbstractBase
         Array.Fill(_p_filters, double.NaN);
         Last = default;
     }
+
+    /// <inheritdoc/>
+    protected override void Dispose(bool disposing)
+    {
+        if (!_disposed)
+        {
+            if (disposing && _publisher != null)
+            {
+                _publisher.Pub -= Handle;
+                _publisher = null;
+            }
+            _disposed = true;
+        }
+        base.Dispose(disposing);
+    }
 }

lib/trends_IIR/yzvama/Yzvama.cs

@@ -229,9 +229,15 @@ public sealed class Yzvama : AbstractBase
     private void RemoveSorted(double value, int currentCount)
     {
         int removePos = LowerBound(_activeSortedYzv, currentCount, value);
-        if (removePos < currentCount && Math.Abs(_activeSortedYzv[removePos] - value) < EPSILON && removePos < currentCount - 1)
+        if (removePos < currentCount && Math.Abs(_activeSortedYzv[removePos] - value) < EPSILON)
         {
-            Array.Copy(_activeSortedYzv, removePos + 1, _activeSortedYzv, removePos, currentCount - 1 - removePos);
+            // Shift elements left if not removing the last element
+            if (removePos < currentCount - 1)
+            {
+                Array.Copy(_activeSortedYzv, removePos + 1, _activeSortedYzv, removePos, currentCount - 1 - removePos);
+            }
+            // Clear the now-unused tail slot to avoid stale data
+            _activeSortedYzv[currentCount - 1] = double.NaN;
         }
     }
 
@@ -249,27 +255,22 @@ public sealed class Yzvama : AbstractBase
     {
         if (isNew)
         {
-            // Save state - pointer swap instead of O(n) Array.Copy
+            // Save state - copy current to backup for potential rollback
             _p_state = _state;
             _p_lastValidSource = _lastValidSource;
 
-            // Swap buffer references for backup
-            (_activeSourceBuffer, _backupSourceBuffer) = (_backupSourceBuffer, _activeSourceBuffer);
-            (_activeYzvBuffer, _backupYzvBuffer) = (_backupYzvBuffer, _activeYzvBuffer);
-            (_activeSortedYzv, _backupSortedYzv) = (_backupSortedYzv, _activeSortedYzv);
-
-            // Copy current state to active buffer (only needed for first update after swap)
-            Array.Copy(_backupSourceBuffer, _activeSourceBuffer, _maxLength);
-            Array.Copy(_backupYzvBuffer, _activeYzvBuffer, _percentileLookback);
-            Array.Copy(_backupSortedYzv, _activeSortedYzv, _percentileLookback);
+            // Copy active to backup for rollback capability (only copy, no swap)
+            Array.Copy(_activeSourceBuffer, _backupSourceBuffer, _maxLength);
+            Array.Copy(_activeYzvBuffer, _backupYzvBuffer, _percentileLookback);
+            Array.Copy(_activeSortedYzv, _backupSortedYzv, _percentileLookback);
         }
         else
         {
-            // Restore state - pointer swap back
+            // Restore state from backup - O(1) pointer swap for rollback
             _state = _p_state;
             _lastValidSource = _p_lastValidSource;
 
-            // Swap back to restore backup as active
+            // Swap pointers so backup becomes active (true O(1) rollback)
             (_activeSourceBuffer, _backupSourceBuffer) = (_backupSourceBuffer, _activeSourceBuffer);
             (_activeYzvBuffer, _backupYzvBuffer) = (_backupYzvBuffer, _activeYzvBuffer);
             (_activeSortedYzv, _backupSortedYzv) = (_backupSortedYzv, _activeSortedYzv);

lib/trends_IIR/zlema/Zlema.cs

@@ -309,6 +309,7 @@ public sealed class Zlema : AbstractBase
         _lastValidValue = double.NaN;
         _p_lastValidValue = double.NaN;
 
+        // Clear the buffer and fill with zeros for proper initialization
         _lagBuffer.Clear();
         for (int i = 0; i < _lagBuffer.Capacity; i++)
         {