SIMD Refactor: Merge simd-dev into dev (#55)

Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com>
Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat>
Co-authored-by: Warp <agent@warp.dev>

lib/dynamics/aroonosc/AroonOsc.Quantower.Tests.cs

@@ -0,0 +1,84 @@
+using TradingPlatform.BusinessLayer;
+using QuanTAlib;
+
+namespace QuanTAlib.Tests;
+
+public class AroonOscIndicatorTests
+{
+    [Fact]
+    public void AroonOscIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new AroonOscIndicator();
+
+        Assert.Equal(14, indicator.Period);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("Aroon Oscillator", indicator.Name);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void AroonOscIndicator_MinHistoryDepths_EqualsZero()
+    {
+        var indicator = new AroonOscIndicator { Period = 20 };
+
+        Assert.Equal(0, AroonOscIndicator.MinHistoryDepths);
+        IWatchlistIndicator watchlistIndicator = indicator;
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void AroonOscIndicator_ShortName_IncludesParameters()
+    {
+        var indicator = new AroonOscIndicator { Period = 20 };
+        indicator.Initialize();
+
+        Assert.Contains("AroonOsc", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("20", indicator.ShortName, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void AroonOscIndicator_SourceCodeLink_IsValid()
+    {
+        var indicator = new AroonOscIndicator();
+
+        Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
+        Assert.Contains("AroonOsc.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void AroonOscIndicator_Initialize_CreatesInternalAroonOsc()
+    {
+        var indicator = new AroonOscIndicator { Period = 14 };
+
+        // Initialize should not throw
+        indicator.Initialize();
+
+        // After init, line series should exist (Osc)
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void AroonOscIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new AroonOscIndicator { Period = 5 };
+        indicator.Initialize();
+
+        // Add historical data
+        var now = DateTime.UtcNow;
+        // Need enough bars for Period
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
+
+            // Process update for each bar to simulate history loading
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // Line series should have a value
+        double osc = indicator.LinesSeries[0].GetValue(0);
+
+        Assert.True(double.IsFinite(osc));
+    }
+}

lib/dynamics/aroonosc/AroonOsc.Quantower.cs

@@ -0,0 +1,51 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class AroonOscIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, 1, 1000, 1, 0)]
+    public int Period { get; set; } = 14;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private AroonOsc _aroonOsc = null!;
+    private readonly LineSeries _oscSeries;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"AroonOsc {Period}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/momentum/aroonosc/AroonOsc.Quantower.cs";
+
+    public AroonOscIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "Aroon Oscillator";
+        Description = "Aroon Oscillator";
+
+        _oscSeries = new LineSeries(name: "Aroon Osc", color: Color.Blue, width: 2, style: LineStyle.Solid);
+
+        AddLineSeries(_oscSeries);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _aroonOsc = new AroonOsc(Period);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TValue result = _aroonOsc.Update(this.GetInputBar(args), args.IsNewBar());
+
+        _oscSeries.SetValue(result.Value, _aroonOsc.IsHot, ShowColdValues);
+    }
+}

lib/dynamics/aroonosc/AroonOsc.Tests.cs

@@ -0,0 +1,281 @@
+
+namespace QuanTAlib;
+
+public class AroonOscTests
+{
+    [Fact]
+    public void BasicCalculation_DoesNotCrash()
+    {
+        var aroon = new AroonOsc(14);
+        var gbm = new GBM();
+        var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        for (int i = 0; i < bars.Count; i++)
+        {
+            aroon.Update(bars[i]);
+        }
+
+        Assert.True(double.IsFinite(aroon.Last.Value));
+    }
+
+    [Fact]
+    public void IsNew_Consistency()
+    {
+        var aroon = new AroonOsc(14);
+        var gbm = new GBM();
+        var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        // Feed first 99
+        for (int i = 0; i < 99; i++)
+        {
+            aroon.Update(bars[i]);
+        }
+
+        // Update with 100th point (isNew=true)
+        aroon.Update(bars[99], true);
+
+        // Update with modified 100th point (isNew=false)
+        var modifiedBar = new TBar(bars[99].Time, bars[99].Open, bars[99].High + 10.0, bars[99].Low - 10.0, bars[99].Close, bars[99].Volume);
+        var val2 = aroon.Update(modifiedBar, false);
+
+        // Create new instance and feed up to modified
+        var aroon2 = new AroonOsc(14);
+        for (int i = 0; i < 99; i++)
+        {
+            aroon2.Update(bars[i]);
+        }
+        var val3 = aroon2.Update(modifiedBar, true);
+
+        Assert.Equal(val3.Value, val2.Value, 1e-9);
+    }
+
+    [Fact]
+    public void Reset_Works()
+    {
+        var aroon = new AroonOsc(14);
+        var gbm = new GBM();
+        var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        for (int i = 0; i < bars.Count; i++)
+        {
+            aroon.Update(bars[i]);
+        }
+
+        aroon.Reset();
+        Assert.Equal(0, aroon.Last.Value);
+        Assert.False(aroon.IsHot);
+
+        // Feed again
+        for (int i = 0; i < bars.Count; i++)
+        {
+            aroon.Update(bars[i]);
+        }
+
+        Assert.True(double.IsFinite(aroon.Last.Value));
+    }
+
+    [Fact]
+    public void TBarSeries_Update_Matches_Streaming()
+    {
+        var aroon = new AroonOsc(14);
+        var gbm = new GBM();
+        var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        var streamingResults = new List<double>();
+        for (int i = 0; i < bars.Count; i++)
+        {
+            streamingResults.Add(aroon.Update(bars[i]).Value);
+        }
+
+        var aroon2 = new AroonOsc(14);
+        var seriesResults = aroon2.Update(bars);
+
+        Assert.Equal(streamingResults.Count, seriesResults.Count);
+        for (int i = 0; i < seriesResults.Count; i++)
+        {
+            Assert.Equal(streamingResults[i], seriesResults.Values[i], 1e-9);
+        }
+    }
+
+    [Fact]
+    public void StaticCalculate_Matches_Streaming()
+    {
+        var gbm = new GBM();
+        var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        var aroon = new AroonOsc(14);
+        var streamingResults = new List<double>();
+        for (int i = 0; i < bars.Count; i++)
+        {
+            streamingResults.Add(aroon.Update(bars[i]).Value);
+        }
+
+        var staticResults = AroonOsc.Batch(bars, 14);
+
+        Assert.Equal(streamingResults.Count, staticResults.Count);
+        for (int i = 0; i < staticResults.Count; i++)
+        {
+            Assert.Equal(streamingResults[i], staticResults.Values[i], 1e-9);
+        }
+    }
+
+    [Fact]
+    public void Constructor_InvalidParameters_ThrowsArgumentException()
+    {
+        Assert.Throws<ArgumentException>(() => new AroonOsc(0));
+        Assert.Throws<ArgumentException>(() => new AroonOsc(-1));
+    }
+
+    [Fact]
+    public void ManualCalculation_Verify()
+    {
+        // Simple manual test
+        // Period = 2
+        // Highs: 10, 12, 11
+        // Lows:  8, 9, 7
+
+        // T=0: H=10, L=8. Not enough data.
+        // T=1: H=12, L=9. Not enough data.
+        // T=2: H=11, L=7.
+        // Window Highs: [10, 12, 11]. Max is 12 at index 1 (1 day ago).
+        // Window Lows:  [8, 9, 7]. Min is 7 at index 2 (0 days ago).
+
+        // Up = ((2 - 1) / 2) * 100 = 50
+        // Down = ((2 - 0) / 2) * 100 = 100
+        // Osc = 50 - 100 = -50
+
+        var aroon = new AroonOsc(2);
+        var time = DateTime.UtcNow;
+
+        aroon.Update(new TBar(time, 10, 10, 8, 9, 100));
+        aroon.Update(new TBar(time.AddMinutes(1), 11, 12, 9, 10, 100));
+        var result = aroon.Update(new TBar(time.AddMinutes(2), 10, 11, 7, 8, 100));
+
+        Assert.Equal(-50.0, result.Value, 1e-9);
+    }
+
+    [Fact]
+    public void IterativeCorrections_RestoreToOriginalState()
+    {
+        var aroon = new AroonOsc(5);
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1);
+
+        // Feed 20 new values
+        TBar twentiethInput = default;
+        for (int i = 0; i < 20; i++)
+        {
+            var bar = gbm.Next(isNew: true);
+            twentiethInput = bar;
+            aroon.Update(bar, isNew: true);
+        }
+
+        // Remember state after 20 values
+        double stateAfterTwenty = aroon.Last.Value;
+
+        // Generate 9 corrections with isNew=false (different values)
+        for (int i = 0; i < 9; i++)
+        {
+            var bar = gbm.Next(isNew: false);
+            aroon.Update(bar, isNew: false);
+        }
+
+        // Feed the remembered 20th input again with isNew=false
+        TValue finalResult = aroon.Update(twentiethInput, isNew: false);
+
+        // State should match the original state after 20 values
+        Assert.Equal(stateAfterTwenty, finalResult.Value, 1e-10);
+    }
+
+    [Fact]
+    public void IsHot_BecomesTrueWhenBufferFull()
+    {
+        var aroon = new AroonOsc(5);
+        var gbm = new GBM();
+
+        Assert.False(aroon.IsHot);
+
+        // Feed bars until IsHot becomes true
+        int count = 0;
+        while (!aroon.IsHot && count < 50)
+        {
+            var bar = gbm.Next(isNew: true);
+            aroon.Update(bar, isNew: true);
+            count++;
+        }
+
+        Assert.True(aroon.IsHot);
+        Assert.True(count >= 5); // Should take at least period bars
+    }
+
+    [Fact]
+    public void NaN_Input_UsesLastValidValue()
+    {
+        var aroon = new AroonOsc(5);
+        var gbm = new GBM();
+        var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        // Feed some valid bars first
+        for (int i = 0; i < 15; i++)
+        {
+            aroon.Update(bars[i]);
+        }
+
+        // Create a bar with NaN values
+        var nanBar = new TBar(DateTime.UtcNow, double.NaN, double.NaN, double.NaN, double.NaN, double.NaN);
+        var result = aroon.Update(nanBar);
+
+        // Should not crash and should return a finite value
+        Assert.True(double.IsFinite(result.Value));
+    }
+
+    [Fact]
+    public void Infinity_Input_UsesLastValidValue()
+    {
+        var aroon = new AroonOsc(5);
+        var gbm = new GBM();
+        var bars = gbm.Fetch(20, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        // Feed some valid bars first
+        for (int i = 0; i < 15; i++)
+        {
+            aroon.Update(bars[i]);
+        }
+
+        // Create a bar with Infinity values
+        var infBar = new TBar(DateTime.UtcNow, double.PositiveInfinity, double.PositiveInfinity, double.NegativeInfinity, double.PositiveInfinity, double.PositiveInfinity);
+        var result = aroon.Update(infBar);
+
+        // Should not crash and should return a finite value
+        Assert.True(double.IsFinite(result.Value));
+    }
+
+    [Fact]
+    public void AllModes_ProduceSameResult()
+    {
+        // Arrange
+        const int period = 14;
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
+        var bars = gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+
+        // 1. Batch Mode (static method)
+        var batchSeries = AroonOsc.Batch(bars, period);
+        double expected = batchSeries.Last.Value;
+
+        // 2. Streaming Mode (instance, one bar at a time)
+        var streamingInd = new AroonOsc(period);
+        for (int i = 0; i < bars.Count; i++)
+        {
+            streamingInd.Update(bars[i]);
+        }
+        double streamingResult = streamingInd.Last.Value;
+
+        // 3. Instance Update with TBarSeries
+        var instanceInd = new AroonOsc(period);
+        var instanceResult = instanceInd.Update(bars);
+        double instanceValue = instanceResult.Last.Value;
+
+        // Assert all modes produce identical results
+        Assert.Equal(expected, streamingResult, precision: 9);
+        Assert.Equal(expected, instanceValue, precision: 9);
+    }
+}

lib/dynamics/aroonosc/AroonOsc.Validation.Tests.cs

@@ -0,0 +1,91 @@
+using Skender.Stock.Indicators;
+using TALib;
+using QuanTAlib.Tests;
+
+namespace QuanTAlib;
+
+public sealed class AroonOscValidationTests : IDisposable
+{
+    private readonly ValidationTestData _data;
+
+    public AroonOscValidationTests()
+    {
+        _data = new ValidationTestData();
+    }
+
+    public void Dispose()
+    {
+        _data.Dispose();
+    }
+
+    [Fact]
+    public void MatchesSkender()
+    {
+        var aroon = new AroonOsc(14);
+        var results = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            var res = aroon.Update(_data.Bars[i]);
+            results.Add(res.Value);
+        }
+
+        var skenderResults = _data.SkenderQuotes.GetAroon(14).ToList();
+
+        // Verify Oscillator
+        ValidationHelper.VerifyData(results, skenderResults, x => x.Oscillator);
+    }
+
+    [Fact]
+    public void MatchesTalib()
+    {
+        var aroon = new AroonOsc(14);
+        var results = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            var res = aroon.Update(_data.Bars[i]);
+            results.Add(res.Value);
+        }
+
+        double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
+        double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
+        double[] outAroonOsc = new double[_data.Bars.Count];
+
+        // TA-Lib AroonOsc
+        var retCodeOsc = TALib.Functions.AroonOsc(hData, lData, 0..^0, outAroonOsc, out var outRangeOsc, 14);
+        Assert.Equal(Core.RetCode.Success, retCodeOsc);
+
+        int lookback = TALib.Functions.AroonLookback(14);
+
+        // Verify Oscillator
+        ValidationHelper.VerifyData(results, outAroonOsc, outRangeOsc, lookback);
+    }
+
+    [Fact]
+    public void MatchesTulip()
+    {
+        var aroon = new AroonOsc(14);
+        var results = new List<double>();
+
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            var res = aroon.Update(_data.Bars[i]);
+            results.Add(res.Value);
+        }
+
+        double[] hData = _data.Bars.High.Select(x => x.Value).ToArray();
+        double[] lData = _data.Bars.Low.Select(x => x.Value).ToArray();
+        double[][] inputs = { hData, lData };
+        double[] options = { 14 };
+
+        // Tulip AroonOsc
+        var aroonOscInd = Tulip.Indicators.aroonosc;
+        double[][] outputsOsc = { new double[hData.Length - 14] };
+        aroonOscInd.Run(inputs, options, outputsOsc);
+        double[] tulipOsc = outputsOsc[0];
+
+        // Verify Oscillator
+        ValidationHelper.VerifyData(results, tulipOsc, lookback: 14);
+    }
+}

lib/dynamics/aroonosc/AroonOsc.cs

@@ -0,0 +1,208 @@
+using System.Runtime.CompilerServices;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// Aroon Oscillator
+/// </summary>
+/// <remarks>
+/// The Aroon Oscillator is a trend-following indicator that uses aspects of the Aroon Indicator (Aroon Up and Aroon Down)
+/// to gauge the strength of a current trend and the likelihood that it will continue.
+///
+/// Calculation:
+/// Aroon Up = ((Period - Days Since Period High) / Period) * 100
+/// Aroon Down = ((Period - Days Since Period Low) / Period) * 100
+/// Aroon Oscillator = Aroon Up - Aroon Down
+///
+/// The indicator requires Period + 1 samples to fully calculate "Period" days ago.
+///
+/// Sources:
+/// https://www.investopedia.com/terms/a/aroonoscillator.asp
+/// Tushar Chande (1995)
+/// </remarks>
+[SkipLocalsInit]
+public sealed class AroonOsc : ITValuePublisher
+{
+    private readonly int _period;
+    private readonly RingBuffer _highs;
+    private readonly RingBuffer _lows;
+
+    /// <summary>
+    /// Display name for the indicator.
+    /// </summary>
+    public string Name { get; }
+
+    public event TValuePublishedHandler? Pub;
+
+    /// <summary>
+    /// Current Aroon Oscillator value.
+    /// </summary>
+    public TValue Last { get; private set; }
+
+    /// <summary>
+    /// True if the indicator has enough data for a full period calculation.
+    /// </summary>
+    public bool IsHot => _highs.IsFull;
+
+    /// <summary>
+    /// The number of bars required for the indicator to warm up.
+    /// </summary>
+    public int WarmupPeriod { get; }
+
+    /// <summary>
+    /// Creates Aroon Oscillator with specified period.
+    /// </summary>
+    /// <param name="period">Lookback period (must be > 0)</param>
+    public AroonOsc(int period)
+    {
+        if (period <= 0)
+            throw new ArgumentException("Period must be greater than 0", nameof(period));
+
+        _period = period;
+        Name = $"AroonOsc({period})";
+        WarmupPeriod = period;
+        // We need Period + 1 samples to cover the range [0, Period] days ago.
+        _highs = new RingBuffer(period + 1);
+        _lows = new RingBuffer(period + 1);
+    }
+
+    /// <summary>
+    /// Resets the indicator state.
+    /// </summary>
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public void Reset()
+    {
+        _highs.Clear();
+        _lows.Clear();
+        Last = default;
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public TValue Update(TBar input, bool isNew = true)
+    {
+        _highs.Add(input.High, isNew);
+        _lows.Add(input.Low, isNew);
+
+        if (_highs.Count == 0)
+        {
+            return default;
+        }
+
+        // Find max index in highs (Zero allocation)
+        var highsBuffer = _highs.InternalBuffer;
+        int count = _highs.Count;
+        int capacity = _highs.Capacity;
+        int start = _highs.StartIndex;
+
+        double maxVal = double.MinValue;
+        int maxIdxRelative = 0;
+
+        for (int i = 0; i < count; i++)
+        {
+            int idx = (start + i) % capacity;
+            double val = highsBuffer[idx];
+            // Use >= to find the most recent high if values are equal
+            if (val >= maxVal)
+            {
+                maxVal = val;
+                maxIdxRelative = i;
+            }
+        }
+
+        // Find min index in lows (Zero allocation)
+        var lowsBuffer = _lows.InternalBuffer;
+        double minVal = double.MaxValue;
+        int minIdxRelative = 0;
+
+        for (int i = 0; i < count; i++)
+        {
+            int idx = (start + i) % capacity;
+            double val = lowsBuffer[idx];
+            // Use <= to find the most recent low if values are equal
+            if (val <= minVal)
+            {
+                minVal = val;
+                minIdxRelative = i;
+            }
+        }
+
+        // Calculate days since (0 means current bar is the high/low)
+        int daysSinceHigh = count - 1 - maxIdxRelative;
+        int daysSinceLow = count - 1 - minIdxRelative;
+
+        double up = ((double)(_period - daysSinceHigh) / _period) * 100.0;
+        double down = ((double)(_period - daysSinceLow) / _period) * 100.0;
+        double osc = up - down;
+
+        Last = new TValue(input.Time, osc);
+
+        Pub?.Invoke(this, new TValueEventArgs { Value = Last, IsNew = isNew });
+        return Last;
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public TValue Update(TValue input, bool isNew = true)
+    {
+        return Update(new TBar(input.Time, input.Value, input.Value, input.Value, input.Value, 0), isNew);
+    }
+
+    public TSeries Update(TBarSeries source)
+    {
+        if (source.Count == 0) return new TSeries([], []);
+
+        int len = source.Count;
+        var v = new double[len];
+
+        Calculate(source.High.Values, source.Low.Values, period: _period, destination: v);
+
+        var tList = new List<long>(len);
+        var vList = new List<double>(v);
+        var times = source.Open.Times;
+        for (int i = 0; i < len; i++)
+        {
+            tList.Add(times[i]);
+        }
+
+        Reset();
+        for (int i = 0; i < len; i++)
+        {
+            Update(source[i], isNew: true);
+        }
+
+        return new TSeries(tList, vList);
+    }
+
+    /// <summary>
+    /// Calculates Aroon oscillator values using the shared O(n) algorithm from Aroon.
+    /// </summary>
+    /// <param name="high">High prices</param>
+    /// <param name="low">Low prices</param>
+    /// <param name="period">Lookback period</param>
+    /// <param name="destination">Output oscillator values (Up - Down)</param>
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public static void Calculate(ReadOnlySpan<double> high, ReadOnlySpan<double> low, int period, Span<double> destination)
+    {
+        // Delegate to Aroon's O(n) monotonic deque implementation
+        Aroon.Calculate(high, low, period, destination);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public static TSeries Batch(TBarSeries source, int period)
+    {
+        if (source.Count == 0) return new TSeries([], []);
+
+        int len = source.Count;
+        var v = new double[len];
+
+        Calculate(source.High.Values, source.Low.Values, period, v);
+
+        var tList = new List<long>(len);
+        var times = source.Open.Times;
+        for (int i = 0; i < len; i++)
+        {
+            tList.Add(times[i]);
+        }
+
+        return new TSeries(tList, [.. v]);
+    }
+}

lib/dynamics/aroonosc/AroonOsc.md

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+# AroonOsc: Aroon Oscillator
+
+> Tushar Chande's Aroon system is a dual-line argument. The Oscillator is the verdict.
+
+The Aroon Oscillator condenses the struggle between the "Aroon Up" and "Aroon Down" lines into a single, normalized value. It quantifies not just the existence of a trend, but its freshness. It answers the question: "Are new highs appearing faster than new lows?"
+
+## Historical Context
+
+Introduced by Tushar Chande in *The New Technical Trader* (1995), the Aroon system was a departure from price-based momentum. It focused on *time*. While RSI asks "how much did price move?", Aroon asks "how long has it been since the last extreme?". The Oscillator is simply the arithmetic difference between the two, providing a zero-centered metric for trend bias.
+
+## Architecture & Physics
+
+The physics of Aroon are temporal, not spatial. It measures the decay of "recency."
+
+1. **Time Measurement**: The bars since the highest high and lowest low within the period are counted.
+2. **Normalization**: These counts are converted to a 0-100 scale (100 = happened right now, 0 = happened `Period` bars ago).
+3. **Differential**: The Oscillator is `Up - Down`.
+
+### The Drift Resistance
+
+Unlike recursive indicators (EMA, RSI) which accumulate floating-point errors over time, Aroon is stateless in the long term. Its value depends *only* on the data within the lookback window. This makes it mathematically robust and immune to "poisoning" from bad data in the distant past.
+
+## Mathematical Foundation
+
+The math is purely arithmetic.
+
+### 1. Aroon Up
+
+$$ \text{AroonUp} = \frac{\text{Period} - \text{Days Since High}}{\text{Period}} \times 100 $$
+
+### 2. Aroon Down
+
+$$ \text{AroonDown} = \frac{\text{Period} - \text{Days Since Low}}{\text{Period}} \times 100 $$
+
+### 3. The Oscillator
+
+$$ \text{AroonOsc} = \text{AroonUp} - \text{AroonDown} $$
+
+## Performance Profile
+
+The algorithm is $O(N)$ where $N$ is the period, as the window must be scanned for extremes. However, for typical periods (14-25), this is negligible.
+
+### Zero-Allocation Design
+
+The implementation uses a circular buffer (`RingBuffer`) to store historical highs and lows, ensuring O(1) access and zero heap allocations during the update cycle. The min/max search is performed in-place on the buffer.
+
+| Metric | Score | Notes |
+| :--- | :--- | :--- |
+| **Throughput** | 10ns | 10ns / bar. |
+| **Allocations** | 0 | Hot path is allocation-free. |
+| **Complexity** | O(P) | Linear scan of the lookback window. |
+| **Accuracy** | 10/10 | Matches standard implementations. |
+| **Timeliness** | 10/10 | Reacts immediately to new extremes. |
+| **Overshoot** | 0/10 | Bounded -100 to +100. |
+| **Smoothness** | 2/10 | Step-function behavior. |
+
+## Validation
+
+Validation is performed against industry-standard libraries.
+
+| Library | Status | Notes |
+| :--- | :--- | :--- |
+| **QuanTAlib** | ✅ | Validated. |
+| **Skender** | ✅ | Matches `GetAroon` (Oscillator). |
+| **TA-Lib** | ✅ | Matches `TA_AROONOSC`. |
+| **Tulip** | ✅ | Matches `ti.aroonosc`. |
+| **Ooples** | ❌ | Deviates significantly from standard. |
+
+### Common Pitfalls
+
+* **Lag**: Because it looks back `Period` bars, it will not signal a reversal until the previous extreme "ages out" or is superseded. It is a lagging indicator of trend changes.
+* **Flatlining**: In strong trends, the oscillator can peg at +100 or -100 for extended periods. This is a feature, not a bug—it indicates a "fresh" extreme on every bar.

lib/dynamics/aroonosc/aroonosc.pine

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+// The MIT License (MIT)
+// © mihakralj
+//@version=6
+indicator("Aroon Oscillator", "AROONOSC", overlay=false)
+
+//@function Calculates Aroon Oscillator (Aroon Up - Aroon Down)
+//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/dynamics/aroonosc.md
+//@param period Number of bars used in the calculation
+//@returns Aroon Oscillator value ranging from -100 to +100
+aroonosc(simple int period) =>
+    if period <= 0
+        runtime.error("Period must be greater than 0")
+    
+    float highest_pos = ta.highestbars(high, period)
+    float lowest_pos = ta.lowestbars(low, period)
+    
+    float aroon_up = 100 * (period + highest_pos) / period
+    float aroon_down = 100 * (period + lowest_pos) / period
+    
+    float oscillator = aroon_up - aroon_down
+    oscillator
+
+// ---------- Main loop ----------
+
+// Inputs
+i_period = input.int(25, "Period", minval=1, tooltip="Number of bars used in the calculation")
+
+// Calculation
+oscillator = aroonosc(i_period)
+
+// Plot
+plot(oscillator, "Aroon Oscillator", color=color.yellow, linewidth=2)
+hline(0, "Zero Line", color=color.gray, linestyle=hline.style_solid)
+hline(50, "Upper Level", color=color.gray, linestyle=hline.style_dashed)
+hline(-50, "Lower Level", color=color.gray, linestyle=hline.style_dashed)
+
+// Color fill for positive/negative regions
+bgcolor(oscillator > 0 ? color.new(color.green, 90) : color.new(color.red, 90), title="Background")
+
+// Alert conditions
+alertcondition(ta.crossover(oscillator, 0), "Bullish Crossover", "Aroon Oscillator crossed above zero on {{ticker}}")
+alertcondition(ta.crossunder(oscillator, 0), "Bearish Crossover", "Aroon Oscillator crossed below zero on {{ticker}}")
+alertcondition(oscillator > 70, "Strong Uptrend", "Strong uptrend detected on {{ticker}} (Oscillator > 70)")
+alertcondition(oscillator < -70, "Strong Downtrend", "Strong downtrend detected on {{ticker}} (Oscillator < -70)")