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/statistics/variance/Variance.Quantower.Tests.cs

@@ -0,0 +1,230 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Quantower.Tests;
+
+public class VarianceIndicatorTests
+{
+    [Fact]
+    public void VarianceIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new VarianceIndicator();
+
+        Assert.Equal(20, indicator.Period);
+        Assert.False(indicator.IsPopulation);
+        Assert.Equal(SourceType.Close, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("Variance - Rolling Variance", indicator.Name);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void VarianceIndicator_MinHistoryDepths_EqualsZero()
+    {
+        var indicator = new VarianceIndicator();
+
+        Assert.Equal(0, VarianceIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void VarianceIndicator_ShortName_IncludesPeriod()
+    {
+        var indicator = new VarianceIndicator { Period = 14 };
+
+        Assert.True(indicator.ShortName.Contains("Variance", StringComparison.Ordinal));
+        Assert.True(indicator.ShortName.Contains("14", StringComparison.Ordinal));
+    }
+
+    [Fact]
+    public void VarianceIndicator_Initialize_CreatesInternalVariance()
+    {
+        var indicator = new VarianceIndicator { Period = 10 };
+
+        // Initialize should not throw
+        indicator.Initialize();
+
+        // After init, line series should exist
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void VarianceIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new VarianceIndicator { Period = 5 };
+        indicator.Initialize();
+
+        // Add historical data
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        // Process update
+        var args = new UpdateArgs(UpdateReason.HistoricalBar);
+        indicator.ProcessUpdate(args);
+
+        // Line series should have a value
+        Assert.Equal(1, indicator.LinesSeries[0].Count);
+        Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
+    }
+
+    [Fact]
+    public void VarianceIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new VarianceIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void VarianceIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
+    {
+        var indicator = new VarianceIndicator { Period = 5 };
+        indicator.Initialize();
+
+        // Should not throw an exception
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
+
+        // Assert that the indicator still exists (method completed without exception)
+        Assert.NotNull(indicator);
+    }
+
+    [Fact]
+    public void VarianceIndicator_MultipleUpdates_ProducesCorrectSequence()
+    {
+        var indicator = new VarianceIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        double[] closes = { 100, 102, 105, 103, 107, 110 };
+
+        foreach (var close in closes)
+        {
+            indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+            now = now.AddMinutes(1);
+        }
+
+        // All values should be finite
+        for (int i = 0; i < closes.Length; i++)
+        {
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i)));
+        }
+    }
+
+    [Fact]
+    public void VarianceIndicator_DifferentSourceTypes_Work()
+    {
+        var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3 };
+
+        foreach (var source in sources)
+        {
+            var indicator = new VarianceIndicator { Period = 5, Source = source };
+            indicator.Initialize();
+
+            var now = DateTime.UtcNow;
+            indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)),
+                $"Source {source} should produce finite value");
+        }
+    }
+
+    [Fact]
+    public void VarianceIndicator_Period_CanBeChanged()
+    {
+        var indicator = new VarianceIndicator { Period = 10 };
+
+        Assert.Equal(10, indicator.Period);
+
+        indicator.Period = 20;
+        Assert.Equal(20, indicator.Period);
+    }
+
+    [Fact]
+    public void VarianceIndicator_IsPopulation_CanBeChanged()
+    {
+        var indicator = new VarianceIndicator { IsPopulation = false };
+
+        Assert.False(indicator.IsPopulation);
+
+        indicator.IsPopulation = true;
+        Assert.True(indicator.IsPopulation);
+    }
+
+    [Fact]
+    public void VarianceIndicator_Source_CanBeChanged()
+    {
+        var indicator = new VarianceIndicator { Source = SourceType.Close };
+
+        Assert.Equal(SourceType.Close, indicator.Source);
+
+        indicator.Source = SourceType.Open;
+        Assert.Equal(SourceType.Open, indicator.Source);
+    }
+
+    [Fact]
+    public void VarianceIndicator_ShowColdValues_CanBeChanged()
+    {
+        var indicator = new VarianceIndicator { ShowColdValues = true };
+
+        Assert.True(indicator.ShowColdValues);
+
+        indicator.ShowColdValues = false;
+        Assert.False(indicator.ShowColdValues);
+    }
+
+    [Fact]
+    public void VarianceIndicator_ShortName_UpdatesWhenPeriodChanges()
+    {
+        var indicator = new VarianceIndicator { Period = 10 };
+        string initialName = indicator.ShortName;
+
+        Assert.True(initialName.Contains("10", StringComparison.Ordinal));
+
+        indicator.Period = 20;
+        string updatedName = indicator.ShortName;
+
+        Assert.True(updatedName.Contains("20", StringComparison.Ordinal));
+    }
+
+    [Fact]
+    public void VarianceIndicator_ProcessUpdate_IgnoresNonBarUpdates()
+    {
+        var indicator = new VarianceIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        // Process historical bar first
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        // Process other update reasons - should not throw
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
+
+        // Assert that the indicator still exists (method completed without exception)
+        Assert.NotNull(indicator);
+    }
+
+    [Fact]
+    public void VarianceIndicator_LineSeries_HasCorrectProperties()
+    {
+        var indicator = new VarianceIndicator { Period = 10 };
+        indicator.Initialize();
+
+        var lineSeries = indicator.LinesSeries[0];
+
+        Assert.Equal("Variance", lineSeries.Name);
+        Assert.Equal(2, lineSeries.Width);
+        Assert.Equal(LineStyle.Solid, lineSeries.Style);
+    }
+}