sln file

lib/averages/Dwma.cs

@@ -6,11 +6,6 @@ namespace QuanTAlib;
 /// The weights are decreasing over the period with p^2 decay, and the most recent data has the heaviest weight.
 /// </summary>
 /// <remarks>
-/// Smoothness:     ★★★★★ (5/5)
-/// Sensitivity:    ★★★☆☆ (3/5)
-/// Overshooting:   ★★★★☆ (4/5)
-/// Lag:            ★★☆☆☆ (2/5)
-///
 /// The DWMA is calculated by applying two WMAs in sequence:
 /// 1. An inner WMA is applied to the input data.
 /// 2. An outer WMA is then applied to the result of the inner WMA.
@@ -28,7 +23,6 @@ namespace QuanTAlib;
 
 public class Dwma : AbstractBase
 {
-    private readonly int _period;
     private readonly Wma _innerWma;
     private readonly Wma _outerWma;
 
@@ -38,11 +32,10 @@ public class Dwma : AbstractBase
         {
             throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
-        _period = period;
         _innerWma = new Wma(period);
         _outerWma = new Wma(period);
         Name = "Wma";
-        WarmupPeriod = 2 * _period - 1;
+        WarmupPeriod = 2 * period - 1;
         Init();
     }
 

lib/averages/Fwma.cs

@@ -2,7 +2,6 @@ namespace QuanTAlib;
 
 public class Fwma : AbstractBase
 {
-    private readonly int _period;
     private readonly Convolution _convolution;
 
     public Fwma(int period)
@@ -11,8 +10,7 @@ public class Fwma : AbstractBase
         {
             throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
-        _period = period;
-        _convolution = new Convolution(GenerateKernel(_period));
+        _convolution = new Convolution(GenerateKernel(period));
         Name = "Fwma";
         WarmupPeriod = period;
         Init();

lib/averages/Gma.cs

@@ -2,7 +2,6 @@ namespace QuanTAlib;
 
 public class Gma : AbstractBase
 {
-    private readonly int _period;
     private readonly Convolution _convolution;
 
     public Gma(int period)
@@ -11,8 +10,7 @@ public class Gma : AbstractBase
         {
             throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
-        _period = period;
-        _convolution = new Convolution(GenerateKernel(_period));
+        _convolution = new Convolution(GenerateKernel(period));
         Name = "Gma";
         WarmupPeriod = period;
         Init();

lib/averages/Hma.cs

@@ -2,7 +2,6 @@ namespace QuanTAlib;
 
 public class Hma : AbstractBase
 {
-    private readonly int _period, _sqrtPeriod;
     private readonly Convolution _wmaHalf, _wmaFull, _wmaFinal;
 
     public Hma(int period)
@@ -11,13 +10,12 @@ public class Hma : AbstractBase
         {
             throw new ArgumentException("Period must be greater than or equal to 2.", nameof(period));
         }
-        _period = period;
-        _sqrtPeriod = (int)Math.Sqrt(period);
+        int _sqrtPeriod = (int)Math.Sqrt(period);
         _wmaHalf = new Convolution(GenerateWmaKernel(period / 2));
         _wmaFull = new Convolution(GenerateWmaKernel(period));
         _wmaFinal = new Convolution(GenerateWmaKernel(_sqrtPeriod));
         Name = "Hma";
-        WarmupPeriod = _period + _sqrtPeriod - 1;
+        WarmupPeriod = period + _sqrtPeriod - 1;
         Init();
     }
 

lib/averages/Sinema.cs

@@ -2,7 +2,6 @@ namespace QuanTAlib;
 
 public class Sinema : AbstractBase
 {
-    private readonly int _period;
     private readonly Convolution _convolution;
 
     public Sinema(int period)
@@ -11,8 +10,7 @@ public class Sinema : AbstractBase
         {
             throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
-        _period = period;
-        _convolution = new Convolution(GenerateKernel(_period));
+        _convolution = new Convolution(GenerateKernel(period));
         Name = "Sinema";
         WarmupPeriod = period;
         Init();

lib/averages/Sma.cs

@@ -4,7 +4,6 @@ public class Sma : AbstractBase
 {
     // inherited _index
     // inherited _value
-    private readonly int Period;
     private readonly CircularBuffer _buffer;
 
     public Sma(int period)
@@ -13,7 +12,6 @@ public class Sma : AbstractBase
         {
             throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
         }
-        Period = period;
         WarmupPeriod = period;
         _buffer = new CircularBuffer(period);
         Name = "Sma";
@@ -28,11 +26,6 @@ public class Sma : AbstractBase
     }
     //inhereted public void Sub(object source, in ValueEventArgs args)
 
-    public override void Init()
-    {
-        base.Init();
-    }
-
     protected override void ManageState(bool isNew)
     {
         if (isNew)

lib/averages/Trima.cs

@@ -2,7 +2,6 @@ namespace QuanTAlib;
 
 public class Trima : AbstractBase
 {
-    private readonly int _period;
     private readonly Convolution _convolution;
 
     public Trima(int period)
@@ -11,8 +10,7 @@ public class Trima : AbstractBase
         {
             throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
-        _period = period;
-        _convolution = new Convolution(GenerateKernel(_period));
+        _convolution = new Convolution(GenerateKernel(period));
         Name = "Trima";
         WarmupPeriod = period;
         Init();

lib/averages/Vidya.cs

@@ -6,7 +6,6 @@ namespace QuanTAlib;
 
 public class Vidya : AbstractBase
 {
-    private readonly int _shortPeriod;
     private readonly int _longPeriod;
     private readonly double _alpha;
     private double _lastVIDYA, _p_lastVIDYA;
@@ -19,12 +18,11 @@ public class Vidya : AbstractBase
         {
             throw new ArgumentException("Short period must be greater than or equal to 1.", nameof(shortPeriod));
         }
-        _shortPeriod = shortPeriod;
         _longPeriod = (longPeriod == 0) ? shortPeriod * 4 : longPeriod;
         _alpha = alpha;
         WarmupPeriod = _longPeriod;
-        Name = $"Vidya({_shortPeriod},{_longPeriod})";
-        _shortBuffer = new CircularBuffer(_shortPeriod);
+        Name = $"Vidya({shortPeriod},{_longPeriod})";
+        _shortBuffer = new CircularBuffer(shortPeriod);
         _longBuffer = new CircularBuffer(_longPeriod);
         Init();
     }

lib/core/tbar.cs

@@ -30,15 +30,11 @@ public readonly record struct TBar(DateTime Time, double Open, double High, doub
 
     public TBar() : this(DateTime.UtcNow, 0, 0, 0, 0, 0) { }
     public TBar(double Open, double High, double Low, double Close, double Volume, bool IsNew = true) : this(DateTime.UtcNow, Open, High, Low, Close, Volume, IsNew) { }
-
-    // when TBar casts to double, it returns its Close
-    public static implicit operator double(TBar bar) => bar.Close;
-    public static implicit operator DateTime(TBar tv) => tv.Time;
-
-    // castings for sloppy people - a single double injected into a TBar, and a single TValue injected into a TBar
     public TBar(double value) : this(Time: DateTime.UtcNow, Open: value, High: value, Low: value, Close: value, Volume: value, IsNew: true) { }
     public TBar(TValue value) : this(Time: value.Time, Open: value.Value, High: value.Value, Low: value.Value, Close: value.Value, Volume: value.Value, IsNew: value.IsNew) { }
 
+    public static implicit operator double(TBar bar) => bar.Close;
+    public static implicit operator DateTime(TBar tv) => tv.Time;
     public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}: O={Open:F2}, H={High:F2}, L={Low:F2}, C={Close:F2}, V={Volume:F2}]";
 }
 
@@ -70,11 +66,8 @@ public class TBarSeries : List<TBar>
     public TBarSeries()
     {
         this.Name = "Bar";
-        Open = new();
-        High = new();
-        Low = new();
-        Close = new();
-        Volume = new();
+        (Open, High, Low, Close, Volume) = ([], [], [], [], []);
+
     }
     public TBarSeries(object source) : this()
     {

lib/statistics/Median.cs

@@ -27,11 +27,6 @@ namespace QuanTAlib
             pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
         }
 
-        public override void Init()
-        {
-            base.Init();
-        }
-
         protected override void ManageState(bool isNew)
         {
             if (isNew)

lib/statistics/Mode.cs

@@ -24,11 +24,6 @@ public class Mode : AbstractBase
         pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
     }
 
-    public override void Init()
-    {
-        base.Init();
-    }
-
     protected override void ManageState(bool isNew)
     {
         if (isNew)

lib/volatility/Atr.cs

@@ -2,7 +2,6 @@ namespace QuanTAlib;
 
 public class Atr : AbstractBarBase
 {
-    private readonly int _period;
     private readonly Ema _ma;
     private double _prevClose, _p_prevClose;
 
@@ -12,10 +11,9 @@ public class Atr : AbstractBarBase
         {
             throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
         }
-        _period = period;
         _ma = new(1.0/period);
         WarmupPeriod = _ma.WarmupPeriod;
-        Name = $"ATR({_period})";
+        Name = $"ATR({period})";
     }
 
     public Atr(object source, int period) : this(period)