adding missing validations

lib/oscillators/reflex/Reflex.Quantower.Tests.cs

@@ -0,0 +1,155 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class ReflexIndicatorTests
+{
+    [Fact]
+    public void ReflexIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new ReflexIndicator();
+
+        Assert.Equal(20, indicator.Period);
+        Assert.Equal(SourceType.Close, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("REFLEX - Ehlers Reflex Indicator", indicator.Name);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void ReflexIndicator_MinHistoryDepths_EqualsZero()
+    {
+        var indicator = new ReflexIndicator();
+
+        Assert.Equal(0, ReflexIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void ReflexIndicator_ShortName_IncludesPeriodAndSource()
+    {
+        var indicator = new ReflexIndicator { Period = 30 };
+
+        Assert.Contains("REFLEX", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("30", indicator.ShortName, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void ReflexIndicator_SourceCodeLink_IsValid()
+    {
+        var indicator = new ReflexIndicator();
+
+        Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
+        Assert.Contains("Reflex.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void ReflexIndicator_Initialize_CreatesInternalIndicator()
+    {
+        var indicator = new ReflexIndicator { Period = 20 };
+
+        indicator.Initialize();
+
+        // After init, one line series should exist (Reflex is single output)
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void ReflexIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new ReflexIndicator { Period = 3 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        var args = new UpdateArgs(UpdateReason.HistoricalBar);
+        indicator.ProcessUpdate(args);
+
+        Assert.Equal(1, indicator.LinesSeries[0].Count);
+        Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
+    }
+
+    [Fact]
+    public void ReflexIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new ReflexIndicator { Period = 3 };
+        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 ReflexIndicator_InternalIndicator_HandlesBarCorrection()
+    {
+        // Test the underlying Reflex with isNew=false (bar correction)
+        var ma = new Reflex(3);
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 10; i++)
+        {
+            ma.Update(new TValue(now.AddMinutes(i).Ticks, 100 + i), isNew: true);
+        }
+
+        double beforeCorrection = ma.Last.Value;
+
+        // Correct last bar with a very different value
+        ma.Update(new TValue(now.AddMinutes(9).Ticks, 200), isNew: false);
+        double afterCorrection = ma.Last.Value;
+
+        Assert.NotEqual(beforeCorrection, afterCorrection);
+        Assert.True(double.IsFinite(afterCorrection));
+    }
+
+    [Fact]
+    public void ReflexIndicator_DifferentSourceTypes()
+    {
+        foreach (SourceType sourceType in new[] { SourceType.Close, SourceType.Open, SourceType.High, SourceType.Low })
+        {
+            var indicator = new ReflexIndicator();
+            indicator.Source = sourceType;
+            Assert.Equal(sourceType, indicator.Source);
+        }
+    }
+
+    [Fact]
+    public void ReflexIndicator_MultipleHistoricalBars()
+    {
+        var indicator = new ReflexIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i);
+            indicator.ProcessUpdate(new UpdateArgs(i == 0 ? UpdateReason.HistoricalBar : UpdateReason.NewBar));
+        }
+
+        Assert.Equal(20, indicator.LinesSeries[0].Count);
+
+        // All values should be finite
+        for (int i = 0; i < 20; i++)
+        {
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(i)));
+        }
+    }
+
+    [Fact]
+    public void ReflexIndicator_PeriodChange_UpdatesConfig()
+    {
+        var indicator = new ReflexIndicator();
+        indicator.Period = 25;
+        Assert.Equal(25, indicator.Period);
+
+        indicator.Period = 50;
+        Assert.Equal(50, indicator.Period);
+    }
+}

lib/oscillators/reflex/Reflex.Quantower.cs

@@ -0,0 +1,56 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class ReflexIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, 2, 1000, 1, 0)]
+    public int Period { get; set; } = 20;
+
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Reflex _ma = null!;
+    private readonly LineSeries _series;
+    private string _sourceName = null!;
+    private Func<IHistoryItem, double> _priceSelector = null!;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"REFLEX {Period}:{_sourceName}";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/reflex/Reflex.Quantower.cs";
+
+    public ReflexIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        _sourceName = Source.ToString();
+        Name = "REFLEX - Ehlers Reflex Indicator";
+        Description = "Measures reversal tendency via Super Smoother pre-filter with linear extrapolation deviation and RMS normalization";
+        _series = new LineSeries(name: $"REFLEX {Period}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
+        AddLineSeries(_series);
+    }
+
+    protected override void OnInit()
+    {
+        _ma = new Reflex(Period);
+        _sourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        TValue result = _ma.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar());
+        _series.SetValue(result.Value, _ma.IsHot, ShowColdValues);
+    }
+}

lib/oscillators/reflex/Reflex.Tests.cs

@@ -0,0 +1,436 @@
+namespace QuanTAlib;
+
+public class ReflexTests
+{
+    private const int DefaultPeriod = 20;
+    private const double Tolerance = 1e-12;
+
+    private static TSeries MakeSeries(int count = 500)
+    {
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.5, seed: 42);
+        var bars = gbm.Fetch(count, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        return bars.Close;
+    }
+
+    // ========== A) Constructor Validation ==========
+
+    [Fact]
+    public void Constructor_ZeroPeriod_ThrowsArgumentOutOfRangeException()
+    {
+        var ex = Assert.Throws<ArgumentOutOfRangeException>(() => new Reflex(0));
+        Assert.Equal("period", ex.ParamName);
+    }
+
+    [Fact]
+    public void Constructor_OnePeriod_ThrowsArgumentOutOfRangeException()
+    {
+        var ex = Assert.Throws<ArgumentOutOfRangeException>(() => new Reflex(1));
+        Assert.Equal("period", ex.ParamName);
+    }
+
+    [Fact]
+    public void Constructor_NegativePeriod_ThrowsArgumentOutOfRangeException()
+    {
+        var ex = Assert.Throws<ArgumentOutOfRangeException>(() => new Reflex(-5));
+        Assert.Equal("period", ex.ParamName);
+    }
+
+    [Fact]
+    public void Constructor_ValidPeriod_SetsNameAndWarmup()
+    {
+        var indicator = new Reflex(20);
+        Assert.Equal("Reflex(20)", indicator.Name);
+        Assert.Equal(20, indicator.WarmupPeriod);
+    }
+
+    [Fact]
+    public void Constructor_PeriodTwo_IsValid()
+    {
+        var indicator = new Reflex(2);
+        Assert.Equal("Reflex(2)", indicator.Name);
+        Assert.Equal(2, indicator.WarmupPeriod);
+    }
+
+    // ========== B) Basic Calculation ==========
+
+    [Fact]
+    public void Update_ReturnsTValue_WithValidProperties()
+    {
+        var indicator = new Reflex(DefaultPeriod);
+        var input = new TValue(DateTime.UtcNow, 100.0);
+        TValue result = indicator.Update(input);
+
+        Assert.Equal(input.Time, result.Time);
+        Assert.True(double.IsFinite(result.Value));
+    }
+
+    [Fact]
+    public void Update_AfterWarmup_IsHotBecomesTrue()
+    {
+        var indicator = new Reflex(DefaultPeriod);
+        Assert.False(indicator.IsHot);
+
+        for (int i = 0; i < 500; i++)
+        {
+            indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 0.1));
+        }
+
+        Assert.True(indicator.IsHot);
+    }
+
+    [Fact]
+    public void Update_LastProperty_MatchesReturnValue()
+    {
+        var indicator = new Reflex(DefaultPeriod);
+        var input = new TValue(DateTime.UtcNow, 42.0);
+        TValue result = indicator.Update(input);
+
+        Assert.Equal(result.Value, indicator.Last.Value, Tolerance);
+    }
+
+    // ========== C) State + Bar Correction ==========
+
+    [Fact]
+    public void IsNew_True_AdvancesState()
+    {
+        var indicator = new Reflex(DefaultPeriod);
+
+        // Warm up past the period threshold first
+        for (int i = 0; i < DefaultPeriod + 5; i++)
+        {
+            indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i * 0.5), isNew: true);
+        }
+
+        TValue r1 = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(30), 120.0), isNew: true);
+        TValue r2 = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(31), 80.0), isNew: true);
+
+        // Two very different bars after warmup must produce different results
+        Assert.NotEqual(r1.Value, r2.Value);
+    }
+
+    [Fact]
+    public void IsNew_False_RewritesCurrentBar()
+    {
+        var indicator = new Reflex(DefaultPeriod);
+
+        for (int i = 0; i < 50; i++)
+        {
+            indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
+        }
+
+        indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(50), 200.0), isNew: true);
+        double afterNew = indicator.Last.Value;
+
+        indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(50), 150.0), isNew: false);
+        double afterCorrection = indicator.Last.Value;
+
+        Assert.NotEqual(afterNew, afterCorrection);
+    }
+
+    [Fact]
+    public void IterativeCorrections_RestoreState()
+    {
+        var indicator = new Reflex(DefaultPeriod);
+        TSeries data = MakeSeries();
+
+        for (int i = 0; i < 50; i++)
+        {
+            indicator.Update(data[i], isNew: true);
+        }
+
+        indicator.Update(data[50], isNew: true);
+
+        for (int j = 0; j < 5; j++)
+        {
+            indicator.Update(data[50], isNew: false);
+        }
+
+        double afterCorrections = indicator.Last.Value;
+
+        var fresh = new Reflex(DefaultPeriod);
+        for (int i = 0; i <= 50; i++)
+        {
+            fresh.Update(data[i], isNew: true);
+        }
+
+        Assert.Equal(fresh.Last.Value, afterCorrections, Tolerance);
+    }
+
+    [Fact]
+    public void Reset_ClearsState()
+    {
+        var indicator = new Reflex(DefaultPeriod);
+
+        for (int i = 0; i < 50; i++)
+        {
+            indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
+        }
+
+        Assert.True(indicator.IsHot);
+
+        indicator.Reset();
+
+        Assert.False(indicator.IsHot);
+        Assert.Equal(default, indicator.Last);
+    }
+
+    // ========== D) Warmup/Convergence ==========
+
+    [Fact]
+    public void IsHot_FlipsAtCorrectTime()
+    {
+        var indicator = new Reflex(10);
+        int hotAt = -1;
+
+        for (int i = 0; i < 200; i++)
+        {
+            indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0));
+            if (indicator.IsHot && hotAt < 0)
+            {
+                hotAt = i;
+                break;
+            }
+        }
+
+        Assert.InRange(hotAt, 1, 200);
+    }
+
+    // ========== E) Robustness ==========
+
+    [Fact]
+    public void NaN_Input_UsesLastValidValue()
+    {
+        var indicator = new Reflex(DefaultPeriod);
+
+        for (int i = 0; i < 30; i++)
+        {
+            indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0));
+        }
+
+        TValue nanResult = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(30), double.NaN));
+
+        Assert.True(double.IsFinite(nanResult.Value));
+    }
+
+    [Fact]
+    public void Infinity_Input_UsesLastValidValue()
+    {
+        var indicator = new Reflex(DefaultPeriod);
+
+        for (int i = 0; i < 30; i++)
+        {
+            indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0));
+        }
+
+        TValue infResult = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(30), double.PositiveInfinity));
+        Assert.True(double.IsFinite(infResult.Value));
+    }
+
+    [Fact]
+    public void BatchNaN_DoesNotPropagate()
+    {
+        int period = 10;
+        double[] source = new double[100];
+        double[] output = new double[100];
+
+        for (int i = 0; i < 100; i++)
+        {
+            source[i] = 100.0 + i * 0.5;
+        }
+
+        source[50] = double.NaN;
+        source[51] = double.NaN;
+
+        Reflex.Batch(source, output, period);
+
+        for (int i = 0; i < 100; i++)
+        {
+            Assert.True(double.IsFinite(output[i]), $"Output[{i}] is not finite");
+        }
+    }
+
+    // ========== F) Consistency (4 API modes) ==========
+
+    [Fact]
+    public void AllModes_ProduceSameResult()
+    {
+        int period = 10;
+        TSeries data = MakeSeries();
+
+        // 1. Batch (TSeries)
+        TSeries batchResults = Reflex.Batch(data, period);
+        double expected = batchResults.Last.Value;
+
+        // 2. Span batch
+        var tValues = data.Values.ToArray();
+        var spanOutput = new double[tValues.Length];
+        Reflex.Batch(new ReadOnlySpan<double>(tValues), spanOutput, period);
+        double spanResult = spanOutput[^1];
+
+        // 3. Streaming
+        var streaming = new Reflex(period);
+        for (int i = 0; i < data.Count; i++)
+        {
+            streaming.Update(data[i]);
+        }
+        double streamingResult = streaming.Last.Value;
+
+        // 4. Eventing
+        var pubSource = new TSeries();
+        var eventBased = new Reflex(pubSource, period);
+        for (int i = 0; i < data.Count; i++)
+        {
+            pubSource.Add(data[i]);
+        }
+        double eventingResult = eventBased.Last.Value;
+
+        Assert.Equal(expected, spanResult, precision: 9);
+        Assert.Equal(expected, streamingResult, precision: 9);
+        Assert.Equal(expected, eventingResult, precision: 9);
+    }
+
+    // ========== G) Span API Tests ==========
+
+    [Fact]
+    public void SpanBatch_MismatchedLengths_ThrowsArgumentException()
+    {
+        double[] source = new double[10];
+        double[] output = new double[5];
+
+        var ex = Assert.Throws<ArgumentException>(() => Reflex.Batch(source, output, 5));
+        Assert.Equal("output", ex.ParamName);
+    }
+
+    [Fact]
+    public void SpanBatch_PeriodOne_ThrowsArgumentOutOfRangeException()
+    {
+        double[] source = new double[10];
+        double[] output = new double[10];
+
+        Assert.Throws<ArgumentOutOfRangeException>(() => Reflex.Batch(source, output, 1));
+    }
+
+    [Fact]
+    public void SpanBatch_EmptyInput_ProducesEmptyOutput()
+    {
+        double[] source = Array.Empty<double>();
+        double[] output = Array.Empty<double>();
+        var ex = Record.Exception(() => Reflex.Batch(source, output, 10));
+        Assert.Null(ex);
+    }
+
+    [Fact]
+    public void SpanBatch_LargeData_DoesNotStackOverflow()
+    {
+        int size = 5000;
+        double[] source = new double[size];
+        double[] output = new double[size];
+
+        for (int i = 0; i < size; i++)
+        {
+            source[i] = 100.0 + i * 0.1;
+        }
+
+        Reflex.Batch(source, output, 20);
+
+        Assert.True(double.IsFinite(output[size - 1]));
+    }
+
+    // ========== H) Chainability ==========
+
+    [Fact]
+    public void Pub_EventFires_OnUpdate()
+    {
+        var indicator = new Reflex(DefaultPeriod);
+        int eventCount = 0;
+
+        indicator.Pub += (object? sender, in TValueEventArgs args) => eventCount++;
+
+        for (int i = 0; i < 10; i++)
+        {
+            indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0 + i));
+        }
+
+        Assert.Equal(10, eventCount);
+    }
+
+    [Fact]
+    public void EventBased_Chaining_Works()
+    {
+        var source = new TSeries();
+        var indicator = new Reflex(source, 5);
+
+        source.Add(new TValue(DateTime.UtcNow, 100));
+        source.Add(new TValue(DateTime.UtcNow, 110));
+        source.Add(new TValue(DateTime.UtcNow, 120));
+
+        Assert.True(double.IsFinite(indicator.Last.Value));
+    }
+
+    [Fact]
+    public void Calculate_ReturnsHotIndicator()
+    {
+        TSeries data = MakeSeries();
+        (TSeries results, Reflex indicator) = Reflex.Calculate(data, DefaultPeriod);
+
+        Assert.Equal(data.Count, results.Count);
+        Assert.True(indicator.IsHot);
+    }
+
+    [Fact]
+    public void StaticCalculate_MatchesInstance()
+    {
+        const int period = 10;
+        int count = 100;
+        var source = new TSeries();
+        var indicator = new Reflex(period);
+
+        for (int i = 0; i < count; i++)
+        {
+            source.Add(new TValue(DateTime.UtcNow.AddMinutes(i), i + 10));
+            indicator.Update(source.Last);
+        }
+
+        var staticResult = Reflex.Batch(source, period);
+
+        Assert.Equal(source.Count, staticResult.Count);
+        Assert.Equal(indicator.Last.Value, staticResult.Last.Value, 8);
+    }
+
+    // ========== Reflex-specific: Oscillator behavior ==========
+
+    [Fact]
+    public void ConstantInput_OutputConvergesToZero()
+    {
+        var indicator = new Reflex(10);
+        double lastResult = double.NaN;
+
+        for (int i = 0; i < 300; i++)
+        {
+            TValue r = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), 100.0));
+            lastResult = r.Value;
+        }
+
+        // Constant input → zero deviation from linear extrapolation → zero output
+        Assert.Equal(0.0, lastResult, 1e-10);
+    }
+
+    [Fact]
+    public void ReflexProducesFiniteValues_OnGBMData()
+    {
+        var indicator = new Reflex(10);
+        TSeries data = MakeSeries(200);
+
+        int nonFiniteCount = 0;
+        for (int i = 0; i < data.Count; i++)
+        {
+            TValue r = indicator.Update(data[i]);
+            if (!double.IsFinite(r.Value))
+            {
+                nonFiniteCount++;
+            }
+        }
+
+        Assert.Equal(0, nonFiniteCount);
+    }
+}

lib/oscillators/reflex/Reflex.Validation.Tests.cs

@@ -0,0 +1,178 @@
+using Xunit;
+using Xunit.Abstractions;
+
+namespace QuanTAlib.Tests;
+
+public sealed class ReflexValidationTests : IDisposable
+{
+    private readonly ITestOutputHelper _output;
+    private readonly ValidationTestData _testData;
+    private const int DefaultPeriod = 20;
+
+    public ReflexValidationTests(ITestOutputHelper output)
+    {
+        _output = output;
+        _testData = new ValidationTestData(5000);
+    }
+
+    public void Dispose()
+    {
+        _testData.Dispose();
+    }
+
+    // ========== Self-consistency Validation ==========
+
+    [Fact]
+    public void Reflex_BatchStreaming_Match()
+    {
+        // Streaming
+        var streaming = new Reflex(DefaultPeriod);
+        var streamResults = new List<double>(_testData.Data.Count);
+        for (int i = 0; i < _testData.Data.Count; i++)
+        {
+            TValue r = streaming.Update(_testData.Data[i], isNew: true);
+            streamResults.Add(r.Value);
+        }
+
+        // Batch
+        TSeries batchResults = Reflex.Batch(_testData.Data, DefaultPeriod);
+
+        int mismatchCount = 0;
+        double maxDiff = 0;
+        for (int i = 0; i < streamResults.Count; i++)
+        {
+            double diff = Math.Abs(streamResults[i] - batchResults[i].Value);
+            if (diff > 1e-10)
+            {
+                mismatchCount++;
+                maxDiff = Math.Max(maxDiff, diff);
+            }
+        }
+
+        _output.WriteLine($"Reflex({DefaultPeriod}) Batch vs Streaming: {mismatchCount} mismatches, max diff = {maxDiff:E3}");
+        Assert.Equal(0, mismatchCount);
+    }
+
+    [Fact]
+    public void Reflex_SpanBatch_MatchesStreaming()
+    {
+        // Streaming
+        var streaming = new Reflex(DefaultPeriod);
+        var streamResults = new List<double>(_testData.Data.Count);
+        for (int i = 0; i < _testData.Data.Count; i++)
+        {
+            TValue r = streaming.Update(_testData.Data[i], isNew: true);
+            streamResults.Add(r.Value);
+        }
+
+        // Span batch
+        double[] output = new double[_testData.Data.Count];
+        Reflex.Batch(_testData.Data.Values, output, DefaultPeriod);
+
+        int mismatchCount = 0;
+        double maxDiff = 0;
+        for (int i = 0; i < streamResults.Count; i++)
+        {
+            double diff = Math.Abs(streamResults[i] - output[i]);
+            if (diff > 1e-10)
+            {
+                mismatchCount++;
+                maxDiff = Math.Max(maxDiff, diff);
+            }
+        }
+
+        _output.WriteLine($"Reflex({DefaultPeriod}) Span vs Streaming: {mismatchCount} mismatches, max diff = {maxDiff:E3}");
+        Assert.Equal(0, mismatchCount);
+    }
+
+    [Fact]
+    public void Reflex_DifferentPeriods_ProduceDifferentResults()
+    {
+        TSeries result10 = Reflex.Batch(_testData.Data, 10);
+        TSeries result20 = Reflex.Batch(_testData.Data, 20);
+
+        int lastIdx = _testData.Data.Count - 1;
+        _output.WriteLine($"Reflex(10) last = {result10[lastIdx].Value:F6}");
+        _output.WriteLine($"Reflex(20) last = {result20[lastIdx].Value:F6}");
+
+        Assert.NotEqual(result10[lastIdx].Value, result20[lastIdx].Value);
+    }
+
+    [Fact]
+    public void Reflex_ConstantInput_ConvergesToZero()
+    {
+        var indicator = new Reflex(10);
+        double constantVal = 100.0;
+
+        double lastResult = double.NaN;
+        for (int i = 0; i < 1000; i++)
+        {
+            TValue r = indicator.Update(new TValue(DateTime.UtcNow.AddSeconds(i), constantVal));
+            lastResult = r.Value;
+        }
+
+        _output.WriteLine($"Reflex(10) constant input result after 1000 bars: {lastResult:E6}");
+        Assert.True(Math.Abs(lastResult) < 1e-6, $"Expected near-zero for constant input, got {lastResult}");
+    }
+
+    [Fact]
+    public void Reflex_Calculate_ReturnsHotIndicator()
+    {
+        (TSeries results, Reflex indicator) = Reflex.Calculate(_testData.Data, DefaultPeriod);
+
+        Assert.Equal(_testData.Data.Count, results.Count);
+        Assert.True(indicator.IsHot);
+
+        // Verify the indicator can continue streaming
+        TValue next = indicator.Update(new TValue(DateTime.UtcNow, 100.0), isNew: true);
+        Assert.True(double.IsFinite(next.Value));
+
+        _output.WriteLine($"Reflex({DefaultPeriod}) Calculate: {results.Count} bars, last = {results[results.Count - 1].Value:F6}");
+    }
+
+    [Fact]
+    public void Reflex_BarCorrection_ProducesConsistentResults()
+    {
+        // Build reference: 100 bars then bar 101
+        var reference = new Reflex(DefaultPeriod);
+        for (int i = 0; i < 100; i++)
+        {
+            reference.Update(_testData.Data[i], isNew: true);
+        }
+        reference.Update(new TValue(DateTime.UtcNow, 50.0), isNew: true);
+        double referenceVal = reference.Last.Value;
+
+        // Build test: 100 bars, wrong bar 101, then correct bar 101
+        var test = new Reflex(DefaultPeriod);
+        for (int i = 0; i < 100; i++)
+        {
+            test.Update(_testData.Data[i], isNew: true);
+        }
+        test.Update(new TValue(DateTime.UtcNow, 999.0), isNew: true); // wrong
+        test.Update(new TValue(DateTime.UtcNow, 50.0), isNew: false); // correct
+        double testVal = test.Last.Value;
+
+        _output.WriteLine($"Reference: {referenceVal:F10}, Corrected: {testVal:F10}");
+        Assert.Equal(referenceVal, testVal, 1e-10);
+    }
+
+    [Fact]
+    public void Reflex_SubsetValidation_StableBehavior()
+    {
+        using var subset = _testData.CreateSubset(200);
+
+        TSeries results = Reflex.Batch(subset.Data, DefaultPeriod);
+
+        int nanCount = 0;
+        for (int i = 0; i < results.Count; i++)
+        {
+            if (!double.IsFinite(results[i].Value))
+            {
+                nanCount++;
+            }
+        }
+
+        _output.WriteLine($"Reflex({DefaultPeriod}) on 200-bar subset: {nanCount} non-finite values");
+        Assert.Equal(0, nanCount);
+    }
+}

lib/oscillators/reflex/Reflex.cs

@@ -0,0 +1,410 @@
+using System.Buffers;
+using System.Runtime.CompilerServices;
+using System.Runtime.InteropServices;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// REFLEX: Ehlers Reflex Indicator
+/// </summary>
+/// <remarks>
+/// Measures the reversal tendency of price by comparing a Super-Smoother-filtered
+/// price against a linear extrapolation from N bars ago. John F. Ehlers (2020).
+///
+/// Calculation:
+/// <c>SSF[n] = c1 * (src + src[1]) * 0.5 + c2 * SSF[1] + c3 * SSF[2]</c>
+/// <c>slope = (Filt[N] - Filt) / N</c>
+/// <c>Sum = Σ(i=1..N)[(Filt + i*slope) - Filt[i]] / N</c>
+/// <c>MS = 0.04 * Sum² + 0.96 * MS[1]</c>
+/// <c>Reflex = Sum / √MS</c>
+/// </remarks>
+/// <seealso href="Reflex.md">Detailed documentation</seealso>
+/// <seealso href="reflex.pine">Reference Pine Script implementation</seealso>
+[SkipLocalsInit]
+public sealed class Reflex : AbstractBase
+{
+    [StructLayout(LayoutKind.Auto)]
+    private record struct State(
+        double Filt, double Filt1,
+        double Src1, double Ms,
+        int Count, double LastValid)
+    {
+        public static State New() => new()
+        {
+            Filt = 0,
+            Filt1 = 0,
+            Src1 = 0,
+            Ms = 0,
+            Count = 0,
+            LastValid = 0
+        };
+    }
+
+    private readonly int _period;
+    private readonly double _c1;
+    private readonly double _c2;
+    private readonly double _c3;
+
+    private State _s = State.New();
+    private State _ps = State.New();
+
+    // Circular buffer of size period+1 to store filt history for lookback access
+    private readonly double[] _buf;
+    private int _head;
+    private int _snapHead;
+
+    private const double RMS_ALPHA = 0.04;
+    private const double RMS_DECAY = 0.96;
+    private const int StackallocThreshold = 256;
+
+    /// <summary>
+    /// Creates Reflex with specified period.
+    /// </summary>
+    /// <param name="period">Lookback period for reflex measurement (must be &gt; 1)</param>
+    public Reflex(int period)
+    {
+        if (period < 2)
+        {
+            throw new ArgumentOutOfRangeException(nameof(period), period, "Period must be at least 2.");
+        }
+
+        _period = period;
+
+        // Super Smoother (2-pole Butterworth) at half-period cutoff
+        double halfPeriod = period * 0.5;
+        double a1 = Math.Exp(-1.414 * Math.PI / halfPeriod);
+        double b1 = 2.0 * a1 * Math.Cos(1.414 * Math.PI / halfPeriod);
+        _c2 = b1;
+        _c3 = -(a1 * a1);
+        _c1 = 1.0 - _c2 - _c3;
+
+        // Circular buffer of size period+1; index 0..period
+        _buf = new double[period + 1];
+        _head = 0;
+        _snapHead = 0;
+
+        Name = $"Reflex({period})";
+        WarmupPeriod = period;
+    }
+
+    /// <summary>
+    /// Creates Reflex with specified source and period.
+    /// Subscribes to source.Pub event.
+    /// </summary>
+    public Reflex(ITValuePublisher source, int period) : this(period)
+    {
+        source.Pub += Handle;
+    }
+
+    /// <summary>
+    /// Creates Reflex with a TSeries source, primes from history, then subscribes.
+    /// </summary>
+    public Reflex(TSeries source, int period) : this(period)
+    {
+        Prime(source.Values);
+        if (source.Count > 0)
+        {
+            Last = new TValue(source.LastTime, Last.Value);
+        }
+        source.Pub += Handle;
+    }
+
+    /// <inheritdoc/>
+    public override bool IsHot => _s.Count >= _period;
+
+    /// <inheritdoc/>
+    public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
+    {
+        if (source.Length == 0)
+        {
+            return;
+        }
+
+        _s = State.New();
+        _ps = State.New();
+        Array.Clear(_buf);
+        _head = 0;
+        _snapHead = 0;
+
+        int len = source.Length;
+        double[]? rented = len > StackallocThreshold ? ArrayPool<double>.Shared.Rent(len) : null;
+        Span<double> temp = rented != null ? rented.AsSpan(0, len) : stackalloc double[len];
+
+        try
+        {
+            CalculateCore(source, temp, _period, _c1, _c2, _c3, ref _s, _buf, ref _head);
+
+            Last = new TValue(DateTime.MinValue, temp[len - 1]);
+            _ps = _s;
+            _snapHead = _head;
+        }
+        finally
+        {
+            if (rented != null)
+            {
+                ArrayPool<double>.Shared.Return(rented);
+            }
+        }
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    private void Handle(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew);
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    private static double GetValidValue(double input, ref State s)
+    {
+        if (double.IsFinite(input))
+        {
+            s.LastValid = input;
+            return input;
+        }
+        return s.LastValid;
+    }
+
+    /// <inheritdoc/>
+    [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
+    public override TValue Update(TValue input, bool isNew = true)
+    {
+        if (isNew)
+        {
+            _ps = _s;
+            _snapHead = _head;
+        }
+        else
+        {
+            _s = _ps;
+            _head = _snapHead;
+        }
+
+        double val = GetValidValue(input.Value, ref _s);
+        double result = Compute(val, _period, _c1, _c2, _c3, ref _s, _buf, ref _head);
+
+        Last = new TValue(input.Time, result);
+        PubEvent(Last, isNew);
+        return Last;
+    }
+
+    /// <inheritdoc/>
+    [MethodImpl(MethodImplOptions.AggressiveOptimization)]
+    public override TSeries Update(TSeries source)
+    {
+        if (source.Count == 0)
+        {
+            return [];
+        }
+
+        int len = source.Count;
+        var t = new List<long>(len);
+        var v = new List<double>(len);
+        CollectionsMarshal.SetCount(t, len);
+        CollectionsMarshal.SetCount(v, len);
+
+        var tSpan = CollectionsMarshal.AsSpan(t);
+        var vSpan = CollectionsMarshal.AsSpan(v);
+
+        CalculateCore(source.Values, vSpan, _period, _c1, _c2, _c3, ref _s, _buf, ref _head);
+
+        source.Times.CopyTo(tSpan);
+
+        _ps = _s;
+        _snapHead = _head;
+        Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
+
+        return new TSeries(t, v);
+    }
+
+    /// <summary>
+    /// Core streaming computation: SSF → circular buffer → slope + deviation sum → RMS normalization.
+    /// O(period) per bar for the deviation summation loop.
+    /// </summary>
+    [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
+    private static double Compute(double input, int period, double c1, double c2, double c3,
+        ref State s, double[] buf, ref int head)
+    {
+        s.Count++;
+
+        // --- Super Smoother filter ---
+        double filt;
+        if (s.Count <= 2)
+        {
+            filt = input;
+        }
+        else
+        {
+            filt = Math.FusedMultiplyAdd(c1, (input + s.Src1) * 0.5,
+                Math.FusedMultiplyAdd(c2, s.Filt, c3 * s.Filt1));
+        }
+
+        s.Filt1 = s.Filt;
+        s.Filt = filt;
+        s.Src1 = input;
+
+        // --- Store current filt in circular buffer ---
+        // buf has size period+1; head points to the slot to write current value
+        buf[head] = filt;
+
+        int count = Math.Min(s.Count, period);
+
+        double result = 0.0;
+        if (count >= period)
+        {
+            // filt[period] is the oldest entry: (head - period + period+1) % (period+1)
+            int bufSize = period + 1;
+            int lagIdx = (head - period + bufSize) % bufSize;
+            double filtLag = buf[lagIdx];
+
+            // slope = (filtLag - filt) / period  [Pine: (Filt[N] - Filt) / N]
+            double slope = (filtLag - filt) / period;
+
+            // Sum deviations from linear extrapolation
+            double sum = 0.0;
+            for (int i = 1; i <= period; i++)
+            {
+                int idx = (head - i + bufSize) % bufSize;
+                // (filt + i*slope) - filt[i]
+                sum += Math.FusedMultiplyAdd((double)i, slope, filt) - buf[idx];
+            }
+            sum /= period;
+
+            // RMS normalization
+            s.Ms = Math.FusedMultiplyAdd(RMS_ALPHA, sum * sum, RMS_DECAY * s.Ms);
+            result = s.Ms > 0.0 ? sum / Math.Sqrt(s.Ms) : 0.0;
+        }
+
+        // Advance head after storing current value and computing (so filt[1] is buf[prev_head])
+        head = (head + 1) % (period + 1);
+
+        return result;
+    }
+
+    /// <summary>
+    /// Core batch calculation.
+    /// </summary>
+    [MethodImpl(MethodImplOptions.AggressiveOptimization)]
+    private static void CalculateCore(ReadOnlySpan<double> source, Span<double> output,
+        int period, double c1, double c2, double c3, ref State s, double[] buf, ref int head)
+    {
+        int len = source.Length;
+
+        for (int i = 0; i < len; i++)
+        {
+            double val = source[i];
+            if (double.IsFinite(val))
+            {
+                s.LastValid = val;
+            }
+            else
+            {
+                val = s.LastValid;
+            }
+
+            s.Count++;
+
+            // Super Smoother
+            double filt;
+            if (s.Count <= 2)
+            {
+                filt = val;
+            }
+            else
+            {
+                filt = Math.FusedMultiplyAdd(c1, (val + s.Src1) * 0.5,
+                    Math.FusedMultiplyAdd(c2, s.Filt, c3 * s.Filt1));
+            }
+
+            s.Filt1 = s.Filt;
+            s.Filt = filt;
+            s.Src1 = val;
+
+            buf[head] = filt;
+
+            int count = Math.Min(s.Count, period);
+
+            double result = 0.0;
+            if (count >= period)
+            {
+                int bufSize = period + 1;
+                int lagIdx = (head - period + bufSize) % bufSize;
+                double filtLag = buf[lagIdx];
+                double slope = (filtLag - filt) / period;
+
+                double sum = 0.0;
+                for (int j = 1; j <= period; j++)
+                {
+                    int idx = (head - j + bufSize) % bufSize;
+                    sum += Math.FusedMultiplyAdd((double)j, slope, filt) - buf[idx];
+                }
+                sum /= period;
+
+                s.Ms = Math.FusedMultiplyAdd(RMS_ALPHA, sum * sum, RMS_DECAY * s.Ms);
+                result = s.Ms > 0.0 ? sum / Math.Sqrt(s.Ms) : 0.0;
+            }
+
+            head = (head + 1) % (period + 1);
+            output[i] = result;
+        }
+    }
+
+    /// <summary>
+    /// Batch calculation returning a TSeries.
+    /// </summary>
+    public static TSeries Batch(TSeries source, int period)
+    {
+        var indicator = new Reflex(period);
+        return indicator.Update(source);
+    }
+
+    /// <summary>
+    /// Batch calculation writing to a pre-allocated output span. Zero-allocation hot path.
+    /// </summary>
+    public static void Batch(ReadOnlySpan<double> source, Span<double> output, int period)
+    {
+        if (source.Length != output.Length)
+        {
+            throw new ArgumentException("Source and output must have the same length", nameof(output));
+        }
+        if (period < 2)
+        {
+            throw new ArgumentOutOfRangeException(nameof(period), period, "Period must be at least 2.");
+        }
+
+        if (source.Length == 0)
+        {
+            return;
+        }
+
+        double halfPeriod = period * 0.5;
+        double a1 = Math.Exp(-1.414 * Math.PI / halfPeriod);
+        double b1 = 2.0 * a1 * Math.Cos(1.414 * Math.PI / halfPeriod);
+        double c2 = b1;
+        double c3 = -(a1 * a1);
+        double c1 = 1.0 - c2 - c3;
+
+        var state = State.New();
+        var buf = new double[period + 1];
+        int head = 0;
+
+        CalculateCore(source, output, period, c1, c2, c3, ref state, buf, ref head);
+    }
+
+    /// <summary>
+    /// Creates a hot indicator from historical data, ready for streaming.
+    /// </summary>
+    public static (TSeries Results, Reflex Indicator) Calculate(TSeries source, int period)
+    {
+        var indicator = new Reflex(period);
+        TSeries results = indicator.Update(source);
+        return (results, indicator);
+    }
+
+    /// <inheritdoc/>
+    public override void Reset()
+    {
+        _s = State.New();
+        _ps = _s;
+        Array.Clear(_buf);
+        _head = 0;
+        _snapHead = 0;
+        Last = default;
+    }
+}