Add TEMA (Triple Exponential Moving Average) implementation and validation tests

- Implemented TEMA calculation in QuanTAlib with O(1) update complexity.
- Added validation tests for TEMA against Skender, TA-Lib, and Tulip indicators.
- Updated documentation for TEMA, including its mathematical foundation and usage examples.
- Enhanced existing tests for other indicators (TRIMA, WMA) to generate more records.
- Adjusted benchmark tests to include DEMA and TEMA comparisons.
- Refactored code for better readability and performance, including zero-allocation Span API.

lib/averages/wma/Wma.Validation.Tests.cs

@@ -19,9 +19,9 @@ public class WmaValidationTests
     {
         _output = output;
 
-        // 1. Generate 1000 records using GBM feed
+        // 1. Generate 5000 records using GBM feed
         var gbm = new GBM(startPrice: 100.0, mu: 0.05, sigma: 0.2);
-        _bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        _bars = gbm.Fetch(5000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
 
         // 2. Extract Close TSeries
         _data = _bars.Close;

lib/averages/wma/Wma.cs

@@ -20,6 +20,9 @@ namespace QuanTAlib;
 /// O(1) update:
 /// S_new = S - oldest + newest
 /// W_new = W - S_old + n*newest
+///
+/// IsHot:
+/// Becomes true when the buffer is full (period samples processed).
 /// </remarks>
 [SkipLocalsInit]
 public sealed class Wma