Refactor and enhance various channel indicators for improved performance and stability

- Updated Codacy instructions to streamline usage guidelines.
- Refactored Bbands class to utilize ArrayPool for memory management, preventing stack overflow on large series.
- Changed Fcb class to use long for monotonic deques to avoid truncation issues.
- Enhanced Kchannel class to ensure safe defaults for non-finite values.
- Improved Maenv class to prevent double-priming during calculations.
- Modified Mmchannel class to ensure non-negative buffer indices and removed unnecessary state tracking.
- Updated Pchannel class to correctly reference IsHot state.
- Refined Regchannel class to avoid double-processing during calculations.
- Enhanced Starchannel class to sanitize non-finite values during calculations.
- Adjusted Stbands.Quantower.cs to allow finer control over multiplier precision.
- Updated Ubands class to only update last valid values on new bars.
- Modified Uchannel.Quantower.cs to allow for finer multiplier precision.
- Enhanced Vwapbands classes to include standard deviation calculations and ensure consistent array lengths.
- Refactored Vwapsd classes to include standard deviation outputs and ensure consistent array lengths.
- Updated MonotonicDeque to use long for indices to prevent overflow.
- Improved Mdape class to handle zero actual values with a substitute value for error calculation.
- Enhanced Rae class to ensure correct state management during updates.
- Refined Wmape class to simplify the logic for finding last valid actual and predicted values.
- Updated Cmf.Quantower classes to ensure MinHistoryDepths reflects the current period.

lib/channels/vwapbands/Vwapbands.Tests.cs

@@ -441,17 +441,18 @@ public class VwapbandsTests
         double[] upper2 = new double[5];
         double[] lower2 = new double[5];
         double[] vwap = new double[5];
+        double[] stdDev = new double[5];
         double[] wrongSize = new double[3];
 
         // Multiplier must be >= MinMultiplier
         Assert.Throws<ArgumentOutOfRangeException>(() =>
             Vwapbands.Calculate(price.AsSpan(), volume.AsSpan(),
-                upper1.AsSpan(), lower1.AsSpan(), upper2.AsSpan(), lower2.AsSpan(), vwap.AsSpan(), 0));
+                upper1.AsSpan(), lower1.AsSpan(), upper2.AsSpan(), lower2.AsSpan(), vwap.AsSpan(), stdDev.AsSpan(), 0));
 
         // All arrays must be same length
         Assert.Throws<ArgumentException>(() =>
             Vwapbands.Calculate(price.AsSpan(), volume.AsSpan(),
-                wrongSize.AsSpan(), lower1.AsSpan(), upper2.AsSpan(), lower2.AsSpan(), vwap.AsSpan(), 1.0));
+                wrongSize.AsSpan(), lower1.AsSpan(), upper2.AsSpan(), lower2.AsSpan(), vwap.AsSpan(), stdDev.AsSpan(), 1.0));
     }
 
     [Fact]
@@ -464,9 +465,10 @@ public class VwapbandsTests
         double[] upper2 = new double[5];
         double[] lower2 = new double[5];
         double[] vwap = new double[5];
+        double[] stdDev = new double[5];
 
         Vwapbands.Calculate(price.AsSpan(), volume.AsSpan(),
-            upper1.AsSpan(), lower1.AsSpan(), upper2.AsSpan(), lower2.AsSpan(), vwap.AsSpan(), 1.0);
+            upper1.AsSpan(), lower1.AsSpan(), upper2.AsSpan(), lower2.AsSpan(), vwap.AsSpan(), stdDev.AsSpan(), 1.0);
 
         foreach (var val in vwap)
         {

lib/channels/vwapbands/Vwapbands.Validation.Tests.cs

@@ -124,11 +124,12 @@ public sealed class VwapbandsValidationTests : IDisposable
             double[] spanLower1 = new double[bars.Count];
             double[] spanUpper2 = new double[bars.Count];
             double[] spanLower2 = new double[bars.Count];
+            double[] spanStdDev = new double[bars.Count];
 
             Vwapbands.Calculate(price.AsSpan(), volume.AsSpan(),
                 spanUpper1.AsSpan(), spanLower1.AsSpan(),
                 spanUpper2.AsSpan(), spanLower2.AsSpan(),
-                spanVwap.AsSpan(), multiplier);
+                spanVwap.AsSpan(), spanStdDev.AsSpan(), multiplier);
 
             // Compare last 100 values
             int compareCount = Math.Min(100, bars.Count - 2);

lib/channels/vwapbands/Vwapbands.cs

@@ -351,6 +351,15 @@ public sealed class Vwapbands : AbstractBase
     /// <summary>
     /// Calculates VWAP Bands using span arrays.
     /// </summary>
+    /// <param name="price">Source price values (typically HLC3)</param>
+    /// <param name="volume">Volume values</param>
+    /// <param name="upper1">Output span for upper band at 1σ</param>
+    /// <param name="lower1">Output span for lower band at 1σ</param>
+    /// <param name="upper2">Output span for upper band at 2σ</param>
+    /// <param name="lower2">Output span for lower band at 2σ</param>
+    /// <param name="vwap">Output span for VWAP values</param>
+    /// <param name="stdDev">Output span for standard deviation values</param>
+    /// <param name="multiplier">Band multiplier (default 1.0)</param>
     public static void Calculate(
         ReadOnlySpan<double> price,
         ReadOnlySpan<double> volume,
@@ -359,11 +368,12 @@ public sealed class Vwapbands : AbstractBase
         Span<double> upper2,
         Span<double> lower2,
         Span<double> vwap,
+        Span<double> stdDev,
         double multiplier = DefaultMultiplier)
     {
         int len = price.Length;
         if (len != volume.Length || len != upper1.Length || len != lower1.Length ||
-            len != upper2.Length || len != lower2.Length || len != vwap.Length)
+            len != upper2.Length || len != lower2.Length || len != vwap.Length || len != stdDev.Length)
         {
             throw new ArgumentException("All spans must have the same length.", nameof(price));
         }
@@ -408,6 +418,7 @@ public sealed class Vwapbands : AbstractBase
             double stdev = Math.Sqrt(variance);
 
             vwap[i] = vwapVal;
+            stdDev[i] = stdev;
             upper1[i] = vwapVal + multiplier * stdev;
             lower1[i] = vwapVal - multiplier * stdev;
             upper2[i] = vwapVal + 2.0 * multiplier * stdev;