Update RSI_Series to check for period != 0 before calculating RSI

Calculations/_Updated/TRIMA_Series.cs

@@ -0,0 +1,87 @@
+namespace QuanTAlib;
+using System;
+using System.Collections.Generic;
+
+/* <summary>
+TRIMA: Triangular Moving Average
+    A weighted moving average where the shape of the weights are triangular and the greatest
+    weight is in the middle of the period,
+
+Sources:
+    https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/triangular-moving-average-trima/
+
+Remark:
+    trima = sma(sma(signal, n/2), n/2)
+
+</summary> */
+
+public class TRIMA_Series : TSeries {
+	private readonly int _p1a, _p1b;
+	private SMA_Series sma, trima;
+	protected readonly int _period;
+	protected readonly bool _NaN;
+	protected readonly TSeries _data;
+
+	//core constructors
+	public TRIMA_Series(int period, bool useNaN) : base() {
+		_period = period;
+		_NaN = useNaN;
+		Name = $"xMA({period})";
+		_p1a = (int)Math.Floor((period * 0.5) + 1);
+		_p1b = (int)Math.Ceiling(0.5 * period);
+		sma = new(_p1a);
+		trima = new(_p1b);
+
+	}
+	public TRIMA_Series(TSeries source, int period, bool useNaN) : this(period, useNaN) {
+		_data = source;
+		Name = Name.Substring(0, Name.IndexOf(")")) + $", {(string.IsNullOrEmpty(_data.Name) ? "data" : _data.Name)})";
+		_data.Pub += Sub;
+		Add(_data);
+	}
+	public TRIMA_Series() : this(period: 0, useNaN: false) { }
+	public TRIMA_Series(int period) : this(period: period, useNaN: false) { }
+	public TRIMA_Series(TBars source) : this(source.Close, 0, false) { }
+	public TRIMA_Series(TBars source, int period) : this(source.Close, period, false) { }
+	public TRIMA_Series(TBars source, int period, bool useNaN) : this(source.Close, period, useNaN) { }
+	public TRIMA_Series(TSeries source) : this(source, 0, false) { }
+	public TRIMA_Series(TSeries source, int period) : this(source: source, period: period, useNaN: false) { }
+
+	//////////////////
+	// core Add() algo
+	public override (DateTime t, double v) Add((DateTime t, double v) TValue, bool update = false) {
+		if (double.IsNaN(TValue.v)) {
+			return base.Add((TValue.t, Double.NaN), update);
+		}
+
+		var _sma = sma.Add(TValue, update);
+		var _trima = trima.Add(_sma, update);
+
+		var res = (_trima.t, Count < _period - 1 && _NaN ? double.NaN : _trima.v);
+		return base.Add(res, update);
+	}
+
+	public override (DateTime t, double v) Add(TSeries data) {
+		if (data == null) { return (DateTime.Today, Double.NaN); }
+		foreach (var item in data) { Add(item, false); }
+		return _data.Last;
+	}
+	public new (DateTime t, double v) Add((DateTime t, double v) TValue) {
+		return Add(TValue, false);
+	}
+	public (DateTime t, double v) Add(bool update) {
+		return this.Add(TValue: _data.Last, update: update);
+	}
+	public (DateTime t, double v) Add() {
+		return Add(TValue: _data.Last, update: false);
+	}
+	private new void Sub(object source, TSeriesEventArgs e) {
+		Add(TValue: _data.Last, update: e.update);
+	}
+
+	//reset calculation
+	public override void Reset() {
+		sma.Reset();
+		trima.Reset();
+	}
+}