Enhance code quality and stability across various modules

- Updated .coderabbit.yaml to exclude additional file types from reviews, improving the focus on relevant code changes.
- Modified scanner.sh to handle test failures more gracefully, ensuring that analysis stops on test failures and improving logging.
- Improved sonarscanner.sh to ensure build and test failures are properly reported, enhancing CI reliability.
- Refined SimdExtensions.cs documentation for clarity on variance calculation methods.
- Cleaned up TSeries.Tests.cs by simplifying the test structure and ensuring proper namespace usage.
- Fixed potential issues in tseries.cs by ensuring correct handling of DateTime values.
- Enhanced CsvFeed.cs to improve error handling during CSV parsing, ensuring robustness against malformed data.
- Updated GBM.cs to correctly calculate volume in the current bar, ensuring accurate simulation.
- Adjusted index.html to use globalThis for better compatibility across environments.
- Refined quantalib.csproj to exclude unnecessary files from compilation, streamlining the build process.
- Added comprehensive tests for the Mama class to ensure correct behavior during updates and state management.
- Improved error handling in various trend classes (Kama, Dema, Ema, T3, Tema, Wma) to ensure NaN values are managed correctly.
- Removed redundant Mama.Repro.Tests.cs file and consolidated tests into Mama.Tests.cs for better organization.
- Enhanced T3 and Tema classes to maintain state integrity during updates, particularly with NaN values.

lib/trends/mama/Mama.Repro.Tests.cs

@@ -1,16 +0,0 @@
-namespace QuanTAlib.Tests;
-
-public class MamaReproTests
-{
-    [Fact]
-    public void Constructor_ThrowsArgumentException_WhenSlowLimitIsZero()
-    {
-        Assert.Throws<ArgumentException>(() => new Mama(0.5, 0.0));
-    }
-
-    [Fact]
-    public void Constructor_ThrowsArgumentException_WhenSlowLimitIsNegative()
-    {
-        Assert.Throws<ArgumentException>(() => new Mama(0.5, -0.1));
-    }
-}

lib/trends/mama/Mama.Tests.cs

@@ -33,7 +33,8 @@ public class MamaTests
 
         var result = mama.Update(input);
 
-        Assert.True(double.IsNaN(result.Value));
+        // Should return 0.0 (last valid price default) instead of NaN to avoid state corruption
+        Assert.Equal(0.0, result.Value);
     }
 
     [Fact]
@@ -62,4 +63,40 @@ public class MamaTests
 
         Assert.True(eventFired);
     }
+
+    [Fact]
+    public void Update_Series_AppendsData()
+    {
+        var mama1 = new Mama();
+        var mama2 = new Mama();
+
+        var data = new TSeries();
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 50; i++)
+        {
+            data.Add(new TValue(now.AddMinutes(i), 100.0 + Math.Sin(i * 0.1) * 10));
+        }
+
+        // Case 1: Update all at once
+        var result1 = mama1.Update(data);
+
+        // Case 2: Update in chunks
+        var chunk1 = new TSeries();
+        var chunk2 = new TSeries();
+        for (int i = 0; i < 25; i++) chunk1.Add(data[i]);
+        for (int i = 25; i < 50; i++) chunk2.Add(data[i]);
+
+        mama2.Update(chunk1);
+        var result2 = mama2.Update(chunk2);
+
+        // Verify final state is same
+        Assert.Equal(mama1.Last.Value, mama2.Last.Value, 6);
+        Assert.Equal(mama1.Fama.Value, mama2.Fama.Value, 6);
+
+        // Verify the returned series from the second chunk matches the second half of the full result
+        for (int i = 0; i < 25; i++)
+        {
+            Assert.Equal(result1[25 + i].Value, result2[i].Value, 6);
+        }
+    }
 }

lib/trends/mama/Mama.cs

@@ -204,8 +204,8 @@ public sealed class Mama : ITValuePublisher
         else
         {
             // Initialization phase
-            _sumPr += input.Value;
-            double avg = _index > 0 ? _sumPr / _index : input.Value;
+            _sumPr += price;
+            double avg = _index > 0 ? _sumPr / _index : price;
             _mama = avg;
             _fama = avg;
             
@@ -230,47 +230,14 @@ public sealed class Mama : ITValuePublisher
         var v = new List<double>(len);
         var t = new List<long>(len);
 
-        var temp = new Mama(_fastLimit, _slowLimit);
         for (int i = 0; i < len; i++)
         {
             var item = source[i];
-            var result = temp.Update(item);
+            var result = Update(item);
             v.Add(result.Value);
             t.Add(item.Time);
         }
 
-        // Copy state from temp to this
-        _period = temp._period;
-        _p_period = temp._p_period;
-        _phase = temp._phase;
-        _p_phase = temp._p_phase;
-        _mama = temp._mama;
-        _p_mama = temp._p_mama;
-        _fama = temp._fama;
-        _p_fama = temp._p_fama;
-        _sumPr = temp._sumPr;
-        _p_sumPr = temp._p_sumPr;
-        _index = temp._index;
-
-        _i2 = temp._i2;
-        _p_i2 = temp._p_i2;
-        _q2 = temp._q2;
-        _p_q2 = temp._p_q2;
-        _re = temp._re;
-        _p_re = temp._p_re;
-        _im = temp._im;
-        _p_im = temp._p_im;
-        _lastValidPrice = temp._lastValidPrice;
-
-        _priceBuffer.CopyFrom(temp._priceBuffer);
-        _smoothBuffer.CopyFrom(temp._smoothBuffer);
-        _detrender.CopyFrom(temp._detrender);
-        _I1_buffer.CopyFrom(temp._I1_buffer);
-        _Q1_buffer.CopyFrom(temp._Q1_buffer);
-
-        Last = temp.Last;
-        Fama = temp.Fama;
-
         return new TSeries(t, v);
     }