xml doc rewrite

lib/averages/Smma.cs

@@ -1,13 +1,38 @@
 using System;
-
 namespace QuanTAlib;
 
+/// <summary>
+/// SMMA: Smoothed Moving Average
+/// A modified moving average that gives more weight to recent prices while maintaining
+/// a smooth output. It uses the previous SMMA value in its calculation, creating
+/// a smoother line than traditional moving averages.
+/// </summary>
+/// <remarks>
+/// The SMMA calculation process:
+/// 1. Uses SMA for initial value (first period points)
+/// 2. For subsequent points, calculates: (prevSMMA * (period-1) + price) / period
+/// 3. This creates a smoothed effect with reduced volatility
+///
+/// Key characteristics:
+/// - Smoother than traditional moving averages
+/// - Reduced volatility in output
+/// - Takes into account all previous prices
+/// - Good for identifying overall trends
+/// - Less lag than SMA but more than EMA
+///
+/// Implementation:
+///     Based on smoothed moving average principles with
+///     initial SMA seeding for stability
+/// </remarks>
+
 public class Smma : AbstractBase
 {
     private readonly int _period;
     private CircularBuffer? _buffer;
     private double _lastSmma, _p_lastSmma;
 
+    /// <param name="period">The number of data points used in the SMMA calculation.</param>
+    /// <exception cref="ArgumentException">Thrown when period is less than 1.</exception>
     public Smma(int period)
     {
         if (period < 1)
@@ -20,6 +45,8 @@ public class Smma : AbstractBase
         Init();
     }
 
+    /// <param name="source">The data source object that publishes updates.</param>
+    /// <param name="period">The number of data points used in the SMMA calculation.</param>
     public Smma(object source, int period) : this(period)
     {
         var pubEvent = source.GetType().GetEvent("Pub");
@@ -47,7 +74,6 @@ public class Smma : AbstractBase
         }
     }
 
-
     protected override double Calculation()
     {
         ManageState(Input.IsNew);
@@ -75,4 +101,4 @@ public class Smma : AbstractBase
 
         return smma;
     }
-}
+}