xml doc rewrite

lib/averages/Vidya.cs

@@ -4,15 +4,43 @@ using System.Runtime.CompilerServices;
 
 namespace QuanTAlib;
 
+/// <summary>
+/// VIDYA: Variable Index Dynamic Average
+/// An adaptive moving average that adjusts its smoothing based on the ratio of
+/// short-term to long-term volatility. This allows the average to become more
+/// responsive during volatile periods and more stable during quiet periods.
+/// </summary>
+/// <remarks>
+/// The VIDYA calculation process:
+/// 1. Calculates standard deviation for short and long periods
+/// 2. Uses ratio of short/long volatility to determine smoothing
+/// 3. Applies variable smoothing factor to price data
+/// 4. Adapts automatically to changing market conditions
+///
+/// Key characteristics:
+/// - Adaptive smoothing based on volatility
+/// - More responsive during volatile periods
+/// - More stable during quiet periods
+/// - Uses standard deviation for volatility measurement
+/// - Combines short and long-term market analysis
+///
+/// Sources:
+///     Tushar Chande - "Beyond Technical Analysis"
+///     https://www.investopedia.com/terms/v/vidya.asp
+/// </remarks>
+
 public class Vidya : AbstractBase
 {
-
     private readonly int _longPeriod;
     private readonly double _alpha;
     private double _lastVIDYA, _p_lastVIDYA;
     private readonly CircularBuffer? _shortBuffer;
     private readonly CircularBuffer? _longBuffer;
 
+    /// <param name="shortPeriod">The number of periods for short-term volatility calculation.</param>
+    /// <param name="longPeriod">The number of periods for long-term volatility calculation (default is 4x shortPeriod).</param>
+    /// <param name="alpha">The alpha parameter controlling the base smoothing factor (default 0.2).</param>
+    /// <exception cref="ArgumentException">Thrown when shortPeriod is less than 1.</exception>
     public Vidya(int shortPeriod, int longPeriod = 0, double alpha = 0.2)
     {
         if (shortPeriod < 1)
@@ -28,6 +56,10 @@ public class Vidya : AbstractBase
         Init();
     }
 
+    /// <param name="source">The data source object that publishes updates.</param>
+    /// <param name="shortPeriod">The number of periods for short-term volatility calculation.</param>
+    /// <param name="longPeriod">The number of periods for long-term volatility calculation (default is 4x shortPeriod).</param>
+    /// <param name="alpha">The alpha parameter controlling the base smoothing factor (default 0.2).</param>
     public Vidya(object source, int shortPeriod, int longPeriod = 0, double alpha = 0.2)
         : this(shortPeriod, longPeriod, alpha)
     {
@@ -81,6 +113,11 @@ public class Vidya : AbstractBase
         return vidya;
     }
 
+    /// <summary>
+    /// Calculates the standard deviation of values in a circular buffer.
+    /// </summary>
+    /// <param name="buffer">The circular buffer containing the values.</param>
+    /// <returns>The standard deviation of the values in the buffer.</returns>
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     private static double CalculateStdDev(CircularBuffer buffer)
     {
@@ -88,4 +125,4 @@ public class Vidya : AbstractBase
         double sumSquaredDiff = buffer.Sum(x => Math.Pow(x - mean, 2));
         return Math.Sqrt(sumSquaredDiff / buffer.Count);
     }
-}
+}