xml doc rewrite

lib/averages/Wma.cs

@@ -1,10 +1,39 @@
+using System;
 namespace QuanTAlib;
 
+/// <summary>
+/// WMA: Weighted Moving Average
+/// A moving average that assigns linearly decreasing weights to older data points.
+/// The most recent price has the highest weight, and each older price receives
+/// linearly less weight, creating a more responsive average than SMA.
+/// </summary>
+/// <remarks>
+/// The WMA calculation process:
+/// 1. Assigns weights linearly decreasing with age
+/// 2. Most recent price gets weight of period
+/// 3. Each older price gets decremented weight
+/// 4. Normalizes weights by sum of weights
+/// 5. Applies weights through convolution
+///
+/// Key characteristics:
+/// - Linear weight distribution
+/// - More responsive than SMA
+/// - Less lag than SMA
+/// - Emphasizes recent prices
+/// - Implemented using efficient convolution operations
+///
+/// Sources:
+///     https://www.investopedia.com/articles/technical/060401.asp
+///     https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:weighted_moving_average
+/// </remarks>
+
 public class Wma : AbstractBase
 {
     private readonly int _period;
     private readonly Convolution _convolution;
 
+    /// <param name="period">The number of data points used in the WMA calculation.</param>
+    /// <exception cref="ArgumentException">Thrown when period is less than 1.</exception>
     public Wma(int period)
     {
         if (period < 1)
@@ -18,12 +47,19 @@ public class Wma : AbstractBase
         Init();
     }
 
+    /// <param name="source">The data source object that publishes updates.</param>
+    /// <param name="period">The number of data points used in the WMA calculation.</param>
     public Wma(object source, int period) : this(period)
     {
         var pubEvent = source.GetType().GetEvent("Pub");
         pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
     }
 
+    /// <summary>
+    /// Generates the linearly weighted convolution kernel for the WMA calculation.
+    /// </summary>
+    /// <param name="period">The period for which to generate the kernel.</param>
+    /// <returns>An array of normalized linearly decreasing weights for the convolution operation.</returns>
     private static double[] GenerateWmaKernel(int period)
     {
         double[] kernel = new double[period];
@@ -64,4 +100,4 @@ public class Wma : AbstractBase
 
         return result;
     }
-}
+}