fix: address code review issues in indicators and core components

lib/trends/alma/Alma.cs

@@ -26,6 +26,8 @@ namespace QuanTAlib;
 public sealed class Alma : ITValuePublisher
 {
     private readonly int _period;
+    private readonly double _offset;
+    private readonly double _sigma;
     private readonly double[] _weights;
     private readonly double _weightSum;
     private readonly RingBuffer _buffer;
@@ -62,6 +64,8 @@ public sealed class Alma : ITValuePublisher
             throw new ArgumentException("Sigma must be greater than 0", nameof(sigma));
 
         _period = period;
+        _offset = offset;
+        _sigma = sigma;
         _buffer = new RingBuffer(period);
         _weights = new double[period];
         Name = $"Alma({period}, {offset:F2}, {sigma:F2})";
@@ -129,7 +133,7 @@ public sealed class Alma : ITValuePublisher
         var tSpan = CollectionsMarshal.AsSpan(t);
         var vSpan = CollectionsMarshal.AsSpan(v);
 
-        Calculate(source.Values, vSpan, _period);
+        Calculate(source.Values, vSpan, _period, _offset, _sigma);
         source.Times.CopyTo(tSpan);
 
         // Restore state

lib/trends/dema/Dema.cs

@@ -57,6 +57,7 @@ public sealed class Dema : ITValuePublisher
     private EmaState _p_state2 = EmaState.New();
     
     private double _lastValidValue;
+    private double _p_lastValidValue;
 
     public string Name { get; }
     public TValue Last { get; private set; }
@@ -93,11 +94,13 @@ public sealed class Dema : ITValuePublisher
         {
             _p_state1 = _state1;
             _p_state2 = _state2;
+            _p_lastValidValue = _lastValidValue;
         }
         else
         {
             _state1 = _p_state1;
             _state2 = _p_state2;
+            _lastValidValue = _p_lastValidValue;
         }
 
         // EMA1
@@ -302,6 +305,7 @@ public sealed class Dema : ITValuePublisher
         _p_state1 = EmaState.New();
         _p_state2 = EmaState.New();
         _lastValidValue = 0;
+        _p_lastValidValue = 0;
         Last = default;
     }
 }

lib/trends/ema/Ema.cs

@@ -56,6 +56,7 @@ public sealed class Ema : ITValuePublisher
     private State _state = State.New();
     private State _p_state = State.New();
     private double _lastValidValue;
+    private double _p_lastValidValue;
 
     /// <summary>
     /// Display name for the indicator.
@@ -134,10 +135,12 @@ public sealed class Ema : ITValuePublisher
         if (isNew)
         {
             _p_state = _state;
+            _p_lastValidValue = _lastValidValue;
         }
         else
         {
             _state = _p_state;
+            _lastValidValue = _p_lastValidValue;
         }
 
         double val = GetValidValue(input.Value);
@@ -305,6 +308,7 @@ public sealed class Ema : ITValuePublisher
         _state = State.New();
         _p_state = _state;
         _lastValidValue = 0;
+        _p_lastValidValue = 0;
         Last = default;
     }
 }

lib/trends/kama/Kama.cs

@@ -177,12 +177,7 @@ public sealed class Kama : ITValuePublisher
 
         // Use static Calculate for performance
         var outputSpan = new double[len];
-        Calculate(source.Values, outputSpan, _period,
-            (int)(2.0 / _fastAlpha - 1), (int)(2.0 / _slowAlpha - 1)); // Reverse calc periods from alphas? 
-                                                                       // Actually better to pass alphas or periods. 
-                                                                       // The static method signature should match constructor params.
-
-        // Wait, I need to pass periods to static method.
+        
         // fastPeriod = 2/fastAlpha - 1.
         int fastPeriod = (int)Math.Round(2.0 / _fastAlpha - 1);
         int slowPeriod = (int)Math.Round(2.0 / _slowAlpha - 1);

lib/trends/lsma/Lsma.cs

@@ -252,6 +252,8 @@ public sealed class Lsma : ITValuePublisher
         int windowSize = Math.Min(len, _period);
         int startIndex = len - windowSize;
 
+        Reset();
+
         // Initialize lastValidValue
         if (startIndex > 0)
         {
@@ -269,8 +271,6 @@ public sealed class Lsma : ITValuePublisher
             _lastValidValue = 0;
         }
 
-        Reset();
-
         for (int i = startIndex; i < len; i++)
         {
             double val = GetValidValue(source.Values[i]);

lib/trends/sma/Sma.cs

@@ -103,7 +103,7 @@ public sealed class Sma : ITValuePublisher
         if (_buffer.IsFull && _tickCount >= ResyncInterval)
         {
             _tickCount = 0;
-            _sum = _buffer.Sum();
+            _sum = _buffer.RecalculateSum();
         }
     }
 
@@ -386,9 +386,12 @@ public sealed class Sma : ITValuePublisher
     public void Reset()
     {
         _buffer.Clear();
-        var resetSum = 0;
-        _sum = resetSum;
-        Last = default;
+        _sum = 0;
+        _p_sum = 0;
+        _p_lastInput = 0;
+        _lastValidValue = 0;
+        _p_lastValidValue = 0;
         _tickCount = 0;
+        Last = default;
     }
 }

lib/trends/trima/Trima.cs

@@ -156,7 +156,7 @@ public sealed class Trima : ITValuePublisher
         source.Times.CopyTo(tSpan);
 
         // Restore state
-        int lookback = _p1 + _p2;
+        int lookback = _p1 + _p2 - 1;
         int startIndex = Math.Max(0, len - lookback);
         Reset();
 

lib/trends/wma/Wma.cs

@@ -188,7 +188,7 @@ public sealed class Wma : ITValuePublisher
 
         _p_sum = _sum;
         _p_wsum = _wsum;
-        _p_lastInput = source.Values[len - 1];
+        _p_lastInput = _lastValidValue;
         _p_lastValidValue = _lastValidValue;
 
         Last = new TValue(tSpan[len - 1], vSpan[len - 1]);