tests and cleanup

lib/statistics/Zscore.cs

@@ -8,10 +8,23 @@ namespace QuanTAlib;
 /// The Zscore class calculates the Z-score (also known as standard score) for
 /// the most recent value in a given period. It uses a circular buffer to
 /// efficiently manage the data points within the specified period.
+///
+/// In financial analysis, Z-score is important for:
+/// - Identifying outliers or unusual price movements.
+/// - Normalizing data across different scales or time periods.
+/// - Assessing the relative position of a value within its historical distribution.
+/// - Supporting trading strategies based on mean reversion or momentum.
 /// </remarks>
 public class Zscore : AbstractBase
 {
+    /// <summary>
+    /// The number of data points to consider for the Z-score calculation.
+    /// </summary>
     private readonly int Period;
+
+    /// <summary>
+    /// Circular buffer to store the most recent data points.
+    /// </summary>
     private readonly CircularBuffer _buffer;
 
     /// <summary>
@@ -78,6 +91,14 @@ public class Zscore : AbstractBase
     /// Z = (x - μ) / σ
     /// where x is the input value, μ is the mean of the period, and σ is the sample standard deviation.
     /// If there are fewer than 2 data points or if the standard deviation is 0, the method returns 0.
+    ///
+    /// Interpretation of results:
+    /// - A Z-score of 0 indicates that the data point is exactly on the mean.
+    /// - A positive Z-score indicates the data point is above the mean.
+    /// - A negative Z-score indicates the data point is below the mean.
+    /// - The magnitude of the Z-score represents how many standard deviations away from the mean the data point is.
+    /// - In a normal distribution, about 68% of the values have a Z-score between -1 and 1,
+    ///   95% between -2 and 2, and 99.7% between -3 and 3.
     /// </remarks>
     protected override double Calculation()
     {
@@ -104,4 +125,4 @@ public class Zscore : AbstractBase
         IsHot = _buffer.Count >= Period;
         return zScore;
     }
-}
+}