Refactor documentation for various filters and indicators to enhance clarity and consistency

- Updated Bessel, Bilateral, Blma, Butter, Conv, Ema, Kama, LSMA, MAMA, MGDI, SSF, USF, ATR, ADL, and ADOSC documentation to use bullet points for key concepts and features.
- Added a new Qodana configuration file for code analysis.
- Removed coverage configuration from Quantower.Tests.csproj to streamline testing setup.

lib/feeds/IFeed.md

@@ -4,9 +4,9 @@
 
 ## Key Concepts
 
-- **Bidirectional Control**: The `Next(ref bool isNew)` method allows the consumer to request a new bar (`isNew = true`) or an update to the current bar (`isNew = false`).
-- **Streaming**: Designed for bar-by-bar processing, simulating real-time data flow.
-- **Batching**: Supports fetching historical data ranges via `Fetch()`.
+* **Bidirectional Control**: The `Next(ref bool isNew)` method allows the consumer to request a new bar (`isNew = true`) or an update to the current bar (`isNew = false`).
+* **Streaming**: Designed for bar-by-bar processing, simulating real-time data flow.
+* **Batching**: Supports fetching historical data ranges via `Fetch()`.
 
 ## Interface Definition
 
@@ -41,5 +41,5 @@ When implementing `IFeed`:
 
 ## Implementations
 
-- **`GBM`**: Geometric Brownian Motion generator (Synthetic).
-- **`CsvFeed`**: Reads OHLCV data from CSV files (Historical).
+* **`GBM`**: Geometric Brownian Motion generator (Synthetic).
+* **`CsvFeed`**: Reads OHLCV data from CSV files (Historical).

lib/feeds/csv/CsvFeed.md

@@ -4,18 +4,18 @@
 
 ## Key Features
 
-- **Historical Data Loading**: Reads standard OHLCV CSV files.
-- **Chronological Ordering**: Automatically reverses data if needed (assumes newest-first in file, provides oldest-first).
-- **Streaming Interface**: Implements `IFeed` for consistent usage with other feed types.
-- **Batch Retrieval**: Supports fetching specific time ranges via `Fetch()`.
+* **Historical Data Loading**: Reads standard OHLCV CSV files.
+* **Chronological Ordering**: Automatically reverses data if needed (assumes newest-first in file, provides oldest-first).
+* **Streaming Interface**: Implements `IFeed` for consistent usage with other feed types.
+* **Batch Retrieval**: Supports fetching specific time ranges via `Fetch()`.
 
 ## CSV Format Requirements
 
 The file must have a header row and follow this column order:
 `timestamp, open, high, low, close, volume`
 
-- **Timestamp**: `YYYY-MM-DD` (assumed UTC midnight)
-- **Prices/Volume**: Numeric values
+* **Timestamp**: `YYYY-MM-DD` (assumed UTC midnight)
+* **Prices/Volume**: Numeric values
 
 Example:
 

lib/feeds/gbm/GBM.md

@@ -4,11 +4,11 @@
 
 ## Key Features
 
-- **Geometric Brownian Motion**: Uses the standard mathematical model for asset price dynamics.
-- **Configurable Parameters**: Control drift (trend) and volatility (noise).
-- **Stateless Design**: Minimal memory footprint; only maintains state needed for continuity.
-- **Dual Modes**: Supports both streaming (bar-by-bar) and batch generation.
-- **Intra-bar Updates**: Can simulate real-time price updates within a single bar.
+* **Geometric Brownian Motion**: Uses the standard mathematical model for asset price dynamics.
+* **Configurable Parameters**: Control drift (trend) and volatility (noise).
+* **Stateless Design**: Minimal memory footprint; only maintains state needed for continuity.
+* **Dual Modes**: Supports both streaming (bar-by-bar) and batch generation.
+* **Intra-bar Updates**: Can simulate real-time price updates within a single bar.
 
 ## Mathematical Model
 
@@ -18,10 +18,10 @@ $$ dS_t = \mu S_t dt + \sigma S_t dW_t $$
 
 Where:
 
-- $S_t$: Asset price at time $t$
-- $\mu$: Drift (expected return)
-- $\sigma$: Volatility (standard deviation of returns)
-- $W_t$: Wiener process (Brownian motion)
+* $S_t$: Asset price at time $t$
+* $\mu$: Drift (expected return)
+* $\sigma$: Volatility (standard deviation of returns)
+* $W_t$: Wiener process (Brownian motion)
 
 ## Class Definition