Refactor trend indicators to use record structs for state management

.clinerules/good-indicator.md

@@ -39,8 +39,9 @@ Each indicator resides in its own directory such as `lib/trends/`, `lib/indicato
 
 ### State Management
 
-* Use `RingBuffer` for sliding window data.
+* **Scalar State:** Use a `private record struct State` to group all scalar state variables. This ensures value semantics, automatic `IEquatable` implementation, and cleaner rollback logic.
-* Maintain separate state variables for the *current* calculation (`_sum`, `_lastVal`) and the *previous* valid state (`_p_sum`, `_p_lastVal`) to support `isNew=false` updates.
+* **State Variables:** Maintain `private State _state;` (current) and `private State _p_state;` (previous valid state).
+* **Buffers:** Use `RingBuffer` for sliding window data.
 * **Resync:** Implement a periodic full recalculation (e.g., every 1000 ticks) to prevent floating-point drift in running sums.
 
 ### Constructor
@@ -54,10 +55,17 @@ Each indicator resides in its own directory such as `lib/trends/`, `lib/indicato
 * **Signature:** `public TValue Update(TValue input, bool isNew = true)`
 * **Attribute:** `[MethodImpl(MethodImplOptions.AggressiveInlining)]`
 * **Logic:**
-    1. **Input Validation:** Check `double.IsFinite`. If not, use `_lastValidValue`.
+    1. **State Rollback:**
-    2. **State Management:**
+        ```csharp
-        * If `isNew=true`: Save current state to `_p_*` variables, then update.
+        if (isNew) {
-        * If `isNew=false`: Restore state from `_p_*` variables, then update.
+            _p_state = _state;
+            // ... update state (e.g. counters) ...
+        } else {
+            _state = _p_state;
+            // ... update state ...
+        }
+        ```
+    2. **Input Validation:** Check `double.IsFinite`. If not, use `_lastValidValue` (stored in `State`).
     3. **Calculation:** Perform the math.
     4. **Publish:** Update `Last` property, invoke `Pub` event, return `Last`.
 
@@ -68,7 +76,7 @@ Each indicator resides in its own directory such as `lib/trends/`, `lib/indicato
 * **Logic:**
     1. Create output series.
     2. Call static `Calculate(Span)` for performance.
-    3. Restore internal state by replaying the last `Period` bars.
+    3. Restore internal state by replaying the last `Period` bars (or full series if recursive).
 
 ### Static Calculate (TSeries)
 

AGENTS.md

@@ -65,9 +65,10 @@ public TValue Update(TValue input, bool isNew = true)
 
 ### State Management
 
-* Use `RingBuffer` for sliding windows.
+* **Scalar State:** Use a `private record struct State` to group all scalar state variables. This ensures value semantics, automatic `IEquatable` implementation, and cleaner rollback logic.
-* Maintain `_state` and `_p_state` (previous state) variables to support `isNew=false` rollbacks.
+* **State Variables:** Maintain `private State _state;` (current) and `private State _p_state;` (previous valid state).
-* **Resync**: Periodically recalculate running sums to prevent floating-point drift.
+* **Buffers:** Use `RingBuffer` for sliding windows.
+* **Resync:** Periodically recalculate running sums to prevent floating-point drift.
 
 ### Dual API Requirement
 

lib/feeds/gbm/gbm.cs

@@ -1,4 +1,5 @@
 using System.Runtime.CompilerServices;
+using System.Security.Cryptography;
 
 namespace QuanTAlib;
 
@@ -13,7 +14,7 @@ namespace QuanTAlib;
 public class GBM : IFeed
 #pragma warning restore S101
 {
-    private readonly Random _rnd;
+    private readonly Random? _rnd;
 
     private double _lastPrice;
     private long _lastTime;
@@ -52,7 +53,7 @@ public class GBM : IFeed
         ArgumentOutOfRangeException.ThrowIfNegativeOrZero(startPrice);
         ArgumentOutOfRangeException.ThrowIfNegative(sigma);
 
-        _rnd = seed.HasValue ? new Random(seed.Value) : new Random();
+        _rnd = seed.HasValue ? new Random(seed.Value) : null;
         _lastPrice = startPrice;
         _lastTime = DateTime.UtcNow.Ticks;
 
@@ -71,6 +72,23 @@ public class GBM : IFeed
         _vol = sigma * Math.Sqrt(dt);
     }
 
+    /// <summary>
+    /// Generates a random double in [0, 1) using either the seeded Random or RandomNumberGenerator.
+    /// </summary>
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    private double NextDouble()
+    {
+        if (_rnd != null)
+        {
+            return _rnd.NextDouble();
+        }
+
+        Span<byte> buffer = stackalloc byte[8];
+        RandomNumberGenerator.Fill(buffer);
+        ulong ul = BitConverter.ToUInt64(buffer);
+        return (ul >> 11) * (1.0 / (1ul << 53));
+    }
+
     /// <summary>
     /// Generates next standard normal using Box-Muller transform with caching.
     /// </summary>
@@ -83,8 +101,8 @@ public class GBM : IFeed
             return _cachedZ;
         }
 
-        double u1 = 1.0 - _rnd.NextDouble(); // nosemgrep
+        double u1 = 1.0 - NextDouble();
-        double u2 = 1.0 - _rnd.NextDouble(); // nosemgrep
+        double u2 = 1.0 - NextDouble();
         double mag = Math.Sqrt(-2.0 * Math.Log(u1));
         double angle = 2.0 * Math.PI * u2;
 
@@ -110,12 +128,12 @@ public class GBM : IFeed
 
             double z = NextNormal();
             double price = _lastPrice * Math.Exp(_drift + _vol * z);
-            double volume = 1000 + _rnd.NextDouble() * 1000;
+            double volume = 1000 + NextDouble() * 1000;
 
             double open = _lastPrice;
             double close = price;
-            double high = Math.Max(open, close) * (1.0 + _rnd.NextDouble() * 0.01);
+            double high = Math.Max(open, close) * (1.0 + NextDouble() * 0.01);
-            double low = Math.Min(open, close) * (1.0 - _rnd.NextDouble() * 0.01);
+            double low = Math.Min(open, close) * (1.0 - NextDouble() * 0.01);
 
             _currentBar = new TBar(currentTime, open, high, low, close, volume);
             _hasCurrentBar = true;
@@ -128,7 +146,7 @@ public class GBM : IFeed
             // Update current bar (intra-bar tick)
             double z = NextNormal();
             double price = _lastPrice * Math.Exp(_drift + _vol * z);
-            double additionalVolume = 1000 + _rnd.NextDouble() * 1000;
+            double additionalVolume = 1000 + NextDouble() * 1000;
 
             var bar = _currentBar;
             double newClose = price;
@@ -190,9 +208,9 @@ public class GBM : IFeed
             double open = currentPrice;
             double close = price;
 
-            double rnd1 = _rnd.NextDouble();
+            double rnd1 = NextDouble();
-            double rnd2 = _rnd.NextDouble();
+            double rnd2 = NextDouble();
-            double rnd3 = _rnd.NextDouble();
+            double rnd3 = NextDouble();
 
             t[i] = currentTime;
             o[i] = open;

lib/trends/alma/Alma.cs

@@ -31,7 +31,10 @@ public sealed class Alma : ITValuePublisher
     private readonly double[] _weights;
     private readonly double _weightSum;
     private readonly RingBuffer _buffer;
-    private double _lastValidValue;
+
+    private record struct State(double LastValidValue);
+    private State _state;
+    private State _p_state;
 
     /// <summary>
     /// Display name for the indicator.
@@ -99,15 +102,24 @@ public sealed class Alma : ITValuePublisher
     {
         if (double.IsFinite(input))
         {
-            _lastValidValue = input;
+            _state.LastValidValue = input;
             return input;
         }
-        return _lastValidValue;
+        return _state.LastValidValue;
     }
 
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public TValue Update(TValue input, bool isNew = true)
     {
+        if (isNew)
+        {
+            _p_state = _state;
+        }
+        else
+        {
+            _state = _p_state;
+        }
+
         double val = GetValidValue(input.Value);
         _buffer.Add(val, isNew);
 
@@ -140,7 +152,7 @@ public sealed class Alma : ITValuePublisher
 
         // Restore state
         _buffer.Clear();
-        _lastValidValue = 0;
+        _state = default;
         
         // Replay last part to restore buffer state
         int startIndex = Math.Max(0, len - _period);
@@ -301,7 +313,8 @@ public sealed class Alma : ITValuePublisher
     public void Reset()
     {
         _buffer.Clear();
-        _lastValidValue = 0;
+        _state = default;
+        _p_state = default;
         Last = default;
     }
 }

lib/trends/conv/Conv.cs

@@ -25,10 +25,9 @@ public sealed class Conv : ITValuePublisher
     private readonly double[] _kernel;
     private readonly RingBuffer _buffer;
 
-    private double _lastValidValue;
+    private record struct State(double LastValidValue);
-
+    private State _state;
-    // State for bar correction
+    private State _p_state;
-    private double _p_lastValidValue;
 
     public string Name { get; }
     public TValue Last { get; private set; }
@@ -45,8 +44,8 @@ public sealed class Conv : ITValuePublisher
         Array.Copy(kernel, _kernel, _period);
         _buffer = new RingBuffer(_period);
         Name = $"Conv({_period})";
-        _lastValidValue = double.NaN;
+        _state.LastValidValue = double.NaN;
-        _p_lastValidValue = double.NaN;
+        _p_state.LastValidValue = double.NaN;
     }
 
     public Conv(ITValuePublisher source, double[] kernel) : this(kernel)
@@ -59,10 +58,10 @@ public sealed class Conv : ITValuePublisher
     {
         if (double.IsFinite(input))
         {
-            _lastValidValue = input;
+            _state.LastValidValue = input;
             return input;
         }
-        return _lastValidValue;
+        return _state.LastValidValue;
     }
 
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -70,11 +69,11 @@ public sealed class Conv : ITValuePublisher
     {
         if (isNew)
         {
-            _p_lastValidValue = _lastValidValue;
+            _p_state = _state;
         }
         else
         {
-            _lastValidValue = _p_lastValidValue;
+            _state = _p_state;
         }
 
         double val = GetValidValue(input.Value);
@@ -145,14 +144,14 @@ public sealed class Conv : ITValuePublisher
             {
                 if (double.IsFinite(sourceValues[i]))
                 {
-                    _lastValidValue = sourceValues[i];
+                    _state.LastValidValue = sourceValues[i];
                     break;
                 }
             }
         }
         else
         {
-            _lastValidValue = double.NaN;
+            _state.LastValidValue = double.NaN;
         }
 
         _buffer.Clear();
@@ -168,7 +167,7 @@ public sealed class Conv : ITValuePublisher
         Last = new TValue(source.Times[len - 1], vSpan[len - 1]);
 
         // Save state for isNew=false
-        _p_lastValidValue = _lastValidValue;
+        _p_state = _state;
 
         return new TSeries(t, v);
     }
@@ -241,8 +240,8 @@ public sealed class Conv : ITValuePublisher
     public void Reset()
     {
         _buffer.Clear();
-        _lastValidValue = double.NaN;
+        _state.LastValidValue = double.NaN;
-        _p_lastValidValue = double.NaN;
+        _p_state.LastValidValue = double.NaN;
         Last = default;
     }
 }

lib/trends/dema/Dema.cs

@@ -24,28 +24,9 @@ namespace QuanTAlib;
 [SkipLocalsInit]
 public sealed class Dema : ITValuePublisher
 {
-    private struct EmaState : IEquatable<EmaState>
+    private record struct EmaState(double Ema, double E, bool IsHot, bool IsCompensated)
     {
-        public double Ema;
-        public double E;
-        public bool IsHot;
-        public bool IsCompensated;
-
         public static EmaState New() => new() { Ema = 0, E = 1.0, IsHot = false, IsCompensated = false };
-
-        public override bool Equals(object? obj) => obj is EmaState other && Equals(other);
-
-        public bool Equals(EmaState other) =>
-            Ema == other.Ema &&
-            E == other.E &&
-            IsHot == other.IsHot &&
-            IsCompensated == other.IsCompensated;
-
-        public override int GetHashCode() => HashCode.Combine(Ema, E, IsHot, IsCompensated);
-
-        public static bool operator ==(EmaState left, EmaState right) => left.Equals(right);
-
-        public static bool operator !=(EmaState left, EmaState right) => !left.Equals(right);
     }
 
     private readonly double _alpha;

lib/trends/ema/Ema.cs

@@ -27,28 +27,9 @@ namespace QuanTAlib;
 [SkipLocalsInit]
 public sealed class Ema : ITValuePublisher
 {
-    private struct State : IEquatable<State>
+    private record struct State(double Ema, double E, bool IsHot, bool IsCompensated)
     {
-        public double Ema;
-        public double E;
-        public bool IsHot;
-        public bool IsCompensated;
-
         public static State New() => new() { Ema = 0, E = 1.0, IsHot = false, IsCompensated = false };
-
-        public override bool Equals(object? obj) => obj is State other && Equals(other);
-
-        public bool Equals(State other) =>
-            Ema == other.Ema &&
-            E == other.E &&
-            IsHot == other.IsHot &&
-            IsCompensated == other.IsCompensated;
-
-        public override int GetHashCode() => HashCode.Combine(Ema, E, IsHot, IsCompensated);
-
-        public static bool operator ==(State left, State right) => left.Equals(right);
-
-        public static bool operator !=(State left, State right) => !left.Equals(right);
     }
 
     private readonly double _alpha;

lib/trends/kama/Kama.cs

@@ -24,12 +24,10 @@ public sealed class Kama : ITValuePublisher
     private readonly double _fastAlpha;
     private readonly double _slowAlpha;
     private readonly RingBuffer _buffer;
-    private double _kama;
+
-    private double _p_kama;
+    private record struct State(double Kama, double VolatilitySum, double NextDiffOut, double LastValidValue);
-    private double _volatilitySum;
+    private State _state;
-    private double _p_volatilitySum;
+    private State _p_state;
-    private double _lastDiffOut;
-    private double _lastValidValue;
 
     /// <summary>
     /// Display name for the indicator.
@@ -74,8 +72,10 @@ public sealed class Kama : ITValuePublisher
         _slowAlpha = 2.0 / (slowPeriod + 1);
 
         Name = $"Kama({period}, {fastPeriod}, {slowPeriod})";
-        _kama = double.NaN;
+        _state.Kama = double.NaN;
-        _lastValidValue = double.NaN;
+        _state.LastValidValue = double.NaN;
+        _p_state.Kama = double.NaN;
+        _p_state.LastValidValue = double.NaN;
     }
 
     public Kama(ITValuePublisher source, int period = 10, int fastPeriod = 2, int slowPeriod = 30)
@@ -89,15 +89,24 @@ public sealed class Kama : ITValuePublisher
     {
         if (double.IsFinite(input))
         {
-            _lastValidValue = input;
+            _state.LastValidValue = input;
             return input;
         }
-        return _lastValidValue;
+        return _state.LastValidValue;
     }
 
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public TValue Update(TValue input, bool isNew = true)
     {
+        if (isNew)
+        {
+            _p_state = _state;
+        }
+        else
+        {
+            _state = _p_state;
+        }
+
         double val = GetValidValue(input.Value);
         if (double.IsNaN(val))
         {
@@ -108,55 +117,58 @@ public sealed class Kama : ITValuePublisher
 
         if (isNew)
         {
-            _p_kama = _kama;
-            _p_volatilitySum = _volatilitySum;
-
             bool wasFull = _buffer.IsFull;
-            double removed = _buffer.Add(val);
+            _buffer.Add(val);
 
             if (wasFull)
             {
-                double diff_out = Math.Abs(removed - _buffer[0]);
+                double diff_out = _p_state.NextDiffOut;
-                _lastDiffOut = diff_out;
-
                 double diff_in = Math.Abs(_buffer[^1] - _buffer[^2]);
-                _volatilitySum += diff_in - diff_out;
+                _state.VolatilitySum += diff_in - diff_out;
+                
+                // Calculate NextDiffOut for the next step
+                // NextDiffOut = abs(buffer[0] - buffer[1])
+                _state.NextDiffOut = Math.Abs(_buffer[0] - _buffer[1]);
             }
             else if (_buffer.Count >= 2)
             {
                 double diff_in = Math.Abs(_buffer[^1] - _buffer[^2]);
-                _volatilitySum += diff_in;
+                _state.VolatilitySum += diff_in;
-                _lastDiffOut = 0;
+                
+                if (_buffer.IsFull)
+                {
+                     // Buffer just became full.
+                     // NextDiffOut = abs(buffer[0] - buffer[1])
+                     _state.NextDiffOut = Math.Abs(_buffer[0] - _buffer[1]);
+                }
             }
         }
         else
         {
-            // Restore state
-            _kama = _p_kama;
             _buffer.UpdateNewest(val);
 
             if (_buffer.IsFull)
             {
                 double diff_in = Math.Abs(_buffer[^1] - _buffer[^2]);
-                _volatilitySum = _p_volatilitySum + diff_in - _lastDiffOut;
+                // Use NextDiffOut from _p_state (which is the correct DiffOut for this transition)
+                _state.VolatilitySum = _p_state.VolatilitySum + diff_in - _p_state.NextDiffOut;
             }
             else if (_buffer.Count >= 2)
             {
                 double diff_in = Math.Abs(_buffer[^1] - _buffer[^2]);
-                _volatilitySum = _p_volatilitySum + diff_in;
+                _state.VolatilitySum = _p_state.VolatilitySum + diff_in;
             }
         }
 
         // Calculate KAMA
-        if (double.IsNaN(_kama))
+        if (double.IsNaN(_state.Kama))
         {
-            _kama = val;
+            _state.Kama = val;
-            _p_kama = val; // Ensure p_kama is initialized
         }
         else
         {
             double change = Math.Abs(_buffer[^1] - _buffer[0]);
-            double volatility = _volatilitySum;
+            double volatility = _state.VolatilitySum;
 
             // Avoid division by zero
             double er = (volatility > double.Epsilon) ? change / volatility : 0.0;
@@ -166,10 +178,16 @@ public sealed class Kama : ITValuePublisher
             double sc = er * (_fastAlpha - _slowAlpha) + _slowAlpha;
             sc *= sc;
 
-            _kama = _p_kama + sc * (val - _p_kama);
+            double prevKama = _p_state.Kama;
+            if (double.IsNaN(prevKama))
+            {
+                 prevKama = _state.Kama;
+            }
+
+            _state.Kama = prevKama + sc * (val - prevKama);
         }
 
-        Last = new TValue(input.Time, _kama);
+        Last = new TValue(input.Time, _state.Kama);
         Pub?.Invoke(Last);
         return Last;
     }
@@ -290,7 +308,6 @@ public sealed class Kama : ITValuePublisher
                 double change = 0;
                 change = (count == bufSize) ? Math.Abs(val - buffer[bufferIdx]) : Math.Abs(val - buffer[0]);
 
-
                 double er = (volatilitySum > double.Epsilon) ? change / volatilitySum : 0.0;
                 if (er > 1.0) er = 1.0;
 
@@ -306,12 +323,10 @@ public sealed class Kama : ITValuePublisher
     public void Reset()
     {
         _buffer.Clear();
-        _kama = double.NaN;
+        _state = default;
-        _p_kama = double.NaN;
+        _state.Kama = double.NaN;
-        _volatilitySum = 0;
+        _state.LastValidValue = double.NaN;
-        _p_volatilitySum = 0;
+        _p_state = _state;
-        _lastDiffOut = 0;
-        _lastValidValue = double.NaN;
         Last = default;
     }
 }

lib/trends/lsma/Lsma.cs

@@ -34,15 +34,10 @@ public sealed class Lsma : ITValuePublisher
     private readonly double _sum_x;
     private readonly double _denominator;
 
-    private double _sum_y;
+    private record struct State(double SumY, double SumXY, double LastVal, double LastValidValue);
-    private double _sum_xy;
+    private State _state;
+    private State _p_state;
     
-    private double _p_sum_y;
-    private double _p_sum_xy;
-    private double _p_last_val;
-    
-    private double _lastValidValue;
-    private double _p_lastValidValue;
     private int _tickCount;
 
     private const int ResyncInterval = 1000;
@@ -100,10 +95,10 @@ public sealed class Lsma : ITValuePublisher
     {
         if (double.IsFinite(input))
         {
-            _lastValidValue = input;
+            _state.LastValidValue = input;
             return input;
         }
-        return _lastValidValue;
+        return _state.LastValidValue;
     }
 
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -112,24 +107,24 @@ public sealed class Lsma : ITValuePublisher
         if (_buffer.IsFull)
         {
             double oldest = _buffer.Oldest;
-            double prev_sum_y = _sum_y;
+            double prev_sum_y = _state.SumY;
             
             // O(1) update for sum_xy
             // sum_xy_new = sum_xy_old + sum_y_prev - n * oldest
-            _sum_xy = _sum_xy + prev_sum_y - _period * oldest;
+            _state.SumXY = _state.SumXY + prev_sum_y - _period * oldest;
             
             // O(1) update for sum_y
-            _sum_y = _sum_y - oldest + val;
+            _state.SumY = _state.SumY - oldest + val;
             
             _buffer.Add(val);
         }
         else
         {
             _buffer.Add(val);
-            _sum_y += val;
+            _state.SumY += val;
             
             // Recalculate sum_xy from scratch during warmup
-            _sum_xy = 0;
+            _state.SumXY = 0;
             var span = _buffer.GetSpan();
             for (int i = 0; i < span.Length; i++)
             {
@@ -138,7 +133,7 @@ public sealed class Lsma : ITValuePublisher
                 // index j in buffer corresponds to x = count - 1 - j
                 // sum_xy = sum(x * y)
                 int x = span.Length - 1 - i;
-                _sum_xy += x * span[i];
+                _state.SumXY += x * span[i];
             }
         }
 
@@ -152,13 +147,13 @@ public sealed class Lsma : ITValuePublisher
 
     private void Resync()
     {
-        _sum_y = _buffer.Sum;
+        _state.SumY = _buffer.Sum;
-        _sum_xy = 0;
+        _state.SumXY = 0;
         var span = _buffer.GetSpan();
         for (int i = 0; i < span.Length; i++)
         {
             int x = span.Length - 1 - i;
-            _sum_xy += x * span[i];
+            _state.SumXY += x * span[i];
         }
     }
 
@@ -170,25 +165,23 @@ public sealed class Lsma : ITValuePublisher
             double val = GetValidValue(input.Value);
             UpdateState(val);
 
-            _p_sum_y = _sum_y;
+            _p_state = _state;
-            _p_sum_xy = _sum_xy;
+            _state.LastVal = val;
-            _p_last_val = val;
-            _p_lastValidValue = _lastValidValue;
         }
         else
         {
-            _lastValidValue = _p_lastValidValue;
+            _state.LastValidValue = _p_state.LastValidValue;
             double val = GetValidValue(input.Value);
 
             // For isNew=false, we update the current bar.
             // sum_xy remains constant because it depends on the previous window state which hasn't changed.
             // sum_y updates to reflect the change in the newest value.
             
-            _sum_y = _p_sum_y - _p_last_val + val;
+            _state.SumY = _p_state.SumY - _p_state.LastVal + val;
-            _sum_xy = _p_sum_xy; // Restore sum_xy to the state after the shift
+            _state.SumXY = _p_state.SumXY; // Restore sum_xy to the state after the shift
             
             _buffer.UpdateNewest(val);
-            _p_last_val = val;
+            _state.LastVal = val;
         }
 
         double result;
@@ -218,8 +211,8 @@ public sealed class Lsma : ITValuePublisher
             }
             else
             {
-                double m = (n * _sum_xy - sx * _sum_y) / denom;
+                double m = (n * _state.SumXY - sx * _state.SumY) / denom;
-                double b = (_sum_y - m * sx) / n;
+                double b = (_state.SumY - m * sx) / n;
                 
                 // LSMA = b - m * offset
                 result = b - m * _offset;
@@ -261,17 +254,17 @@ public sealed class Lsma : ITValuePublisher
             {
                 if (double.IsFinite(source.Values[i]))
                 {
-                    _lastValidValue = source.Values[i];
+                    _state.LastValidValue = source.Values[i];
                     break;
                 }
             }
         }
         else
         {
-            _lastValidValue = 0;
+            _state.LastValidValue = 0;
         }
 
-        double lastProcessedValue = _lastValidValue;
+        double lastProcessedValue = _state.LastValidValue;
         for (int i = startIndex; i < len; i++)
         {
             double val = GetValidValue(source.Values[i]);
@@ -279,10 +272,8 @@ public sealed class Lsma : ITValuePublisher
             lastProcessedValue = val;
         }
 
-        _p_sum_y = _sum_y;
+        _state.LastVal = lastProcessedValue;
-        _p_sum_xy = _sum_xy;
+        _p_state = _state;
-        _p_last_val = lastProcessedValue;
-        _p_lastValidValue = _lastValidValue;
 
         Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
         return new TSeries(t, v);
@@ -409,14 +400,9 @@ public sealed class Lsma : ITValuePublisher
     public void Reset()
     {
         _buffer.Clear();
-        _sum_y = 0;
+        _state = default;
-        _sum_xy = 0;
+        _p_state = default;
-        _p_sum_y = 0;
-        _p_sum_xy = 0;
-        _p_last_val = 0;
         Last = default;
         _tickCount = 0;
-        _lastValidValue = 0;
-        _p_lastValidValue = 0;
     }
 }

lib/trends/mama/Mama.cs

@@ -12,25 +12,18 @@ public sealed class Mama : ITValuePublisher
 {
     public TValue Last { get; private set; }
     public TValue Fama { get; private set; }
-    public bool IsHot => _index > 6;
+    public bool IsHot => _state.Index > 6;
     public event Action<TValue>? Pub;
 
     private readonly double _fastLimit;
     private readonly double _slowLimit;
 
-    private double _period, _p_period;
+    private record struct State(
-    private double _phase, _p_phase;
+        double Period, double Phase, double Mama, double Fama, double SumPr,
-    private double _mama, _p_mama;
+        double I2, double Q2, double Re, double Im, double LastValidPrice, int Index
-    private double _fama, _p_fama;
+    );
-    private double _sumPr, _p_sumPr;
+    private State _state;
-    private int _index;
+    private State _p_state;
-
-    // State variables for IIR filters need to be preserved
-    private double _i2, _p_i2;
-    private double _q2, _p_q2;
-    private double _re, _p_re;
-    private double _im, _p_im;
-    private double _lastValidPrice;
 
     private readonly RingBuffer _priceBuffer;
     private readonly RingBuffer _smoothBuffer;
@@ -69,18 +62,10 @@ public sealed class Mama : ITValuePublisher
 
     public void Init()
     {
-        _period = _p_period = 0.0;
+        _state = default;
-        _phase = _p_phase = 0.0;
+        _state.Mama = double.NaN;
-        _mama = _p_mama = double.NaN;
+        _state.Fama = double.NaN;
-        _fama = _p_fama = double.NaN;
+        _p_state = _state;
-        _sumPr = _p_sumPr = 0.0;
-        _index = 0;
-
-        _i2 = _p_i2 = 0.0;
-        _q2 = _p_q2 = 0.0;
-        _re = _p_re = 0.0;
-        _im = _p_im = 0.0;
-        _lastValidPrice = 0.0;
 
         _priceBuffer.Clear();
         _smoothBuffer.Clear();
@@ -97,45 +82,29 @@ public sealed class Mama : ITValuePublisher
     {
         if (isNew)
         {
-            _p_period = _period;
+            _p_state = _state;
-            _p_phase = _phase;
+            _state.Index++;
-            _p_mama = _mama;
-            _p_fama = _fama;
-            _p_sumPr = _sumPr;
-            _p_i2 = _i2;
-            _p_q2 = _q2;
-            _p_re = _re;
-            _p_im = _im;
-            _index++;
         }
         else
         {
-            _period = _p_period;
+            _state = _p_state;
-            _phase = _p_phase;
-            _mama = _p_mama;
-            _fama = _p_fama;
-            _sumPr = _p_sumPr;
-            _i2 = _p_i2;
-            _q2 = _p_q2;
-            _re = _p_re;
-            _im = _p_im;
         }
 
         double price = input.Value;
         if (!double.IsFinite(price))
         {
-            price = _lastValidPrice;
+            price = _state.LastValidPrice;
         }
         else
         {
-            _lastValidPrice = price;
+            _state.LastValidPrice = price;
         }
 
         _priceBuffer.Add(price, isNew);
 
-        if (_index > 6)
+        if (_state.Index > 6)
         {
-            double adj = (0.075 * _period) + 0.54;
+            double adj = (0.075 * _state.Period) + 0.54;
 
             // Smooth
             double smooth = (4.0 * _priceBuffer[0] + 3.0 * _priceBuffer[1] + 2.0 * _priceBuffer[2] + _priceBuffer[3]) * 0.1;
@@ -164,50 +133,50 @@ public sealed class Mama : ITValuePublisher
             double q2_val = q1 + jI;
 
             // Smooth i2, q2
-            _i2 = 0.2 * i2_val + 0.8 * _p_i2;
+            _state.I2 = 0.2 * i2_val + 0.8 * _p_state.I2;
-            _q2 = 0.2 * q2_val + 0.8 * _p_q2;
+            _state.Q2 = 0.2 * q2_val + 0.8 * _p_state.Q2;
 
             // Homodyne discriminator
-            double re_val = (_i2 * _p_i2) + (_q2 * _p_q2);
+            double re_val = (_state.I2 * _p_state.I2) + (_state.Q2 * _p_state.Q2);
-            double im_val = (_i2 * _p_q2) - (_q2 * _p_i2);
+            double im_val = (_state.I2 * _p_state.Q2) - (_state.Q2 * _p_state.I2);
 
             // Smooth re, im
-            _re = 0.2 * re_val + 0.8 * _p_re;
+            _state.Re = 0.2 * re_val + 0.8 * _p_state.Re;
-            _im = 0.2 * im_val + 0.8 * _p_im;
+            _state.Im = 0.2 * im_val + 0.8 * _p_state.Im;
 
             // Calculate Period
-            double period = (Math.Abs(_im) > double.Epsilon && Math.Abs(_re) > double.Epsilon)
+            double period = (Math.Abs(_state.Im) > double.Epsilon && Math.Abs(_state.Re) > double.Epsilon)
-                ? TWOPI / Math.Atan(_im / _re)
+                ? TWOPI / Math.Atan(_state.Im / _state.Re)
                 : 0.0;
 
             // Adjust Period
-            period = period > 1.5 * _p_period ? 1.5 * _p_period : period;
+            period = period > 1.5 * _p_state.Period ? 1.5 * _p_state.Period : period;
-            period = period < 0.67 * _p_period ? 0.67 * _p_period : period;
+            period = period < 0.67 * _p_state.Period ? 0.67 * _p_state.Period : period;
             period = period < 6.0 ? 6.0 : period;
             period = period > 50.0 ? 50.0 : period;
 
             // Smooth Period
-            _period = 0.2 * period + 0.8 * _p_period;
+            _state.Period = 0.2 * period + 0.8 * _p_state.Period;
 
             // Phase calculation
-            _phase = Math.Abs(i1) >= double.Epsilon ? Math.Atan(q1 / i1) * RadToDeg : 0.0;
+            _state.Phase = Math.Abs(i1) >= double.Epsilon ? Math.Atan(q1 / i1) * RadToDeg : 0.0;
 
             // Adaptive alpha
-            double delta = Math.Max(_p_phase - _phase, 1.0);
+            double delta = Math.Max(_p_state.Phase - _state.Phase, 1.0);
             double alpha = _fastLimit / delta;
             alpha = Math.Clamp(alpha, _slowLimit, _fastLimit);
 
             // Final indicators
-            _mama = alpha * _priceBuffer[0] + (1.0 - alpha) * _p_mama;
+            _state.Mama = alpha * _priceBuffer[0] + (1.0 - alpha) * _p_state.Mama;
-            _fama = 0.5 * alpha * _mama + (1.0 - 0.5 * alpha) * _p_fama;
+            _state.Fama = 0.5 * alpha * _state.Mama + (1.0 - 0.5 * alpha) * _p_state.Fama;
         }
         else
         {
             // Initialization phase
-            _sumPr += price;
+            _state.SumPr += price;
-            double avg = _index > 0 ? _sumPr / _index : price;
+            double avg = _state.Index > 0 ? _state.SumPr / _state.Index : price;
-            _mama = avg;
+            _state.Mama = avg;
-            _fama = avg;
+            _state.Fama = avg;
             
             // Initialize buffers with 0
             _smoothBuffer.Add(0, isNew);
@@ -216,8 +185,8 @@ public sealed class Mama : ITValuePublisher
             _Q1_buffer.Add(0, isNew);
         }
 
-        Last = new TValue(input.Time, _mama);
+        Last = new TValue(input.Time, _state.Mama);
-        Fama = new TValue(input.Time, _fama);
+        Fama = new TValue(input.Time, _state.Fama);
         Pub?.Invoke(Last);
         return Last;
     }

lib/trends/sma/Sma.cs

@@ -31,12 +31,9 @@ public sealed class Sma : ITValuePublisher
     private readonly int _period;
     private readonly RingBuffer _buffer;
 
-    private double _sum;
+    private record struct State(double Sum, double LastInput, double LastValidValue, int TickCount);
-    private double _p_sum;
+    private State _state;
-    private double _p_lastInput;
+    private State _p_state;
-    private double _lastValidValue;
-    private double _p_lastValidValue;
-    private int _tickCount;
 
     private const int ResyncInterval = 1000;
 
@@ -85,10 +82,10 @@ public sealed class Sma : ITValuePublisher
     {
         if (double.IsFinite(input))
         {
-            _lastValidValue = input;
+            _state.LastValidValue = input;
             return input;
         }
-        return _lastValidValue;
+        return _state.LastValidValue;
     }
 
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -96,19 +93,18 @@ public sealed class Sma : ITValuePublisher
     {
         double removedValue = _buffer.Count == _buffer.Capacity ? _buffer.Oldest : 0.0;
 
-        _sum = _sum - removedValue + val;
+        _state.Sum = _state.Sum - removedValue + val;
 
         _buffer.Add(val);
 
-        _tickCount++;
+        _state.TickCount++;
-        if (_buffer.IsFull && _tickCount >= ResyncInterval)
+        if (_buffer.IsFull && _state.TickCount >= ResyncInterval)
         {
-            _tickCount = 0;
+            _state.TickCount = 0;
-            _sum = _buffer.RecalculateSum();
+            _state.Sum = _buffer.RecalculateSum();
         }
     }
 
-
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     public TValue Update(TValue input, bool isNew = true)
     {
@@ -116,21 +112,20 @@ public sealed class Sma : ITValuePublisher
         {
             double val = GetValidValue(input.Value);
             UpdateState(val);
+            _state.LastInput = val;
 
-            _p_sum = _sum;
+            _p_state = _state;
-            _p_lastInput = val;
-            _p_lastValidValue = _lastValidValue;
         }
         else
         {
-            _lastValidValue = _p_lastValidValue;
+            _state = _p_state;
             double val = GetValidValue(input.Value);
 
-            _sum = _p_sum - _p_lastInput + val;
+            _state.Sum = _state.Sum - _state.LastInput + val;
             _buffer.UpdateNewest(val);
         }
 
-        double result = _sum / _buffer.Count;
+        double result = _state.Sum / _buffer.Count;
         Last = new TValue(input.Time, result);
         Pub?.Invoke(Last);
         return Last;
@@ -158,34 +153,33 @@ public sealed class Sma : ITValuePublisher
 
         if (startIndex > 0)
         {
-            _lastValidValue = 0;
+            _state.LastValidValue = 0;
             for (int i = startIndex - 1; i >= 0; i--)
             {
                 if (double.IsFinite(source.Values[i]))
                 {
-                    _lastValidValue = source.Values[i];
+                    _state.LastValidValue = source.Values[i];
                     break;
                 }
             }
         }
         else
         {
-            _lastValidValue = 0;
+            _state.LastValidValue = 0;
         }
 
         _buffer.Clear();
-        _sum = 0;
+        _state.Sum = 0;
-        _tickCount = 0;
+        _state.TickCount = 0;
 
         for (int i = startIndex; i < len; i++)
         {
             double val = GetValidValue(source.Values[i]);
             UpdateState(val);
+            _state.LastInput = val;
         }
 
-        _p_sum = _sum;
+        _p_state = _state;
-        _p_lastInput = GetValidValue(source.Values[len - 1]);
-        _p_lastValidValue = _lastValidValue;
 
         Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
         return new TSeries(t, v);
@@ -528,12 +522,8 @@ public sealed class Sma : ITValuePublisher
     public void Reset()
     {
         _buffer.Clear();
-        _sum = 0;
+        _state = default;
-        _p_sum = 0;
+        _p_state = default;
-        _p_lastInput = 0;
-        _lastValidValue = 0;
-        _p_lastValidValue = 0;
-        _tickCount = 0;
         Last = default;
     }
 }

lib/trends/t3/T3.cs

@@ -26,27 +26,9 @@ namespace QuanTAlib;
 [SkipLocalsInit]
 public sealed class T3 : ITValuePublisher
 {
-    private struct State : IEquatable<State>
+    private record struct State(double E1, double E2, double E3, double E4, double E5, double E6, bool IsInitialized)
     {
-        public double E1, E2, E3, E4, E5, E6;
-        public bool IsInitialized;
-
         public static State New() => new() { IsInitialized = false };
-
-        public override bool Equals(object? obj) => obj is State other && Equals(other);
-
-#pragma warning disable S1244 // Do not check floating point equality with exact values
-        public bool Equals(State other) =>
-            E1 == other.E1 && E2 == other.E2 && E3 == other.E3 &&
-            E4 == other.E4 && E5 == other.E5 && E6 == other.E6 &&
-            IsInitialized == other.IsInitialized;
-#pragma warning restore S1244 // Do not check floating point equality with exact values
-
-        public override int GetHashCode() => HashCode.Combine(E1, E2, E3, E4, E5, E6, IsInitialized);
-
-        public static bool operator ==(State left, State right) => left.Equals(right);
-
-        public static bool operator !=(State left, State right) => !left.Equals(right);
     }
 
     private readonly struct Parameters : IEquatable<Parameters>

lib/trends/tema/Tema.cs

@@ -26,28 +26,9 @@ namespace QuanTAlib;
 [SkipLocalsInit]
 public sealed class Tema : ITValuePublisher
 {
-    private struct EmaState : IEquatable<EmaState>
+    private record struct EmaState(double Ema, double E, bool IsHot, bool IsCompensated)
     {
-        public double Ema;
-        public double E;
-        public bool IsHot;
-        public bool IsCompensated;
-
         public static EmaState New() => new() { Ema = 0, E = 1.0, IsHot = false, IsCompensated = false };
-
-        public override bool Equals(object? obj) => obj is EmaState other && Equals(other);
-
-        public bool Equals(EmaState other) =>
-            Ema == other.Ema &&
-            E == other.E &&
-            IsHot == other.IsHot &&
-            IsCompensated == other.IsCompensated;
-
-        public override int GetHashCode() => HashCode.Combine(Ema, E, IsHot, IsCompensated);
-
-        public static bool operator ==(EmaState left, EmaState right) => left.Equals(right);
-
-        public static bool operator !=(EmaState left, EmaState right) => !left.Equals(right);
     }
 
     private readonly double _alpha;

lib/trends/trima/Trima.cs

@@ -31,18 +31,19 @@ public sealed class Trima : ITValuePublisher
     private readonly RingBuffer _buffer1;
     private readonly RingBuffer _buffer2;
 
-    private double _sum1, _p_sum1, _p_lastInput1, _lastValidValue1, _p_lastValidValue1;
+    private record struct State(
-    private int _tickCount1;
+        double Sum1, double LastInput1, double LastValidValue1, int TickCount1, double NextRemoved1,
+        double Sum2, double LastInput2, int TickCount2, double NextRemoved2,
+        int SampleCount
+    );
+    private State _state;
+    private State _p_state;
 
-    private double _sum2, _p_sum2, _p_lastInput2;
-    private int _tickCount2;
-
-    private int _sampleCount;
     private const int ResyncInterval = 1000;
 
     public string Name { get; }
     public TValue Last { get; private set; }
-    public bool IsHot => _sampleCount >= _period;
+    public bool IsHot => _state.SampleCount >= _period;
     public event Action<TValue>? Pub;
 
     public Trima(int period)
@@ -69,10 +70,10 @@ public sealed class Trima : ITValuePublisher
     {
         if (double.IsFinite(input))
         {
-            _lastValidValue1 = input;
+            _state.LastValidValue1 = input;
             return input;
         }
-        return _lastValidValue1;
+        return _state.LastValidValue1;
     }
 
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -80,61 +81,72 @@ public sealed class Trima : ITValuePublisher
     {
         if (isNew)
         {
-            _sampleCount++;
+            _p_state = _state;
-
+            _state.SampleCount++;
-            // SMA 1
-            double val1 = GetValidValue(input.Value);
-            double removed1 = _buffer1.Count == _buffer1.Capacity ? _buffer1.Oldest : 0.0;
-            _sum1 = _sum1 - removed1 + val1;
-            _buffer1.Add(val1);
-
-            _tickCount1++;
-            if (_buffer1.IsFull && _tickCount1 >= ResyncInterval)
-            {
-                _tickCount1 = 0;
-                _sum1 = _buffer1.Sum();
-            }
-
-            _p_sum1 = _sum1;
-            _p_lastInput1 = val1;
-            _p_lastValidValue1 = _lastValidValue1;
-
-            double sma1Result = _sum1 / _buffer1.Count;
-
-            // SMA 2
-            double removed2 = _buffer2.Count == _buffer2.Capacity ? _buffer2.Oldest : 0.0;
-            _sum2 = _sum2 - removed2 + sma1Result;
-            _buffer2.Add(sma1Result);
-
-            _tickCount2++;
-            if (_buffer2.IsFull && _tickCount2 >= ResyncInterval)
-            {
-                _tickCount2 = 0;
-                _sum2 = _buffer2.Sum();
-            }
-
-            _p_sum2 = _sum2;
-            _p_lastInput2 = sma1Result;
-
-            Last = new TValue(input.Time, _sum2 / _buffer2.Count);
         }
         else
         {
-            // SMA 1 Correction
+            _state = _p_state;
-            _lastValidValue1 = _p_lastValidValue1;
-            double val1 = GetValidValue(input.Value);
-            _sum1 = _p_sum1 - _p_lastInput1 + val1;
-            _buffer1.UpdateNewest(val1);
-            
-            double sma1Result = _sum1 / _buffer1.Count;
-
-            // SMA 2 Correction
-            _sum2 = _p_sum2 - _p_lastInput2 + sma1Result;
-            _buffer2.UpdateNewest(sma1Result);
-
-            Last = new TValue(input.Time, _sum2 / _buffer2.Count);
         }
 
+        // SMA 1
+        double val1 = GetValidValue(input.Value);
+        
+        if (isNew)
+        {
+            double removed1 = _buffer1.Count == _buffer1.Capacity ? _buffer1.Oldest : 0.0;
+            _state.Sum1 = _state.Sum1 - removed1 + val1;
+            _buffer1.Add(val1);
+            
+            // Store NextRemoved1 for next step
+            _state.NextRemoved1 = _buffer1.Count == _buffer1.Capacity ? _buffer1.Oldest : 0.0;
+
+            _state.TickCount1++;
+            if (_buffer1.IsFull && _state.TickCount1 >= ResyncInterval)
+            {
+                _state.TickCount1 = 0;
+                _state.Sum1 = _buffer1.Sum();
+            }
+        }
+        else
+        {
+            // Use NextRemoved1 from _p_state
+            double removed1 = _p_state.NextRemoved1;
+            _state.Sum1 = _p_state.Sum1 - removed1 + val1;
+            _buffer1.UpdateNewest(val1);
+        }
+        
+        _state.LastInput1 = val1;
+        double sma1Result = _state.Sum1 / _buffer1.Count;
+
+        // SMA 2
+        if (isNew)
+        {
+            double removed2 = _buffer2.Count == _buffer2.Capacity ? _buffer2.Oldest : 0.0;
+            _state.Sum2 = _state.Sum2 - removed2 + sma1Result;
+            _buffer2.Add(sma1Result);
+            
+            // Store NextRemoved2 for next step
+            _state.NextRemoved2 = _buffer2.Count == _buffer2.Capacity ? _buffer2.Oldest : 0.0;
+
+            _state.TickCount2++;
+            if (_buffer2.IsFull && _state.TickCount2 >= ResyncInterval)
+            {
+                _state.TickCount2 = 0;
+                _state.Sum2 = _buffer2.Sum();
+            }
+        }
+        else
+        {
+            // Use NextRemoved2 from _p_state
+            double removed2 = _p_state.NextRemoved2;
+            _state.Sum2 = _p_state.Sum2 - removed2 + sma1Result;
+            _buffer2.UpdateNewest(sma1Result);
+        }
+
+        _state.LastInput2 = sma1Result;
+
+        Last = new TValue(input.Time, _state.Sum2 / _buffer2.Count);
         Pub?.Invoke(Last);
         return Last;
     }
@@ -203,14 +215,8 @@ public sealed class Trima : ITValuePublisher
     {
         _buffer1.Clear();
         _buffer2.Clear();
-        
+        _state = default;
-        _sum1 = _p_sum1 = _p_lastInput1 = _lastValidValue1 = _p_lastValidValue1 = 0;
+        _p_state = default;
-        _tickCount1 = 0;
-
-        _sum2 = _p_sum2 = _p_lastInput2 = 0;
-        _tickCount2 = 0;
-
-        _sampleCount = 0;
         Last = default;
     }
 }

lib/trends/vidya/Vidya.cs

@@ -31,12 +31,13 @@ public sealed class Vidya : ITValuePublisher
     private readonly RingBuffer _ups;
     private readonly RingBuffer _downs;
     
-    private double _prevClose;
+    private record struct State(
-    private double _lastVidya;
+        double PrevClose, double LastVidya, 
-    private double _currentClose;
+        double CurrentClose, double CurrentVidya, 
-    private double _currentVidya;
+        bool IsInitialized, int BarCount
-    private bool _isInitialized;
+    );
-    private int _barCount;
+    private State _state;
+    private State _p_state;
 
     /// <summary>
     /// Display name for the indicator.
@@ -78,12 +79,18 @@ public sealed class Vidya : ITValuePublisher
     {
         if (isNew)
         {
-            _barCount++;
+            _p_state = _state;
-            if (_isInitialized)
+        }
-            {
+        else
-                _prevClose = _currentClose;
+        {
-                _lastVidya = _currentVidya;
+            _state = _p_state;
-            }
+        }
+
+        _state.BarCount++;
+        if (_state.IsInitialized)
+        {
+            _state.PrevClose = _state.CurrentClose;
+            _state.LastVidya = _state.CurrentVidya;
         }
 
         double price = input.Value;
@@ -91,25 +98,25 @@ public sealed class Vidya : ITValuePublisher
         {
             // Handle NaN/Infinity by using the last known valid values
             // If not initialized, we can't do much, just return input
-            if (!_isInitialized) return input;
+            if (!_state.IsInitialized) return input;
-            price = _currentClose; // Use last valid close
+            price = _state.CurrentClose; // Use last valid close
         }
 
-        if (_barCount <= 1)
+        if (_state.BarCount <= 1)
         {
-            _prevClose = price;
+            _state.PrevClose = price;
-            _lastVidya = price;
+            _state.LastVidya = price;
-            _currentClose = price;
+            _state.CurrentClose = price;
-            _currentVidya = price;
+            _state.CurrentVidya = price;
-            _isInitialized = true;
+            _state.IsInitialized = true;
             _ups.Add(0, isNew);
             _downs.Add(0, isNew);
-            Last = new TValue(input.Time, _currentVidya);
+            Last = new TValue(input.Time, _state.CurrentVidya);
             Pub?.Invoke(Last);
             return Last;
         }
 
-        double change = price - _prevClose;
+        double change = price - _state.PrevClose;
         double up = change > 0 ? change : 0;
         double down = change < 0 ? -change : 0;
 
@@ -127,10 +134,10 @@ public sealed class Vidya : ITValuePublisher
         }
 
         double dynamicAlpha = _alpha * vi;
-        _currentVidya = dynamicAlpha * price + (1.0 - dynamicAlpha) * _lastVidya;
+        _state.CurrentVidya = dynamicAlpha * price + (1.0 - dynamicAlpha) * _state.LastVidya;
-        _currentClose = price;
+        _state.CurrentClose = price;
 
-        Last = new TValue(input.Time, _currentVidya);
+        Last = new TValue(input.Time, _state.CurrentVidya);
         Pub?.Invoke(Last);
         return Last;
     }
@@ -150,42 +157,10 @@ public sealed class Vidya : ITValuePublisher
         var sourceValues = source.Values;
         var sourceTimes = source.Times;
 
-        // We can't easily use a static Calculate here because of the complex state (RingBuffers)
-        // So we'll iterate and use the instance Update logic, but optimized for series
-        // Actually, we can implement a static Calculate that uses temporary buffers
-        
         Calculate(sourceValues, vSpan, _period);
 
         sourceTimes.CopyTo(tSpan);
         
-        // Update internal state to match the end of the series
-        // This is tricky because Calculate is static and doesn't update instance state.
-        // To support "Update(TSeries)", we should probably just run the instance update loop.
-        // But for performance, we want to use the static method if possible.
-        // The standard pattern in this library seems to be:
-        // 1. Call static Calculate to fill the output
-        // 2. Re-run the last N updates on the instance to sync state
-        
-        // Re-sync state
-        // We need to feed at least 'period' bars to fill the buffers
-        // But since VIDYA is recursive, we really need the whole history to match exactly.
-        // So for VIDYA, it's safer to just reset and run the update loop.
-        
-        Reset();
-        for (int i = 0; i < len; i++)
-        {
-            Update(new TValue(sourceTimes[i], sourceValues[i]), true);
-        }
-        
-        // Overwrite the vSpan with the results we just calculated? 
-        // Or just trust the loop we just ran.
-        // Since we ran the loop, 'v' is already populated? No, Update(TValue) updates 'Last', not a list.
-        // So we need to populate 'v'.
-        
-        // Let's do this:
-        // 1. Reset
-        // 2. Loop and populate
-        
         Reset();
         for (int i = 0; i < len; i++)
         {
@@ -210,14 +185,6 @@ public sealed class Vidya : ITValuePublisher
 
         double alpha = 2.0 / (period + 1);
         
-        // We need buffers for Up and Down sums
-        // Since we can't allocate RingBuffers on the stack easily for dynamic period,
-        // and we want to avoid heap allocations in the hot path if possible.
-        // But for a static Calculate with a large span, a few allocations are acceptable.
-        // Or we can use a circular buffer logic with a stackalloc array if period is small,
-        // but period can be large.
-        
-        // Let's use a simple array for the circular buffer logic
         double[] ups = new double[period];
         double[] downs = new double[period];
         int head = 0;
@@ -227,11 +194,8 @@ public sealed class Vidya : ITValuePublisher
         double prevClose = source[0];
         double lastVidya = source[0];
         
-        // Initialize first element
         output[0] = source[0];
         
-        // Fill buffers with 0 initially (already done by new double[])
-        
         for (int i = 1; i < source.Length; i++)
         {
             double price = source[i];
@@ -244,7 +208,6 @@ public sealed class Vidya : ITValuePublisher
             double up = change > 0 ? change : 0;
             double down = change < 0 ? -change : 0;
             
-            // Update sums: remove old, add new
             sumUp -= ups[head];
             sumDown -= downs[head];
             
@@ -277,13 +240,8 @@ public sealed class Vidya : ITValuePublisher
     {
         _ups.Clear();
         _downs.Clear();
-        _prevClose = 0;
+        _state = default;
-        _lastVidya = 0;
+        _p_state = default;
-        _currentClose = 0;
-        _currentVidya = 0;
-        _isInitialized = false;
-        _barCount = 0;
-        
         Last = default;
     }
 }

lib/trends/wma/Wma.cs

@@ -32,10 +32,10 @@ public sealed class Wma : ITValuePublisher
     private readonly double _divisor;
     private readonly RingBuffer _buffer;
 
-    private double _sum, _wsum;
+    private record struct State(double Sum, double WSum, double LastInput, double LastValidValue, int TickCount);
-    private double _p_sum, _p_wsum, _p_lastInput;
+    private State _state;
-    private double _lastValidValue, _p_lastValidValue;
+    private State _p_state;
-    private int _tickCount;
+
     private const int ResyncInterval = 1000;
 
     public string Name { get; }
@@ -63,10 +63,10 @@ public sealed class Wma : ITValuePublisher
     {
         if (double.IsFinite(input))
         {
-            _lastValidValue = input;
+            _state.LastValidValue = input;
             return input;
         }
-        return _lastValidValue;
+        return _state.LastValidValue;
     }
 
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -74,24 +74,24 @@ public sealed class Wma : ITValuePublisher
     {
         if (_buffer.IsFull)
         {
-            double oldSum = _sum;
+            double oldSum = _state.Sum;
             double oldest = _buffer.Oldest;
-            _sum = _sum - oldest + val;
+            _state.Sum = _state.Sum - oldest + val;
-            _wsum = _wsum - oldSum + (_period * val);
+            _state.WSum = _state.WSum - oldSum + (_period * val);
         }
         else
         {
             int count = _buffer.Count + 1;
-            _sum += val;
+            _state.Sum += val;
-            _wsum += count * val;
+            _state.WSum += count * val;
         }
 
         _buffer.Add(val);
 
-        _tickCount++;
+        _state.TickCount++;
-        if (_buffer.IsFull && _tickCount >= ResyncInterval)
+        if (_buffer.IsFull && _state.TickCount >= ResyncInterval)
         {
-            _tickCount = 0;
+            _state.TickCount = 0;
             double recalcSum = 0;
             double recalcWsum = 0;
             int weight = 1;
@@ -101,8 +101,8 @@ public sealed class Wma : ITValuePublisher
                 recalcWsum += weight * item;
                 weight++;
             }
-            _sum = recalcSum;
+            _state.Sum = recalcSum;
-            _wsum = recalcWsum;
+            _state.WSum = recalcWsum;
         }
     }
 
@@ -113,29 +113,24 @@ public sealed class Wma : ITValuePublisher
         {
             double val = GetValidValue(input.Value);
             UpdateState(val);
+            _state.LastInput = val;
 
-            _p_sum = _sum;
+            _p_state = _state;
-            _p_wsum = _wsum;
-            _p_lastInput = val;
-            _p_lastValidValue = _lastValidValue;
         }
         else
         {
-            _lastValidValue = _p_lastValidValue;
+            _state = _p_state;
             double val = GetValidValue(input.Value);
 
-            _sum = _p_sum;
-            _wsum = _p_wsum;
-
             int weight = _buffer.IsFull ? _period : _buffer.Count;
-            _sum = _sum - _p_lastInput + val;
+            _state.Sum = _state.Sum - _state.LastInput + val;
-            _wsum += weight * (val - _p_lastInput);
+            _state.WSum += weight * (val - _state.LastInput);
 
             _buffer.UpdateNewest(val);
         }
 
         double currentDivisor = _buffer.IsFull ? _divisor : (double)_buffer.Count * (_buffer.Count + 1) * 0.5;
-        Last = new TValue(input.Time, _wsum / currentDivisor);
+        Last = new TValue(input.Time, _state.WSum / currentDivisor);
         Pub?.Invoke(Last);
         return Last;
     }
@@ -162,35 +157,34 @@ public sealed class Wma : ITValuePublisher
 
         if (startIndex > 0)
         {
+            _state.LastValidValue = 0;
             for (int i = startIndex - 1; i >= 0; i--)
             {
                 if (double.IsFinite(source.Values[i]))
                 {
-                    _lastValidValue = source.Values[i];
+                    _state.LastValidValue = source.Values[i];
                     break;
                 }
             }
         }
         else
         {
-            _lastValidValue = 0;
+            _state.LastValidValue = 0;
         }
 
         _buffer.Clear();
-        _sum = 0;
+        _state.Sum = 0;
-        _wsum = 0;
+        _state.WSum = 0;
-        _tickCount = 0;
+        _state.TickCount = 0;
 
         for (int i = startIndex; i < len; i++)
         {
             double val = GetValidValue(source.Values[i]);
             UpdateState(val);
+            _state.LastInput = val;
         }
 
-        _p_sum = _sum;
+        _p_state = _state;
-        _p_wsum = _wsum;
-        _p_lastInput = GetValidValue(source.Values[len - 1]);
-        _p_lastValidValue = _lastValidValue;
 
         Last = new TValue(tSpan[len - 1], vSpan[len - 1]);
         return new TSeries(t, v);
@@ -754,7 +748,8 @@ public sealed class Wma : ITValuePublisher
     public void Reset()
     {
         _buffer.Clear();
-        _sum = _wsum = _p_sum = _p_wsum = _p_lastInput = _lastValidValue = _p_lastValidValue = 0;
+        _state = default;
+        _p_state = default;
         Last = default;
     }
 }

test_record_struct.cs

@@ -0,0 +1,23 @@
+using System;
+
+namespace QuanTAlib;
+
+public class RecordStructTest
+{
+    private record struct State(double Val, bool Flag);
+
+    public static void Run()
+    {
+        var s1 = new State(1.0, true);
+        var s2 = new State(1.0, true);
+        var s3 = new State(2.0, false);
+
+        Console.WriteLine($"s1 == s2: {s1 == s2}"); // Should be True
+        Console.WriteLine($"s1 == s3: {s1 == s3}"); // Should be False
+        Console.WriteLine($"s1 equals s2: {s1.Equals(s2)}"); // Should be True
+        
+        // Verify mutability
+        s1.Val = 3.0;
+        Console.WriteLine($"s1 modified: {s1.Val}");
+    }
+}