- Deleted DebugTulip.Tests.cs as it was no longer needed.
- Refactored T3.cs to encapsulate parameters in a struct for better organization and readability.
- Updated methods in T3.cs to use the new Parameters struct, improving clarity and reducing redundancy.
- Enhanced T3.md documentation to provide clearer explanations of the T3 moving average and its parameters.
- Removed Wma.Coverage.Tests.cs as it was obsolete.
- Added new tests in IndicatorExtensions.Tests.cs to validate logic methods and ensure correct calculations.
- Updated IndicatorExtensions.cs to improve method organization and add new functionality for handling chart coordinates.
- Refactored mocks in TradingPlatformMocks.cs to align with new chart interface definitions.
- Introduced TBar struct for efficient OHLCV data representation.
- Implemented TBarSeries class for high-performance collection of TBar instances using Structure of Arrays (SoA) layout.
- Added TSeries class for time-series data management with zero-copy access.
- Created TValue struct for time-value pairs with implicit conversions.
- Defined IFeed interface for consistent data feed implementations.
- Developed CsvFeed class for loading historical OHLCV data from CSV files.
- Implemented GBM class for generating synthetic financial data using Geometric Brownian Motion.
- Added Quantower project files for Averages indicator with necessary dependencies and configurations.
- Included extensive usage examples and notebooks for TBar, TBarSeries, TSeries, TValue, and feed implementations.
Miha Kralj