Series indicator development

File structure

All files live in src/{category}/{Indicator}/ :

File Purpose

{Indicator}.StaticSeries.cs

Static partial class — To{Indicator}()

• To{Indicator}List() entry points

{Indicator}.StreamHub.cs

Hub class (internal ctor) + To{Indicator}Hub() extension

{Indicator}.BufferList.cs

List class + To{Indicator}List() extension

{Indicator}.Catalog.cs

CommonListing , SeriesListing , StreamListing , BufferListing

{Indicator}.Models.cs

Result record(s)

{Indicator}.Utilities.cs

Validate() (internal), Increment() (public), RemoveWarmupPeriods()

I{Indicator}.cs

Parameter interface (parameter properties only; NOT result properties)

Test files mirror in tests/indicators/{category}/{Indicator}/ :

• {Indicator}.StaticSeries.Tests.cs

• {Indicator}.BufferList.Tests.cs

• {Indicator}.StreamHub.Tests.cs

• {Indicator}.Regression.Tests.cs

Category folders: a-d , e-k , m-r , s-z (alphabetical)

Performance optimization

Array allocation pattern (use for predictable result counts; benchmark first):

TResult[] results = new TResult[length]; // ... assign results[i] = new TResult(...); return new List<TResult>(results); // NOT results.ToList()

Some indicators (e.g., ADL) are faster with List.Add() — benchmark both.

Required implementation

Beyond the .StaticSeries.cs file, ensure:

• Catalog registration: Create src/**/{Indicator}.Catalog.cs and register in Catalog.Listings.cs

• Interface file: Create src/**/{Indicator}/I{Indicator}.cs with parameter properties (NOT result properties)

• Unit tests: Create tests/indicators/**/{Indicator}.StaticSeries.Tests.cs

• Inherit from StaticSeriesTestBase

• Include [TestCategory("Regression")] for baseline validation

• Verify against manually calculated reference values

• Performance benchmark: Add to tools/performance/Perf.Series.cs

• Public documentation: Update docs/indicators/{Indicator}.md

• Regression tests: Add to tests/indicators/**/{Indicator}.Regression.Tests.cs

• Migration guide: Update docs/migration.md for notable and breaking changes from v2

Precision testing

• Store reference data in {Indicator}.Data.cs at maximum precision

• Regression: compare full dataset using Money10-Money12

• Spot checks: use Money4

• Document when precision must be lowered due to accumulated floating-point error

Examples

• Simple: src/s-z/Sma/Sma.StaticSeries.cs

• Exponential smoothing: src/e-k/Ema/Ema.StaticSeries.cs

• Complex multi-stage: src/a-d/Adx/Adx.StaticSeries.cs

• Multi-value results: src/a-d/Alligator/Alligator.StaticSeries.cs

See references/decision-tree.md for result interface selection.

Constraints

• Series is canonical truth — BufferList and StreamHub MUST match exactly

• Verify algorithms against authoritative reference publications only

• Never reject NaN inputs; guard against division by zero

• Fix formulas, not symptoms — see src/AGENTS.md