feat: Incremental & streaming quotes, v3.0.0

[DaveSkender]

v3.0.0: Streaming indicators (in-progress)

This is a collection of progressive and volatile pre-release features to produce streaming indicators and support for ingestion of price quotes from WebSockets and other active and incremental quote sources.

Note
Please provide comments and feedback in our discussion for v3.0.0 preview | Streaming features (feedback)

Notable scope

• create core quote provider, handling
• prototype with EMA and SMA indicators
• prototype with basic .Use(..) chain
• release 3.0.0-preview.1014.15, streaming preview: initial baseline #824
• release 3.0.0-preview.1014.12 (newer than .15)
• get initial feedback
• release 3.0.0-preview.1014.25 (maintenance update only)
• feat: Full chain streaming prototypes #1092
  • handle out-of-sequence late-arrival quotes #1094 on EMA/SMA base cases only
  • performance tuning and usability testing
• test: Isolate integration, external tests #1156
• test: Culture and date settings #1211
• refactor: Add inline comments, remove info.xml #1155
• feat: Buffer-style ADX incremental #1271 and EMA as experimental alternate buffer style incrementors
• refactor: Naming standardization #1273, like IndexOf(), avoid “Get” overuses
• auto-prune in-memory stream data #1095 on EMA/SMA base cases only - @elpht
• get feedback
• implement widely for most common moving average indicators
• implement widely for most common other indicators
• feat: ToStringOut() for series #1150
• increment base documentation
  • see project notes for other options, experiments
  • feat: DocFX baseline (experiment) #1251
  • feat: MkDocs baseline (experiment) #1298
  • remove redundant XML documentation #1296
• incorporate private project notes
• get and incorporate final feedback
• publish initial stable v3 release
• plan to implement remaining indicators, incrementally

Deferred to v3.1

• add standalone buffer-style increment methods #1091 for all indicators - @martonb
• replace List with [] in static series, then covert at end return (it’s faster) #1259

[DaveSkender]

• Consider Cysharp/ObservableCollections

[codebeaulieu]

Very excited about this major update @DaveSkender - really cool stuff.

This probably doesn't fit into your library anywhere but I am writing a system that uses FusionCache to store candles, it's extremely fast and versatile, worth checking out.

• consider ZiggyCreatures/FusionCache

[Copilot]

Copilot reviewed 884 out of 899 changed files in this pull request and generated 1 suggestion.

Files not reviewed (15)

• .editorconfig: Language not supported
• .gitattributes: Language not supported
• .vscode/extensions.json: Language not supported
• Stock.Indicators.sln: Language not supported
• docs/_indicators/Adx.md: Evaluated as low risk
• docs/_includes/candle-result.md: Evaluated as low risk
• .github/workflows/test-examples.yml: Evaluated as low risk
• .github/workflows/test-indicators.yml: Evaluated as low risk
• docs/_data/aliases.yml: Evaluated as low risk
• docs/_indicators/Aroon.md: Evaluated as low risk
• .github/workflows/deploy-package.yml: Evaluated as low risk
• docs/_indicators/Alma.md: Evaluated as low risk
• docs/_indicators/Alligator.md: Evaluated as low risk
• docs/_includes/candle-properties.md: Evaluated as low risk
• .github/workflows/test-website-links.yml: Evaluated as low risk