Address review comments

Author: JosueNina

Common/Data/Consolidators/MarketHourAwareConsolidator.cs

@@ -40,7 +40,7 @@ public class MarketHourAwareConsolidator : ConsolidatorBase, IDataConsolidator
         /// <summary>
         /// The consolidator instance
         /// </summary>
-        protected IDataConsolidator Consolidator { get; }
+        private IDataConsolidator Consolidator { get; }
 
         /// <summary>
         /// Delegates the rolling window to the inner consolidator to avoid duplication.

Common/Data/Consolidators/SequentialConsolidator.cs

@@ -45,7 +45,7 @@ public IDataConsolidator Second
         /// <summary>
         /// Delegates the rolling window to the second (inner) consolidator to avoid duplication.
         /// </summary>
-        public override RollingWindow<IBaseData> Window => (Second as ConsolidatorBase)?.Window;
+        public override RollingWindow<IBaseData> Window => (Second as ConsolidatorBase)?.Window ?? base.Window;
 
         /// <summary>
         /// Gets a clone of the data being currently consolidated
@@ -124,6 +124,10 @@ public SequentialConsolidator(IDataConsolidator first, IDataConsolidator second)
         /// <param name="consolidated">The newly consolidated data</param>
         protected virtual void OnDataConsolidated(IBaseData consolidated)
         {
+            if (Second is not ConsolidatorBase)
+            {
+                Consolidated = consolidated;
+            }
             var handler = DataConsolidated;
             if (handler != null) handler(this, consolidated);
         }

Common/WindowBase.cs

@@ -90,12 +90,11 @@ protected set
         IEnumerator IEnumerable.GetEnumerator() => GetEnumerator();
 
         /// <summary>
-        /// Resets the rolling window, clearing all stored values without allocating a new window
-        /// if it has not yet been created.
+        /// Resets the rolling window, clearing all stored values.
         /// </summary>
         protected void ResetWindow()
         {
-            _window?.Reset();
+            Window.Reset();
         }
     }
 }

Indicators/IndicatorBase.cs

@@ -38,13 +38,7 @@ public abstract partial class IndicatorBase : WindowBase<IndicatorDataPoint>, II
         /// Gets the previous state of this indicator. If the state has not been updated
         /// then the time on the value will equal DateTime.MinValue.
         /// </summary>
-        public override IndicatorDataPoint Previous
-        {
-            get
-            {
-                return Window.Count > 1 ? Window[1] : new IndicatorDataPoint(DateTime.MinValue, 0);
-            }
-        }
+        public override IndicatorDataPoint Previous => base.Previous ?? new IndicatorDataPoint(DateTime.MinValue, 0);
 
         /// <summary>
         /// Gets a name for this indicator