Merge branch 'v3' into perf/refresh-perf-baselines

Signed-off-by: Dave Skender <8432125+DaveSkender@users.noreply.github.com>

Author: DaveSkender

.agents/skills/documentation/SKILL.md

@@ -87,12 +87,12 @@ Rules:
 ```csharp
 // C# usage syntax
 IReadOnlyList<{Indicator}Result> results =
-  quotes.To{Indicator}(param1, param2);
+  bars.To{Indicator}(param1, param2);
 ```
 ````
 
 - Use `// C# usage syntax` as the comment; add `(with Close price)` or similar qualifier when relevant
-- Show each meaningful overload on separate `quotes.To{Indicator}(...)` lines when multiple overloads exist
+- Show each meaningful overload on separate `bars.To{Indicator}(...)` lines when multiple overloads exist
 - Wrap long signatures to the next line for readability
 
 ### 4. Parameters section
@@ -113,16 +113,16 @@ Parameter description rules:
 - State validation constraints ("Must be greater than 0")
 - State default value when one exists ("Default is 14")
 
-#### Historical quotes requirements subsection
+#### Historical price bars requirements subsection
 
 Always present, even for parameter-free indicators:
 
 ```markdown
-### Historical quotes requirements
+### Historical price bars requirements
 
-You must have at least `N` periods of `quotes` to cover the warmup periods.
+You must have at least `N` periods of `bars` to cover the warmup periods.
 
-`quotes` is a collection of generic `TQuote` historical price quotes.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide](/guide/getting-started#historical-quotes) for more information.
+`bars` is a collection of generic `TBar` historical price bars.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide](/guide/getting-started#historical-bars) for more information.
 ```
 
 - Express the minimum in terms of formula variables (e.g., `N`, `2×(S+P)`, `S+P+100`)
@@ -137,8 +137,8 @@ You must have at least `N` periods of `quotes` to cover the warmup periods.
 IReadOnlyList<{Indicator}Result>
 ```
 
-- This method returns a time series of all available indicator values for the `quotes` provided.
-- It always returns the same number of elements as there are in the historical quotes.
+- This method returns a time series of all available indicator values for the `bars` provided.
+- It always returns the same number of elements as there are in the historical price bars.
 - It does not return a single incremental indicator value.
 - The first `N-1` periods will have `null` values since there's not enough data to calculate.
 ````
@@ -164,7 +164,7 @@ Adjust the period count and percentage to match the indicator's actual convergen
 
 | property | type | description |
 | -------- | ---- | ----------- |
-| `Timestamp` | DateTime | Date from evaluated `TQuote` |
+| `Timestamp` | DateTime | Date from evaluated `TBar` |
 | `PropertyName` | double | What this value represents |
 ```
 
@@ -196,7 +196,7 @@ This indicator may be generated from any chain-enabled indicator or method.
 
 ```csharp
 // example
-var results = quotes
+var results = bars
     .Use(CandlePart.HL2)
     .To{Indicator}(..);
 ```
@@ -205,15 +205,15 @@ Results can be further processed on `{PrimaryValue}` with additional chain-enabl
 
 ```csharp
 // example
-var results = quotes
+var results = bars
     .To{Indicator}(..)
     .ToRsi(..);
 ```
 ````
 
 Variations:
 
-- When the indicator can only read from `quotes` (not chains), replace the first block with: `This indicator must be generated from \`quotes\` and **cannot** be generated from results of another chain-enabled indicator or method.`
+- When the indicator can only read from `bars` (not chains), replace the first block with: `This indicator must be generated from \`bars\` and **cannot** be generated from results of another chain-enabled indicator or method.`
 - When the indicator can only output to chains (not read from them), describe that instead
 - When chaining outputs to a specific property, note which property is the chainable value (e.g., "Note: \`TenkanSen\` is the primary reusable value for chaining purposes.")
 
@@ -233,31 +233,31 @@ Use the buffer-style `List<T>` when you need incremental calculations without a
 ```csharp
 {Indicator}List {indicator}List = new(param1, param2);
 
-foreach (IQuote quote in quotes)  // simulating stream
+foreach (IBar bar in bars)  // simulating stream
 {
-  {indicator}List.Add(quote);
+  {indicator}List.Add(bar);
 }
 
 // based on `ICollection<{Indicator}Result>`
 IReadOnlyList<{Indicator}Result> results = {indicator}List;
 ```
 
-Subscribe to a `QuoteHub` for advanced streaming scenarios:
+Subscribe to a `BarHub` for advanced streaming scenarios:
 
 ```csharp
-QuoteHub quoteHub = new();
-{Indicator}Hub observer = quoteHub.To{Indicator}Hub(param1, param2);
+BarHub barHub = new();
+{Indicator}Hub observer = barHub.To{Indicator}Hub(param1, param2);
 
-foreach (IQuote quote in quotes)  // simulating stream
+foreach (IBar bar in bars)  // simulating stream
 {
-  quoteHub.Add(quote);
+  barHub.Add(bar);
 }
 
 IReadOnlyList<{Indicator}Result> results = observer.Results;
 ```
 ````
 
-When the hub subscribes to an upstream chain-enabled hub (not a `QuoteHub`), adjust the hub variable type and creation accordingly.
+When the hub subscribes to an upstream chain-enabled hub (not a `BarHub`), adjust the hub variable type and creation accordingly.
 
 End the section with a cross-reference to the usage guides:
 
@@ -279,7 +279,7 @@ Use the Series (batch) implementation with periodic recalculation instead.
 
 Standard reasons by category:
 
-- **Dual-series indicators** (Beta, Correlation, Prs): "This indicator requires a second synchronized quote series, which cannot be expressed in the single-series streaming model."
+- **Dual-series indicators** (Beta, Correlation, Prs): "This indicator requires a second synchronized bar series, which cannot be expressed in the single-series streaming model."
 - **Lookahead/repaint indicators** (ZigZag): "This indicator requires lookahead to confirm reversal points; output repaints as new data arrives, making incremental results undefined."
 - **Full-dataset algorithms** (StdDevChannels): "This indicator recalculates the entire dataset on each new data point, making incremental streaming impractical."
 
@@ -311,10 +311,10 @@ When an indicator has multiple overloads worth showing upfront (e.g., Ichimoku),
 
 ```csharp
 // standard usage
-IReadOnlyList<...> results = quotes.ToIndicator(a, b);
+IReadOnlyList<...> results = bars.ToIndicator(a, b);
 
 // usage with custom option
-IReadOnlyList<...> results = quotes.ToIndicator(a, b, c);
+IReadOnlyList<...> results = bars.ToIndicator(a, b, c);
 ```
 
 ### Multi-variant indicators (substantially different parameter sets)
@@ -362,7 +362,7 @@ For static (non-chart) images referenced in prose:
 - [ ] H1 block: attribution, reference link, Discuss link, optional chart panel
 - [ ] Usage syntax: all meaningful overloads shown
 - [ ] Parameters table present (or section omitted if none)
-- [ ] Historical quotes requirements stated
+- [ ] Historical price bars requirements stated
 - [ ] Response section: return type, bullet list, result table, Utilities links
 - [ ] Chaining section: correct chainability direction described
 - [ ] Streaming section: full examples present, or "not applicable" note with architectural reason
@@ -374,7 +374,7 @@ For static (non-chart) images referenced in prose:
 - [ ] Update parameter table if parameters added, removed, or renamed
 - [ ] Update result table if result properties added, removed, or renamed
 - [ ] Update usage syntax examples to match new signatures
-- [ ] Update quotes requirements if warmup formula changed
+- [ ] Update bars requirements if warmup formula changed
 - [ ] Add or remove convergence warning as appropriate
 - [ ] Site builds without errors
 

.agents/skills/indicator-buffer/SKILL.md

@@ -1,6 +1,6 @@
 ---
 name: indicator-buffer
-description: Implement BufferList incremental indicators with efficient state management. Use for IIncrementFromChain or IIncrementFromQuote implementations. Covers interface selection, constructor patterns, and BufferListTestBase testing requirements.
+description: Implement BufferList incremental indicators with efficient state management. Use for IIncrementFromChain or IIncrementFromBar implementations. Covers interface selection, constructor patterns, and BufferListTestBase testing requirements.
 ---
 
 # BufferList indicator development
@@ -10,7 +10,7 @@ description: Implement BufferList incremental indicators with efficient state ma
 | Interface | Additional Inputs | Use Case |
 | --------- | ----------------- | -------- |
 | `IIncrementFromChain` | `IReusable`, `(DateTime, double)` | Chainable single-value indicators |
-| `IIncrementFromQuote` | (none — only IQuote from base) | Requires OHLCV properties |
+| `IIncrementFromBar` | (none — only IBar from base) | Requires OHLCV properties |
 
 See [references/interface-selection.md](references/interface-selection.md) for decision tree.
 
@@ -35,17 +35,17 @@ public class EmaList : BufferList<EmaResult>, IIncrementFromChain, IEma
 ```
 
 ```csharp
-// IIncrementFromQuote — chaining ctor takes IReadOnlyList<IQuote>
-public class AdxList : BufferList<AdxResult>, IIncrementFromQuote, IAdx
+// IIncrementFromBar — chaining ctor takes IReadOnlyList<IBar>
+public class AdxList : BufferList<AdxResult>, IIncrementFromBar, IAdx
 {
     public AdxList(int lookbackPeriods)
     {
         Adx.Validate(lookbackPeriods);
         LookbackPeriods = lookbackPeriods;
     }
 
-    public AdxList(int lookbackPeriods, IReadOnlyList<IQuote> quotes)
-        : this(lookbackPeriods) => Add(quotes);
+    public AdxList(int lookbackPeriods, IReadOnlyList<IBar> bars)
+        : this(lookbackPeriods) => Add(bars);
 }
 ```
 
@@ -71,7 +71,7 @@ public override void Clear()
 
 - Inherit `BufferListTestBase`
 - `IIncrementFromChain` → implement `ITestChainBufferList`
-- `IIncrementFromQuote` → implement `ITestQuoteBufferList`
+- `IIncrementFromBar` → implement `ITestBarBufferList`
 - Series parity: `bufferResults.IsExactly(seriesResults)`
 
 ## Required implementation

.agents/skills/indicator-buffer/references/interface-selection.md

@@ -5,28 +5,28 @@
 ```text
 Can indicator work with single chainable IReusable values?
 ├─ Yes → IIncrementFromChain (SMA, EMA, RSI, MACD)
-└─ No → IIncrementFromQuote (Stoch, ATR, VWAP, ADX)
-         Only supports IQuote inputs
+└─ No → IIncrementFromBar (Stoch, ATR, VWAP, ADX)
+         Only supports IBar inputs
 ```
 
 ## IIncrementFromChain
 
 **Critical rules**:
 
-- ✅ Constructor accepts `IReadOnlyList<IReusable>` (NOT `IQuote`)
+- ✅ Constructor accepts `IReadOnlyList<IReusable>` (NOT `IBar`)
 - ✅ Extension uses generic constraint with `IReusable`
 - ✅ Most indicators use `value.Value` directly
 - ✅ Some indicators use `value.Hl2OrValue()` for price (e.g., Alligator)
-- ❌ No `Add(IQuote)` methods in this interface
+- ❌ No `Add(IBar)` methods in this interface
 
 **Examples**: SMA, EMA, RSI, MACD, TEMA, DEMA, Trix
 
-## IIncrementFromQuote
+## IIncrementFromBar
 
 **Critical rules**:
 
-- ✅ Constructor accepts `IReadOnlyList<IQuote>` (standard pattern)
-- ✅ Extension uses `IQuote` constraint only
+- ✅ Constructor accepts `IReadOnlyList<IBar>` (standard pattern)
+- ✅ Extension uses `IBar` constraint only
 - ✅ No chainable `Add(IReusable)` methods
 
 **Examples**: Stochastic, ATR, ADX, VWAP, Chandelier, Aroon
@@ -36,7 +36,7 @@ Can indicator work with single chainable IReusable values?
 | Buffer Interface | Test Interface |
 | ---------------- | -------------- |
 | `IIncrementFromChain` | `ITestChainBufferList` |
-| `IIncrementFromQuote` | `ITestQuoteBufferList` |
+| `IIncrementFromBar` | `ITestBarBufferList` |
 
 Additional test interface for custom caches:
 

.agents/skills/indicator-catalog/SKILL.md

@@ -92,7 +92,7 @@ public static partial class Ema
 | `PriceChannel` | Bollinger Bands, Keltner, Donchian, VWAP |
 | `PriceCharacteristic` | ATR, Beta, Standard Deviation, True Range |
 | `PricePattern` | Fractal, Pivot Points |
-| `PriceTransform` | Quote Part, ZigZag |
+| `PriceTransform` | Bar Part, ZigZag |
 | `PriceTrend` | ADX, Aroon, Alligator, AtrStop, SuperTrend, Vortex |
 | `StopAndReverse` | Chandelier, Parabolic SAR, Volatility Stop |
 | `VolumeBased` | OBV, Chaikin Money Flow, Chaikin Oscillator |

.agents/skills/indicator-series/references/decision-tree.md

@@ -46,7 +46,7 @@ public record MacdResult
 
 | Input Type | Use Case | Examples |
 | ---------- | -------- | -------- |
-| `IQuote` | Requires OHLCV data | ATR, ADX, Stochastic, Chandelier |
+| `IBar` | Requires OHLCV data | ATR, ADX, Stochastic, Chandelier |
 | `IReusable` | Chains from another indicator | EMA-of-EMA, SMA-of-RSI |
 
-Most indicators accept `IQuote`. Use `IReusable` only for indicators explicitly designed to chain.
+Most indicators accept `IBar`. Use `IReusable` only for indicators explicitly designed to chain.

.agents/skills/indicator-stream/SKILL.md

@@ -1,6 +1,6 @@
 ---
 name: indicator-stream
-description: Implement StreamHub real-time indicators with O(1) performance. Use for ChainHub or QuoteProvider implementations. Covers provider selection, RollbackState patterns, performance anti-patterns, and comprehensive testing with StreamHubTestBase.
+description: Implement StreamHub real-time indicators with O(1) performance. Use for ChainHub or BarProvider implementations. Covers provider selection, RollbackState patterns, performance anti-patterns, and comprehensive testing with StreamHubTestBase.
 ---
 
 # StreamHub indicator development
@@ -10,18 +10,18 @@ description: Implement StreamHub real-time indicators with O(1) performance. Use
 | Provider Base | Input | Output | Use Case |
 | ------------- | ----- | ------ | -------- |
 | `ChainHub<IReusable, TResult>` | Single value | IReusable | Chainable indicators |
-| `ChainHub<IQuote, TResult>` | OHLCV | IReusable | Quote-driven, chainable output |
-| `QuoteProvider<IQuote, TResult>` | OHLCV | IQuote | Quote-to-quote transformation |
-| `QuoteProvider<TIn, TOut>` (self-rooted) | None | TOut | Source hubs with no upstream — bootstrap with an inert sentinel provider |
+| `ChainHub<IBar, TResult>` | OHLCV | IReusable | Bar-driven, chainable output |
+| `BarProvider<IBar, TResult>` | OHLCV | IBar | Bar-to-bar transformation |
+| `BarProvider<TIn, TOut>` (self-rooted) | None | TOut | Source hubs with no upstream — bootstrap with an inert sentinel provider |
 | `StreamHub<TProviderResult, TResult>` | Any hub result | Any result | Compound hubs (internal hub dependency) |
 
 Self-rooted source hubs (those that originate a stream rather than transform another hub's output) take an inert sentinel provider so the base-class constructor has something to subscribe to; the sentinel rejects subscriptions and carries no cache.
 
 ## Aggregator / quantizer hubs
 
-Hubs that bucket small bars (or raw ticks) into larger time periods derive from `QuoteProvider<TIn, IQuote>`. Conventions:
+Hubs that bucket small bars (or raw ticks) into larger time periods derive from `BarProvider<TIn, IBar>`. Conventions:
 
-- Constructors accept a `PeriodSize` enum **and** a custom `TimeSpan` overload; the enum overload throws for month-or-longer periods (use `TimeSpan` instead) since calendar arithmetic is not a fixed `TimeSpan`.
+- Constructors accept a `BarInterval` enum **and** a custom `TimeSpan` overload; the enum overload throws for month-or-longer periods (use `TimeSpan` instead) since calendar arithmetic is not a fixed `TimeSpan`.
 - Take an optional `fillGaps` flag. Default `false` (silent buckets are simply omitted from the output stream); `true` synthesizes zero-volume bars whose `Open`/`High`/`Low`/`Close` all carry forward the prior bar's close through the silent period.
 - Round the input timestamp down to the current bucket on every `OnAdd`, then either update the current bar in place or emit a new bucket.
 - Override `Rebuild(DateTime)` to align the requested rebuild timestamp to the bucket boundary before delegating to base — an upstream rebuild whose timestamp is mid-bucket must clear the in-cache partial bar, not duplicate it.
@@ -40,7 +40,7 @@ Use the project's performance-analysis document as the source of truth for measu
 | Review | 3x – framework floor | ⚠️ investigate |
 | Critical | indicator-specific algorithmic issue (e.g. O(n²)) | 🔴 fix |
 
-The "framework floor" is the per-tick overhead inherent to the observer pattern, cache management, and read-only collection wrappers. Simple stateless indicators routinely measure 6–11x against Series while still achieving tens of thousands of quotes per second; this is acceptable. Optimization effort should target indicator-specific algorithmic issues, not the framework floor.
+The "framework floor" is the per-tick overhead inherent to the observer pattern, cache management, and read-only collection wrappers. Simple stateless indicators routinely measure 6–11x against Series while still achieving tens of thousands of bars per second; this is acceptable. Optimization effort should target indicator-specific algorithmic issues, not the framework floor.
 
 Forbid O(n²) recalculation — rebuild entire history on each tick:
 
@@ -91,14 +91,14 @@ Replay up to `restoreIndex` (inclusive). The item at the rollback timestamp is r
 - Inherit `StreamHubTestBase`
 - Abstract method (compile error if missing): `ToStringOverride_ReturnsExpectedName()`
 - Implement ONE observer interface:
-  - `ITestChainObserver` (most indicators — chain input): inherits `ITestQuoteObserver`, adds `ChainObserver_ChainedProvider_MatchesSeriesExactly()`
-  - `ITestQuoteObserver` (direct quote input only): `QuoteObserver_WithWarmupLateArrivalAndRemoval_MatchesSeriesExactly()`, `WithCachePruning_MatchesSeriesExactly()`
+  - `ITestChainObserver` (most indicators — chain input): inherits `ITestBarObserver`, adds `ChainObserver_ChainedProvider_MatchesSeriesExactly()`
+  - `ITestBarObserver` (direct bar input only): `BarObserver_WithWarmupLateArrivalAndRemoval_MatchesSeriesExactly()`, `WithCachePruning_MatchesSeriesExactly()`
 - If hub acts as chain provider, also implement `ITestChainProvider`: `ChainProvider_MatchesSeriesExactly()`
 
 ## Required implementation
 
 - [ ] Source code: `src/**/{IndicatorName}.StreamHub.cs` file exists
-  - [ ] Uses appropriate provider base (ChainHub or QuoteProvider)
+  - [ ] Uses appropriate provider base (ChainHub or BarProvider)
   - [ ] Validates parameters in constructor; calls Reinitialize() as needed
   - [ ] Implements O(1) state updates; avoids O(n²) recalculation
   - [ ] Overrides RollbackState() when maintaining stateful fields

.agents/skills/indicator-stream/references/compound-hubs.md

@@ -169,7 +169,7 @@ protected override void RollbackState(DateTime timestamp)
 ```csharp
 // WRONG - Creates new hub on every tick
 protected override (GatorResult result, int index)
-    ToIndicator(IQuote item, int? indexHint)
+    ToIndicator(IBar item, int? indexHint)
 {
     var alligator = item.ToAlligatorHub();  // FORBIDDEN - O(n²) disaster
     var alligatorResult = alligator.GetNext(item);

.agents/skills/indicator-stream/references/performance-patterns.md

@@ -72,15 +72,15 @@ for (int p = i - LookbackPeriods; p < i; p++)
 private readonly RollingWindowMax<decimal> _highWindow;
 private readonly RollingWindowMin<decimal> _lowWindow;
 
-internal DonchianHub(IQuoteProvider<IQuote> provider, int lookbackPeriods)
+internal DonchianHub(IBarProvider<IBar> provider, int lookbackPeriods)
     : base(provider)
 {
     _highWindow = new RollingWindowMax<decimal>(lookbackPeriods);
     _lowWindow = new RollingWindowMin<decimal>(lookbackPeriods);
     Reinitialize();
 }
 
-protected override (DonchianResult result, int index) ToIndicator(IQuote item, int? indexHint)
+protected override (DonchianResult result, int index) ToIndicator(IBar item, int? indexHint)
 {
     // O(1) amortized add operation
     _highWindow.Add(item.High);
@@ -167,7 +167,7 @@ Add benchmark to `tools/performance/Perf.Stream.cs`:
 
 ```csharp
 [Benchmark]
-public object MyIndicatorHub() => quoteHub.ToMyIndicatorHub(14).Results;
+public object MyIndicatorHub() => barHub.ToMyIndicatorHub(14).Results;
 ```
 
 Run benchmarks: