performance tuning (#652)

+semver: minor

docs/_indicators/Adl.md

@@ -49,10 +49,10 @@ IEnumerable<AdlResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `MoneyFlowMultiplier` | decimal | Money Flow Multiplier
-| `MoneyFlowVolume` | decimal | Money Flow Volume
-| `Adl` | decimal | Accumulation Distribution Line (ADL)
-| `AdlSma` | decimal | Moving average (SMA) of ADL based on `smaPeriods` periods, if specified
+| `MoneyFlowMultiplier` | double | Money Flow Multiplier
+| `MoneyFlowVolume` | double | Money Flow Volume
+| `Adl` | double | Accumulation Distribution Line (ADL)
+| `AdlSma` | double | Moving average (SMA) of ADL based on `smaPeriods` periods, if specified
 
 :warning: **Warning**: absolute values in ADL and MFV are somewhat meaningless, so use with caution.
 

docs/_indicators/Adx.md

@@ -48,9 +48,9 @@ IEnumerable<AdxResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `Pdi` | decimal | Plus Directional Index (+DI) for `N` lookback periods
-| `Mdi` | decimal | Minus Directional Index (-DI) for `N` lookback periods
-| `Adx` | decimal | Average Directional Index (ADX) for `N` lookback periods
+| `Pdi` | double | Plus Directional Index (+DI) for `N` lookback periods
+| `Mdi` | double | Minus Directional Index (-DI) for `N` lookback periods
+| `Adx` | double | Average Directional Index (ADX) for `N` lookback periods
 
 ### Utilities
 

docs/_indicators/Awesome.md

@@ -48,8 +48,8 @@ IEnumerable<AwesomeResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `Oscillator` | decimal | Awesome Oscillator
-| `Normalized` | decimal | `100 × Oscillator ÷ (median price)`
+| `Oscillator` | double | Awesome Oscillator
+| `Normalized` | double | `100 × Oscillator ÷ (median price)`
 
 ### Utilities
 

docs/_indicators/Beta.md

@@ -57,11 +57,11 @@ IEnumerable<BetaResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `Beta` | decimal | Beta coefficient based on `N` lookback periods
-| `BetaUp` | decimal | Beta+ (Up Beta)
-| `BetaDown` | decimal | Beta- (Down Beta)
-| `Ratio` | decimal | Beta ratio is `BetaUp/BetaDown`
-| `Convexity` | decimal | Beta convexity is <code>(BetaUp-BetaDown)<sup>2</sup></code>
+| `Beta` | double | Beta coefficient based on `N` lookback periods
+| `BetaUp` | double | Beta+ (Up Beta)
+| `BetaDown` | double | Beta- (Down Beta)
+| `Ratio` | double | Beta ratio is `BetaUp/BetaDown`
+| `Convexity` | double | Beta convexity is <code>(BetaUp-BetaDown)<sup>2</sup></code>
 
 ### Utilities
 

docs/_indicators/BollingerBands.md

@@ -23,7 +23,7 @@ IEnumerable<BollingerBandsResult> results =
 | name | type | notes
 | -- |-- |--
 | `lookbackPeriods` | int | Number of periods (`N`) for the center line moving average.  Must be greater than 1 to calculate; however we suggest a larger period for statistically appropriate sample size.  Default is 20.
-| `standardDeviations` | int | Width of bands.  Standard deviations (`D`) from the moving average.  Must be greater than 0.  Default is 2.
+| `standardDeviations` | double | Width of bands.  Standard deviations (`D`) from the moving average.  Must be greater than 0.  Default is 2.
 
 ### Historical quotes requirements
 
@@ -50,9 +50,9 @@ IEnumerable<BollingerBandsResult>
 | `Sma` | decimal | Simple moving average (SMA) of Close price (center line)
 | `UpperBand` | decimal | Upper line is `D` standard deviations above the SMA
 | `LowerBand` | decimal | Lower line is `D` standard deviations below the SMA
-| `PercentB` | decimal | `%B` is the location within the bands.  `(Price-LowerBand)/(UpperBand-LowerBand)`
-| `ZScore` | decimal | Z-Score of current Close price (number of standard deviations from mean)
-| `Width` | decimal | Width as percent of SMA price.  `(UpperBand-LowerBand)/Sma`
+| `PercentB` | double | `%B` is the location within the bands.  `(Price-LowerBand)/(UpperBand-LowerBand)`
+| `ZScore` | double | Z-Score of current Close price (number of standard deviations from mean)
+| `Width` | double | Width as percent of SMA price.  `(UpperBand-LowerBand)/Sma`
 
 ### Utilities
 

docs/_indicators/Bop.md

@@ -47,7 +47,7 @@ IEnumerable<BopResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `Bop` | decimal | Balance of Power
+| `Bop` | double | Balance of Power
 
 ### Utilities
 

docs/_indicators/Cci.md

@@ -46,7 +46,7 @@ IEnumerable<CciResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `Cci` | decimal | CCI value for `N` lookback periods
+| `Cci` | double | CCI value for `N` lookback periods
 
 ### Utilities
 

docs/_indicators/ChaikinOsc.md

@@ -49,10 +49,10 @@ IEnumerable<ChaikinOscResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `MoneyFlowMultiplier` | decimal | Money Flow Multiplier
-| `MoneyFlowVolume` | decimal | Money Flow Volume
-| `Adl` | decimal | Accumulation Distribution Line (ADL)
-| `Oscillator` | decimal | Chaikin Oscillator
+| `MoneyFlowMultiplier` | double | Money Flow Multiplier
+| `MoneyFlowVolume` | double | Money Flow Volume
+| `Adl` | double | Accumulation Distribution Line (ADL)
+| `Oscillator` | double | Chaikin Oscillator
 
 :warning: **Warning**: absolute values in MFV, ADL, and Oscillator are somewhat meaningless, so use with caution.
 

docs/_indicators/Cmf.md

@@ -46,9 +46,9 @@ IEnumerable<CmfResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `MoneyFlowMultiplier` | decimal | Money Flow Multiplier
-| `MoneyFlowVolume` | decimal | Money Flow Volume
-| `Cmf` | decimal | Chaikin Money Flow = SMA of MFV for `N` lookback periods
+| `MoneyFlowMultiplier` | double | Money Flow Multiplier
+| `MoneyFlowVolume` | double | Money Flow Volume
+| `Cmf` | double | Chaikin Money Flow = SMA of MFV for `N` lookback periods
 
 :warning: **Warning**: absolute values in MFV and CMF are somewhat meaningless, so use with caution.
 

docs/_indicators/ConnorsRsi.md

@@ -50,10 +50,10 @@ IEnumerable<ConnorsRsiResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `RsiClose` | decimal | RSI(`R`) of the Close price.
-| `RsiStreak` | decimal | RSI(`S`) of the Streak.
-| `PercentRank` | decimal | Percentile rank of the period gain value.
-| `ConnorsRsi` | decimal | ConnorsRSI
+| `RsiClose` | double | RSI(`R`) of the Close price.
+| `RsiStreak` | double | RSI(`S`) of the Streak.
+| `PercentRank` | double | Percentile rank of the period gain value.
+| `ConnorsRsi` | double | ConnorsRSI
 
 ### Utilities
 

docs/_indicators/Correlation.md

@@ -48,11 +48,11 @@ IEnumerable<CorrResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `VarianceA` | decimal | Variance of A based on `N` lookback periods
-| `VarianceB` | decimal | Variance of B based on `N` lookback periods
-| `Covariance` | decimal | Covariance of A+B based on `N` lookback periods
-| `Correlation` | decimal | Correlation `R` based on `N` lookback periods
-| `RSquared` | decimal | R-Squared (R&sup2;), aka Coefficient of Determination.  Simple linear regression models is used (square of Correlation).
+| `VarianceA` | double | Variance of A based on `N` lookback periods
+| `VarianceB` | double | Variance of B based on `N` lookback periods
+| `Covariance` | double | Covariance of A+B based on `N` lookback periods
+| `Correlation` | double | Correlation `R` based on `N` lookback periods
+| `RSquared` | double | R-Squared (R&sup2;), aka Coefficient of Determination.  Simple linear regression models is used (square of Correlation).
 
 ### Utilities
 

docs/_indicators/FisherTransform.md

@@ -47,8 +47,8 @@ IEnumerable<FisherTransformResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `Fisher` | decimal | Fisher Transform
-| `Trigger` | decimal | FT offset by one period
+| `Fisher` | double | Fisher Transform
+| `Trigger` | double | FT offset by one period
 
 ### Utilities
 

docs/_indicators/ForceIndex.md

@@ -48,7 +48,7 @@ IEnumerable<ForceIndexResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `ForceIndex` | decimal | Force Index
+| `ForceIndex` | double | Force Index
 
 ### Utilities
 

docs/_indicators/Gator.md

@@ -42,8 +42,8 @@ IEnumerable<GatorResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `Upper` | decimal | Absolute value of Alligator `Jaw-Teeth`
-| `Lower` | decimal | Absolute value of Alligator `Lips-Teeth`
+| `Upper` | double | Absolute value of Alligator `Jaw-Teeth`
+| `Lower` | double | Absolute value of Alligator `Lips-Teeth`
 | `UpperIsExpanding` | boolean | Upper value is growing
 | `LowerIsExpanding` | boolean | Lower value is growing
 

docs/_indicators/Kama.md

@@ -50,7 +50,7 @@ IEnumerable<KamaResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `ER`   | decimal | Efficiency Ratio is the fractal efficiency of price changes
+| `ER`   | double | Efficiency Ratio is the fractal efficiency of price changes
 | `Kama` | decimal | Kaufman's adaptive moving average
 
 More about Efficiency Ratio: ER fluctuates between 0 and 1, but these extremes are the exception, not the norm. ER would be 1 if prices moved up or down consistently over the `erPeriods` periods. ER would be zero if prices are unchanged over the `erPeriods` periods.

docs/_indicators/Kvo.md

@@ -50,8 +50,8 @@ IEnumerable<KvoResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `Oscillator` | decimal | Klinger Oscillator
-| `Signal` | decimal | EMA of Klinger Oscillator (signal line)
+| `Oscillator` | double | Klinger Oscillator
+| `Signal` | double | EMA of Klinger Oscillator (signal line)
 
 ### Utilities
 

docs/_indicators/Mama.md

@@ -22,8 +22,8 @@ IEnumerable<MamaResult> results =
 
 | name | type | notes
 | -- |-- |--
-| `fastLimit` | decimal | Fast limit threshold.  Must be greater than `slowLimit` and less than 1.  Default is 0.5.
-| `slowLimit` | decimal | Slow limit threshold.  Must be greater than 0.  Default is 0.05.
+| `fastLimit` | double | Fast limit threshold.  Must be greater than `slowLimit` and less than 1.  Default is 0.5.
+| `slowLimit` | double | Slow limit threshold.  Must be greater than 0.  Default is 0.05.
 
 ### Historical quotes requirements
 

docs/_indicators/Obv.md

@@ -50,8 +50,8 @@ IEnumerable<ObvResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `Obv` | decimal | On-balance Volume
-| `ObvSma` | decimal | Moving average (SMA) of OBV based on `smaPeriods` periods, if specified
+| `Obv` | double | On-balance Volume
+| `ObvSma` | double | Moving average (SMA) of OBV based on `smaPeriods` periods, if specified
 
 :warning: **Warning**: absolute values in OBV are somewhat meaningless, so use with caution.
 

docs/_indicators/Pmo.md

@@ -50,8 +50,8 @@ IEnumerable<PmoResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `Pmo` | decimal | Price Momentum Oscillator
-| `Signal` | decimal | Signal line is EMA of PMO
+| `Pmo` | double | Price Momentum Oscillator
+| `Signal` | double | Signal line is EMA of PMO
 
 ### Utilities
 

docs/_indicators/Prs.md

@@ -52,9 +52,9 @@ IEnumerable<PrsResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `Prs` | decimal | Price Relative Strength compares `Eval` to `Base` histories
-| `PrsSma` | decimal | Moving Average (SMA) of PRS over `S` periods
-| `PrsPercent` | decimal | Percent change difference between `Eval` and `Base` over `N` periods
+| `Prs` | double | Price Relative Strength compares `Eval` to `Base` histories
+| `PrsSma` | double | Moving Average (SMA) of PRS over `S` periods
+| `PrsPercent` | double | Percent change difference between `Eval` and `Base` over `N` periods
 
 ### Utilities
 

docs/_indicators/Roc.md

@@ -52,8 +52,8 @@ IEnumerable<RocResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `Roc` | decimal | Rate of Change over `N` lookback periods (%, not decimal)
-| `RocSma` | decimal | Moving average (SMA) of ROC based on `smaPeriods` periods, if specified
+| `Roc` | double | Rate of Change over `N` lookback periods (%, not decimal)
+| `RocSma` | double | Moving average (SMA) of ROC based on `smaPeriods` periods, if specified
 
 ### Utilities
 
@@ -96,7 +96,7 @@ IEnumerable<RocWbResult> results =
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `Roc` | decimal | Rate of Change over `N` lookback periods (%, not decimal)
-| `RocEma` | decimal | Exponential moving average (EMA) of `Roc`
-| `UpperBand` | decimal | Upper band of ROC (overbought indicator)
-| `LowerBand` | decimal | Lower band of ROC (oversold indicator)
+| `Roc` | double | Rate of Change over `N` lookback periods (%, not decimal)
+| `RocEma` | double | Exponential moving average (EMA) of `Roc`
+| `UpperBand` | double | Upper band of ROC (overbought indicator)
+| `LowerBand` | double | Lower band of ROC (oversold indicator)

docs/_indicators/Rsi.md

@@ -50,7 +50,7 @@ IEnumerable<RsiResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `Rsi` | decimal | RSI over prior `N` lookback periods
+| `Rsi` | double | RSI over prior `N` lookback periods
 
 ### Utilities
 

docs/_indicators/Slope.md

@@ -48,8 +48,8 @@ IEnumerable<SlopeResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `Slope` | decimal | Slope `m` of the best-fit line of Close price
-| `Intercept` | decimal | Y-Intercept `b` of the best-fit line
+| `Slope` | double | Slope `m` of the best-fit line of Close price
+| `Intercept` | double | Y-Intercept `b` of the best-fit line
 | `StdDev` | double | Standard Deviation of Close price over `N` lookback periods
 | `RSquared` | double | R-Squared (R&sup2;), aka Coefficient of Determination
 | `Line` | decimal | Best-fit line `y` over the last 'N' periods (i.e. `y=mx+b` using last period values)

docs/_indicators/Sma.md

@@ -97,6 +97,6 @@ IEnumerable<SmaExtendedResult> results =
 | -- |-- |--
 | `Date` | DateTime | Date
 | `Sma` | decimal | Simple moving average
-| `Mad` | decimal | Mean absolute deviation
-| `Mse` | decimal | Mean square error
-| `Mape` | decimal | Mean absolute percentage error
+| `Mad` | double | Mean absolute deviation
+| `Mse` | double | Mean square error
+| `Mape` | double | Mean absolute percentage error

docs/_indicators/StdDev.md

@@ -52,10 +52,10 @@ IEnumerable<StdDevResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `StdDev` | decimal | Standard Deviation of Close price over `N` lookback periods
-| `Mean` | decimal | Mean value of Close price over `N` lookback periods
-| `ZScore` | decimal | Z-Score of current Close price (number of standard deviations from mean)
-| `StdDevSma` | decimal | Moving average (SMA) of STDDEV based on `smaPeriods` periods, if specified
+| `StdDev` | double | Standard Deviation of Close price over `N` lookback periods
+| `Mean` | double | Mean value of Close price over `N` lookback periods
+| `ZScore` | double | Z-Score of current Close price (number of standard deviations from mean)
+| `StdDevSma` | double | Moving average (SMA) of STDDEV based on `smaPeriods` periods, if specified
 
 ### Utilities
 

docs/_indicators/StdDevChannels.md

@@ -23,7 +23,7 @@ IEnumerable<StdDevChannelsResult> results =
 | name | type | notes
 | -- |-- |--
 | `lookbackPeriods` | int | Size (`N`) of the evaluation window.  Must be `null` or greater than 1 to calculate.  A `null` value will produce a full `quotes` evaluation window ([see below](#alternative-depiction-for-full-quotes-variant)).  Default is 20.
-| `standardDeviations` | int | Width of bands.  Standard deviations (`D`) from the regression line.  Must be greater than 0.  Default is 2.
+| `standardDeviations` | double | Width of bands.  Standard deviations (`D`) from the regression line.  Must be greater than 0.  Default is 2.
 
 ### Historical quotes requirements
 

docs/_indicators/Stoch.md

@@ -33,8 +33,8 @@ IEnumerable<StochResult> results =
 | `lookbackPeriods` | int | Lookback period (`N`) for the oscillator (%K).  Must be greater than 0.  Default is 14.
 | `signalPeriods` | int | Smoothing period for the signal (%D).  Must be greater than 0.  Default is 3.
 | `smoothPeriods` | int | Smoothing period (`S`) for the Oscillator (%K).  "Slow" stochastic uses 3, "Fast" stochastic uses 1.  Must be greater than 0.  Default is 3.
-| `kFactor` | int | Optional. Weight of %K in the %J calculation.  Must be greater than 0. Default is 3.
-| `dFactor` | int | Optional. Weight of %D in the %J calculation.  Must be greater than 0. Default is 2.
+| `kFactor` | decimal | Optional. Weight of %K in the %J calculation.  Must be greater than 0. Default is 3.
+| `dFactor` | decimal | Optional. Weight of %D in the %J calculation.  Must be greater than 0. Default is 2.
 | `movingAverageType` | MaType | Optional. Type of moving average (SMA or SMMA) used for smoothing.  See [MaType options](#matype-options) below.  Default is `MaType.SMA`.
 
 ### Historical quotes requirements

docs/_indicators/SuperTrend.md

@@ -24,7 +24,7 @@ IEnumerable<SuperTrendResult> results =
 | name | type | notes
 | -- |-- |--
 | `lookbackPeriods` | int | Number of periods (`N`) for the ATR evaluation.  Must be greater than 1 and is usually set between 7 and 14.  Default is 10.
-| `multiplier` | decimal | Multiplier sets the ATR band width.  Must be greater than 0 and is usually set around 2 to 3.  Default is 3.
+| `multiplier` | double | Multiplier sets the ATR band width.  Must be greater than 0 and is usually set around 2 to 3.  Default is 3.
 
 ### Historical quotes requirements
 

docs/_indicators/Tsi.md

@@ -51,8 +51,8 @@ IEnumerable<TsiResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `Tsi` | decimal | True Strength Index
-| `Signal` | decimal | Signal line (EMA of TSI)
+| `Tsi` | double | True Strength Index
+| `Signal` | double | Signal line (EMA of TSI)
 
 ### Utilities
 

docs/_indicators/UlcerIndex.md

@@ -46,7 +46,7 @@ IEnumerable<UlcerIndexResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `UI` | decimal | Ulcer Index
+| `UI` | double | Ulcer Index
 
 ### Utilities
 

docs/_indicators/VolatilityStop.md

@@ -23,7 +23,7 @@ IEnumerable<VolatilityStopResult> results =
 | name | type | notes
 | -- |-- |--
 | `lookbackPeriods` | int | Number of periods (`N`) ATR lookback window.  Must be greater than 1.  Default is 7.
-| `multiplier` | decimal | ATR multiplier for the offset.  Must be greater than 0.  Default is 3.0.
+| `multiplier` | double | ATR multiplier for the offset.  Must be greater than 0.  Default is 3.0.
 
 ### Historical quotes requirements
 

docs/_indicators/Vortex.md

@@ -46,8 +46,8 @@ IEnumerable<VortexResult>
 | name | type | notes
 | -- |-- |--
 | `Date` | DateTime | Date
-| `Pvi` | decimal | Positive Vortex Indicator (VI+)
-| `Nvi` | decimal | Negative Vortex Indicator (VI-)
+| `Pvi` | double | Positive Vortex Indicator (VI+)
+| `Nvi` | double | Negative Vortex Indicator (VI-)
 
 ### Utilities