fix: WilliamsR implementation consistency and StreamHub rollback tests

src/s-z/WilliamsR/WilliamsR.BufferList.cs

@@ -5,7 +5,7 @@ namespace Skender.Stock.Indicators;
 /// </summary>
 public class WilliamsRList : BufferList<WilliamsResult>, IIncrementFromQuote, IWilliamsR
 {
-    private readonly Queue<(double High, double Low)> _buffer;
+    private readonly StochList _stochList;
 
     /// <summary>
     /// Initializes a new instance of the <see cref="WilliamsRList"/> class.
@@ -17,7 +17,9 @@ public WilliamsRList(
         WilliamsR.Validate(lookbackPeriods);
         LookbackPeriods = lookbackPeriods;
 
-        _buffer = new Queue<(double, double)>(lookbackPeriods);
+        // Williams %R is Fast Stochastic (K) - 100
+        // Fast Stochastic parameters: lookback, signal=1, smooth=1
+        _stochList = new StochList(lookbackPeriods, 1, 1, 3, 2, MaType.SMA);
     }
 
     /// <summary>
@@ -39,7 +41,15 @@ public WilliamsRList(
     public void Add(IQuote quote)
     {
         ArgumentNullException.ThrowIfNull(quote);
-        Add(quote.Timestamp, (double)quote.High, (double)quote.Low, (double)quote.Close);
+        _stochList.Add(quote);
+
+        // Convert Stochastic result to Williams %R
+        StochResult stochResult = _stochList[^1];
+        WilliamsResult williamsResult = new(
+            Timestamp: stochResult.Timestamp,
+            WilliamsR: stochResult.Oscillator - 100d);
+
+        AddInternal(williamsResult);
     }
 
     /// <inheritdoc />
@@ -53,54 +63,10 @@ public void Add(IReadOnlyList<IQuote> quotes)
         }
     }
 
-    /// <summary>
-    /// Adds a new quote data point for Williams %R calculation.
-    /// </summary>
-    /// <param name="timestamp">The timestamp of the data point.</param>
-    /// <param name="high">The high price.</param>
-    /// <param name="low">The low price.</param>
-    /// <param name="close">The close price.</param>
-    public void Add(DateTime timestamp, double high, double low, double close)
-    {
-        // Update rolling buffer using BufferListUtilities with consolidated tuple
-        _buffer.Update(LookbackPeriods, (high, low));
-
-        // Calculate Williams %R when we have enough data
-        double? williamsR = null;
-        if (_buffer.Count == LookbackPeriods)
-        {
-            double highHigh = double.MinValue;
-            double lowLow = double.MaxValue;
-
-            foreach ((double High, double Low) in _buffer)
-            {
-                if (High > highHigh)
-                {
-                    highHigh = High;
-                }
-
-                if (Low < lowLow)
-                {
-                    lowLow = Low;
-                }
-            }
-
-            // Williams %R is Fast Stochastic - 100
-            williamsR = highHigh - lowLow != 0
-                ? 100d * (close - lowLow) / (highHigh - lowLow) - 100d
-                : double.NaN;
-        }
-
-        // Add result to the list
-        AddInternal(new WilliamsResult(
-            Timestamp: timestamp,
-            WilliamsR: williamsR.Nan2Null()));
-    }
-
     /// <inheritdoc />
     public override void Clear()
     {
         base.Clear();
-        _buffer.Clear();
+        _stochList.Clear();
     }
 }

src/s-z/WilliamsR/WilliamsR.StreamHub.cs

@@ -6,7 +6,6 @@ namespace Skender.Stock.Indicators;
 public class WilliamsRHub
     : StreamHub<IQuote, WilliamsResult>, IWilliamsR
 {
-
     private readonly string hubName;
     private readonly RollingWindowMax<double> _highWindow;
     private readonly RollingWindowMin<double> _lowWindow;
@@ -23,8 +22,8 @@ internal WilliamsRHub(
         WilliamsR.Validate(lookbackPeriods);
 
         LookbackPeriods = lookbackPeriods;
-        _highWindow = new RollingWindowMax<decimal>(lookbackPeriods);
-        _lowWindow = new RollingWindowMin<decimal>(lookbackPeriods);
+        _highWindow = new RollingWindowMax<double>(lookbackPeriods);
+        _lowWindow = new RollingWindowMin<double>(lookbackPeriods);
 
         hubName = $"WILLR({lookbackPeriods})";
 
@@ -46,26 +45,27 @@ protected override (WilliamsResult result, int index)
         ArgumentNullException.ThrowIfNull(item);
         int i = indexHint ?? ProviderCache.IndexOf(item, true);
 
-        double o = (double)item.Open;
-        double h = (double)item.High;
-        double c = (double)item.Close;
+        double high = (double)item.High;
+        double low = (double)item.Low;
+        double close = (double)item.Close;
 
-        _highWindow.Add(h);
-        _lowWindow.Add(l);
+        // Update rolling windows for O(1) amortized max/min tracking
+        _highWindow.Add(high);
+        _lowWindow.Add(low);
 
         // Calculate Williams %R
-        // Williams %R is Fast Stochastic - 100
+        // Williams %R is Fast Stochastic (K) - 100
         double williamsR = double.NaN;
         if (i >= LookbackPeriods - 1)
         {
             // Get highest high and lowest low from rolling windows (O(1))
             double highHigh = _highWindow.GetMax();
             double lowLow = _lowWindow.GetMin();
 
-            // Return NaN when range is zero (undefined %R)
-            williamsR = highHigh - lowLow != 0
-                ? 100d * (c - lowLow) / (highHigh - lowLow) - 100d
-                : double.NaN;
+            // Williams %R formula matches Stochastic %K - 100
+            williamsR = highHigh == lowLow
+                ? double.NaN
+                : (100d * (close - lowLow) / (highHigh - lowLow)) - 100d;
         }
 
         WilliamsResult result = new(
@@ -111,7 +111,6 @@ protected override void RollbackState(DateTime timestamp)
             _lowWindow.Add((double)quote.Low);
         }
     }
-
 }
 
 public static partial class WilliamsR

tests/indicators/s-z/WilliamsR/WilliamsR.StreamHub.Tests.cs

@@ -6,33 +6,53 @@ public class WilliamsR : StreamHubTestBase, ITestQuoteObserver
     [TestMethod]
     public void QuoteObserver_WithWarmupLateArrivalAndRemoval_MatchesSeriesExactly()
     {
-        List<Quote> quotesList = Quotes.ToList();
+        const int lookbackPeriods = 14;
         int length = Quotes.Count;
 
-        // setup quote provider hub and observer BEFORE adding data
+        // setup quote provider hub
         QuoteHub quoteHub = new();
-        WilliamsRHub observer = quoteHub.ToWilliamsRHub(14);
 
-        // add base quotes (batch)
-        quoteHub.Add(quotesList.Take(200));
+        // prefill quotes at provider (warmup coverage)
+        quoteHub.Add(Quotes.Take(20));
+
+        // initialize observer
+        WilliamsRHub observer = quoteHub.ToWilliamsRHub(lookbackPeriods);
 
-        // add incremental quotes
-        for (int i = 200; i < length; i++)
+        // fetch initial results (early)
+        IReadOnlyList<WilliamsResult> actuals = observer.Results;
+
+        // emulate adding quotes to provider hub
+        for (int i = 20; i < length; i++)
         {
-            Quote q = quotesList[i];
+            // skip one (add later)
+            if (i == 80) { continue; }
+
+            Quote q = Quotes[i];
             quoteHub.Add(q);
+
+            // resend duplicate quotes
+            if (i is > 100 and < 105) { quoteHub.Add(q); }
         }
 
-        // close observations
-        quoteHub.EndTransmission();
+        // late arrival, should equal series
+        quoteHub.Insert(Quotes[80]);
 
-        // assert results
-        observer.Cache.Should().HaveCount(length);
+        IReadOnlyList<WilliamsResult> expectedOriginal = Quotes.ToWilliamsR(lookbackPeriods);
 
-        // verify against static series calculation
-        IReadOnlyList<WilliamsResult> expected = Quotes.ToWilliamsR(14);
-        observer.Cache.Should().HaveCount(expected.Count);
-        observer.Cache.Should().BeEquivalentTo(expected);
+        actuals.Should().HaveCount(length);
+        actuals.Should().BeEquivalentTo(expectedOriginal, static options => options.WithStrictOrdering());
+
+        // delete, should equal series (revised)
+        quoteHub.Remove(Quotes[removeAtIndex]);
+
+        IReadOnlyList<WilliamsResult> expectedRevised = RevisedQuotes.ToWilliamsR(lookbackPeriods);
+
+        actuals.Should().HaveCount(501);
+        actuals.Should().BeEquivalentTo(expectedRevised, static options => options.WithStrictOrdering());
+
+        // cleanup
+        observer.Unsubscribe();
+        quoteHub.EndTransmission();
     }
 
     [TestMethod]