Afirma + documentation +semver: patch

quantower/Statistics/EntropyIndicator.cs

@@ -10,7 +10,7 @@ public class EntropyIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => entropy!;
     public override string ShortName => $"ENTROPY {Period} : {SourceName}";
 
-    public EntropyIndicator()
+    public EntropyIndicator() : base()
     {
         Name = "ENTROPY - Entropy";
         SeparateWindow = true;
@@ -20,5 +20,6 @@ public class EntropyIndicator : IndicatorBase
     {
         entropy = new(Period);
         MinHistoryDepths = entropy.WarmupPeriod;
+        base.InitIndicator();
     }
 }

quantower/Statistics/KurtosisIndicator.cs

@@ -10,7 +10,7 @@ public class KurtosisIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => kurtosis!;
     public override string ShortName => $"KURTOSIS {Period} : {SourceName}";
 
-    public KurtosisIndicator()
+    public KurtosisIndicator() : base()
     {
         Name = "KURTOSIS - Relative Flatness";
         SeparateWindow = true;
@@ -20,5 +20,6 @@ public class KurtosisIndicator : IndicatorBase
     {
         kurtosis = new(Period);
         MinHistoryDepths = kurtosis.WarmupPeriod;
+        base.InitIndicator();
     }
 }

quantower/Statistics/MaxIndicator.cs

@@ -13,7 +13,7 @@ public class MaxIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"MAX {Period} : {Decay:F2} : {SourceName}";
 
-    public MaxIndicator()
+    public MaxIndicator() : base()
     {
         Name = "MAX - Maximum value (with decay) ";
     }
@@ -23,5 +23,6 @@ public class MaxIndicator : IndicatorBase
         ma = new Max(Period, Decay);
         MinHistoryDepths = ma.WarmupPeriod;
         Source = 2;
+        base.InitIndicator();
     }
 }

quantower/Statistics/MedianIndicator.cs

@@ -9,7 +9,7 @@ public class MedianIndicator : IndicatorBase
     private Median? med;
     protected override AbstractBase QuanTAlib => med!;
     public override string ShortName => $"MEDIAN {Period} : {SourceName}";
-    public MedianIndicator()
+    public MedianIndicator() : base()
     {
         Name = "MEDIAN - Median historical value";
     }
@@ -18,5 +18,6 @@ public class MedianIndicator : IndicatorBase
     {
         med = new Median(Period);
         MinHistoryDepths = med.WarmupPeriod;
+        base.InitIndicator();
     }
 }

quantower/Statistics/MinIndicator.cs

@@ -12,7 +12,7 @@ public class MinIndicator : IndicatorBase
     private Min? mi;
     protected override AbstractBase QuanTAlib => mi!;
     public override string ShortName => $"MIN {Period} : {Decay:F2} : {SourceName}";
-    public MinIndicator()
+    public MinIndicator() : base()
     {
         Name = "MIN - Minimum value (with decay)";
     }
@@ -22,5 +22,6 @@ public class MinIndicator : IndicatorBase
         mi = new Min(Period, Decay);
         MinHistoryDepths = mi.WarmupPeriod;
         Source = 3;
+        base.InitIndicator();
     }
 }

quantower/Statistics/ModeIndicator.cs

@@ -9,7 +9,7 @@ public class ModeIndicator : IndicatorBase
     private Mode? mode;
     protected override AbstractBase QuanTAlib => mode!;
     public override string ShortName => $"MODE {Period} : {SourceName}";
-    public ModeIndicator()
+    public ModeIndicator() : base()
     {
         Name = "MODE - Most frequent historical value";
     }
@@ -18,5 +18,6 @@ public class ModeIndicator : IndicatorBase
     {
         mode = new Mode(Period);
         MinHistoryDepths = mode.WarmupPeriod;
+        base.InitIndicator();
     }
 }

quantower/Statistics/PercentileIndicator.cs

@@ -12,7 +12,7 @@ public class PercentileIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => percentile!;
     public override string ShortName => $"PERCENTILE {Period} {Percent:F0}% : {SourceName}";
 
-    public PercentileIndicator()
+    public PercentileIndicator() : base()
     {
         Name = "PERCENTILE - n-th Percentile ";
         SeparateWindow = false;
@@ -22,6 +22,7 @@ public class PercentileIndicator : IndicatorBase
     {
         percentile = new(Period, Percent);
         MinHistoryDepths = percentile.WarmupPeriod;
+        base.InitIndicator();
     }
 
 }

quantower/Statistics/SkewIndicator.cs

@@ -11,7 +11,7 @@ public class SkewIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => skew!;
     public override string ShortName => $"SKEW {Period} : {SourceName}";
 
-    public SkewIndicator()
+    public SkewIndicator() : base()
     {
         Name = "SKEW - Skewness";
         SeparateWindow = true;
@@ -21,5 +21,6 @@ public class SkewIndicator : IndicatorBase
     {
         skew = new(Period);
         MinHistoryDepths = skew.WarmupPeriod;
+        base.InitIndicator();
     }
 }

quantower/Statistics/StddevIndicator.cs

@@ -7,12 +7,12 @@ public class StddevIndicator : IndicatorBase
     public int Period { get; set; } = 20;
 
     [InputParameter("Population", sortIndex: 2)]
-    public bool IsPopulation { get; set; }
+    public bool IsPopulation { get; set; } = false;
 
     private Stddev? stddev;
     protected override AbstractBase QuanTAlib => stddev!;
     public override string ShortName => $"STDDEV {Period} : {SourceName}";
-    public StddevIndicator()
+    public StddevIndicator() : base()
     {
         Name = "STDDEV - Standard Deviation";
         SeparateWindow = true;
@@ -22,5 +22,6 @@ public class StddevIndicator : IndicatorBase
     {
         stddev = new(Period, IsPopulation);
         MinHistoryDepths = stddev.WarmupPeriod;
+        base.InitIndicator();
     }
 }

quantower/Statistics/VarianceIndictor.cs

@@ -7,12 +7,12 @@ public class VarianceIndicator : IndicatorBase
     public int Period { get; set; } = 20;
 
     [InputParameter("Population", sortIndex: 2)]
-    public bool IsPopulation { get; set; }
+    public bool IsPopulation { get; set; } = false;
 
     private Variance? variance;
     protected override AbstractBase QuanTAlib => variance!;
     public override string ShortName => $"VAR {Period} : {SourceName}";
-    public VarianceIndicator()
+    public VarianceIndicator() : base()
     {
         Name = "VAR - Variance";
         SeparateWindow = true;
@@ -23,5 +23,6 @@ public class VarianceIndicator : IndicatorBase
         SeparateWindow = true;
         variance = new(Period, IsPopulation);
         MinHistoryDepths = variance.WarmupPeriod;
+        base.InitIndicator();
     }
 }

quantower/Statistics/ZscoreIndicator.cs

@@ -10,7 +10,7 @@ public class ZScoreIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => zScore!;
     public override string ShortName => $"ZSCORE {Period} : {SourceName}";
 
-    public ZScoreIndicator()
+    public ZScoreIndicator() : base()
     {
         Name = "ZSCORE - Standard Score";
         SeparateWindow = true;
@@ -20,6 +20,7 @@ public class ZScoreIndicator : IndicatorBase
     {
         zScore = new(Period);
         MinHistoryDepths = zScore.WarmupPeriod;
+        base.InitIndicator();
     }
 
 }

quantower/Statistics/_IndicatorBase.cs

@@ -28,7 +28,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
 
     [InputParameter("Show cold values", sortIndex: 20)]
     public bool ShowColdValues { get; set; } = true;
-    public int MinHistoryDepths { get; set; }
+    public int MinHistoryDepths;
 
     // LineSeries.LineSeries(string, Color, int, LineStyle)'
 
@@ -38,7 +38,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
 
     int IWatchlistIndicator.MinHistoryDepths => 0;
 
-    protected IndicatorBase()
+    protected IndicatorBase() : base()
     {
         OnBackGround = true;
         SeparateWindow = false;
@@ -46,14 +46,17 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
         Series = new(name: $"{Name}", color: Color.RoyalBlue, width: 2, style: LineStyle.Solid);
 
         AddLineSeries(Series);
+        InitIndicator();
     }
 
-    protected abstract void InitIndicator();
+    protected virtual void InitIndicator()
+    {
+        SourceName = GetName(Source);
+    }
 
     protected override void OnInit()
     {
         InitIndicator();
-        SourceName = GetName(Source);
         base.OnInit();
     }
 
@@ -93,7 +96,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
     {
         base.OnPaintChart(args);
         List<Point> allPoints = new List<Point>();
-        if (CurrentChart == null) { return; }
+        if (CurrentChart == null) return;
 
         Graphics gr = args.Graphics;
 
@@ -125,7 +128,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
 
     private void DrawSmoothCombinedCurve(Graphics gr, List<Point> allPoints, int hotCount)
     {
-        if (allPoints.Count < 2) { return; }
+        if (allPoints.Count < 2) return;
 
         using (Pen defaultPen = new(Series!.Color, Series.Width) { DashStyle = ConvertLineStyleToDashStyle(Series.Style) })
         using (Pen coldPen = new(Series!.Color, Series.Width) { DashStyle = DashStyle.Dot })
@@ -145,7 +148,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
             }
         }
     }
-    private static DashStyle ConvertLineStyleToDashStyle(LineStyle lineStyle)
+    private DashStyle ConvertLineStyleToDashStyle(LineStyle lineStyle)
     {
         return lineStyle switch
         {
@@ -156,7 +159,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
             _ => DashStyle.Solid,
         };
     }
-    protected static void DrawText(Graphics gr, string text, Rectangle clientRect)
+    protected void DrawText(Graphics gr, string text, Rectangle clientRect)
     {
         Font font = new Font("Inter", 8);
         SizeF textSize = gr.MeasureString(text, font);
@@ -166,7 +169,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
         gr.FillRectangle(SystemBrushes.ControlDarkDark, textRect);
         gr.DrawString(text, font, Brushes.White, new PointF(textRect.X + 6, textRect.Y + 5));
     }
-    protected static string GetName(int pType)
+    protected string GetName(int pType)
     {
         return pType switch
         {