tests

.github/workflows/Publish.yml

@@ -215,7 +215,7 @@ jobs:
           sarif_file: results.sarif
 
   build_publish:
-    needs: [SonarCloud, Code_Coverage, CodeQL, Codacy_Scan]
+    needs: [SonarCloud, Code_Coverage, CodeQL, Codacy_Scan, SecurityCodeScan]
     if: success()
     runs-on: ubuntu-latest
     steps:

Directory.Build.props

@@ -2,7 +2,7 @@
   <PropertyGroup>
     <TargetFramework>net8.0</TargetFramework>
     <LangVersion>preview</LangVersion>
-
+    <NoWarn>$(NoWarn);NU1903;NU5104</NoWarn>
     <ImplicitUsings>enable</ImplicitUsings>
     <Nullable>enable</Nullable>
     <Deterministic>true</Deterministic>
@@ -49,6 +49,8 @@
   </ItemGroup>
 
   <PropertyGroup Condition="'$(IsLocalBuild)' == 'true'">
+
+<!-- Set the correct path to Quantower here -->
     <QuantowerRoot>D:\Quantower</QuantowerRoot>
     <QuantowerPath>$([System.IO.Directory]::GetDirectories("$(QuantowerRoot)\TradingPlatform", "v1*")[0])</QuantowerPath>
   </PropertyGroup>

Tests/test_Trady.cs

@@ -3,16 +3,16 @@ using Trady.Analysis.Indicator;
 using Trady.Core;
 using Trady.Core.Infrastructure;
 using System.Diagnostics.CodeAnalysis;
+using System.Security.Cryptography;
 
 namespace QuanTAlib;
 
 [SuppressMessage("Security", "SCS0005:Weak random number generator.", Justification = "Acceptable for tests")]
-
 public class TradyTests
 {
     private readonly TBarSeries bars;
     private readonly GbmFeed feed;
-    private readonly Random rnd;
+    private readonly RandomNumberGenerator rng;
     private readonly double range;
     private readonly int iterations;
     private readonly int skip;
@@ -20,7 +20,7 @@ public class TradyTests
 
     public TradyTests()
     {
-        rnd = new((int)DateTime.Now.Ticks);
+        rng = RandomNumberGenerator.Create();
         feed = new(sigma: 0.5, mu: 0.0);
         bars = new(feed);
         range = 1e-9;
@@ -37,12 +37,20 @@ public class TradyTests
         )).ToList();
     }
 
+    private int GetRandomNumber(int minValue, int maxValue)
+    {
+        byte[] randomBytes = new byte[4];
+        rng.GetBytes(randomBytes);
+        int randomInt = BitConverter.ToInt32(randomBytes, 0);
+        return Math.Abs(randomInt % (maxValue - minValue)) + minValue;
+    }
+
     [Fact]
     public void SMA()
     {
         for (int run = 0; run < iterations; run++)
         {
-            int period = rnd.Next(50) + 5;
+            int period = GetRandomNumber(5, 55);
             Sma ma = new(period);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -72,7 +80,7 @@ public class TradyTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            int period = rnd.Next(50) + 5;
+            int period = GetRandomNumber(5, 55);
             Ema ma = new(period);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -96,6 +104,4 @@ public class TradyTests
             }
         }
     }
-
-
 }

Tests/test_Tulip.cs

@@ -1,15 +1,15 @@
 using Xunit;
 using Tulip;
 using System.Diagnostics.CodeAnalysis;
+using System.Security.Cryptography;
 
 namespace QuanTAlib;
 
 [SuppressMessage("Security", "SCS0005:Weak random number generator.", Justification = "Acceptable for tests")]
 public class TulipTests
 {
-    private readonly TBarSeries bars;
     private readonly GbmFeed feed;
-    private readonly Random rnd;
+    private readonly RandomNumberGenerator rng;
     private readonly double range;
     private readonly int iterations;
     private readonly double[] data;
@@ -18,9 +18,8 @@ public class TulipTests
 
     public TulipTests()
     {
-        rnd = new((int)DateTime.Now.Ticks);
+        rng = RandomNumberGenerator.Create();
         feed = new(sigma: 0.5, mu: 0.0);
-        bars = new(feed);
         range = 1e-9;
         feed.Add(10000);
         iterations = 3;
@@ -29,12 +28,20 @@ public class TulipTests
         outdata = new double[data.Count()];
     }
 
+    private int GetRandomNumber(int minValue, int maxValue)
+    {
+        byte[] randomBytes = new byte[4];
+        rng.GetBytes(randomBytes);
+        int randomInt = BitConverter.ToInt32(randomBytes, 0);
+        return Math.Abs(randomInt % (maxValue - minValue)) + minValue;
+    }
+
     [Fact]
     public void SMA()
     {
         for (int run = 0; run < iterations; run++)
         {
-            int period = rnd.Next(50) + 5;
+            int period = GetRandomNumber(5, 55);
             Sma ma = new(period);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -58,7 +65,7 @@ public class TulipTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            int period = rnd.Next(30) + 5;
+            int period = GetRandomNumber(5, 35);
             Ema ma = new(period, useSma: false);
             TSeries QL = new();
             foreach (TBar item in feed)

Tests/test_eventing.cs

@@ -1,4 +1,5 @@
 using Xunit;
+using System.Security.Cryptography;
 
 namespace QuanTAlib;
 
@@ -7,8 +8,8 @@ public class EventingTests
     [Fact]
     public void VerifyEventBasedCalculations()
     {
-        // Create a random number generator with a fixed seed for reproducibility
+        // Create a cryptographically secure random number generator
-        var random = new Random(42);
+        using var rng = RandomNumberGenerator.Create();
 
         // Create an input series to hold our random values
         var input = new TSeries();
@@ -16,59 +17,63 @@ public class EventingTests
 
         // Create a list of indicator pairs (direct calculation and event-based)
         var indicators = new List<(AbstractBase Direct, AbstractBase EventBased)>
-            {
+        {
-                (new Afirma(p,p,Afirma.WindowType.BlackmanHarris), new Afirma(input, p,p,Afirma.WindowType.BlackmanHarris)),
+            (new Afirma(p,p,Afirma.WindowType.BlackmanHarris), new Afirma(input, p,p,Afirma.WindowType.BlackmanHarris)),
-                (new Alma(p), new Alma(input, p)),
+            (new Alma(p), new Alma(input, p)),
-                (new Convolution([1,2,3,2,1]), new Convolution(input, [1,2,3,2,1])),
+            (new Convolution([1,2,3,2,1]), new Convolution(input, [1,2,3,2,1])),
-                (new Dema(p), new Dema(input, p)),
+            (new Dema(p), new Dema(input, p)),
-                (new Dsma(p), new Dsma(input, p)),
+            (new Dsma(p), new Dsma(input, p)),
-                (new Dwma(p), new Dwma(input, p)),
+            (new Dwma(p), new Dwma(input, p)),
-                (new Ema(p), new Ema(input, p)),
+            (new Ema(p), new Ema(input, p)),
-                (new Epma(p), new Epma(input, p)),
+            (new Epma(p), new Epma(input, p)),
-                (new Frama(p), new Frama(input, p)),
+            (new Frama(p), new Frama(input, p)),
-                (new Fwma(p), new Fwma(input, p)),
+            (new Fwma(p), new Fwma(input, p)),
-                (new Gma(p), new Gma(input, p)),
+            (new Gma(p), new Gma(input, p)),
-                (new Hma(p), new Hma(input, p)),
+            (new Hma(p), new Hma(input, p)),
-                (new Htit(), new Htit(input)),
+            (new Htit(), new Htit(input)),
-                (new Hwma(p), new Hwma(input, p)),
+            (new Hwma(p), new Hwma(input, p)),
-                (new Jma(p), new Jma(input, p)),
+            (new Jma(p), new Jma(input, p)),
-                (new Kama(p), new Kama(input, p)),
+            (new Kama(p), new Kama(input, p)),
-                (new Ltma(gamma: 0.2), new Ltma(input, gamma: 0.2)),
+            (new Ltma(gamma: 0.2), new Ltma(input, gamma: 0.2)),
-                (new Maaf(p), new Maaf(input, p)),
+            (new Maaf(p), new Maaf(input, p)),
-                (new Mama(p), new Mama(input, p)),
+            (new Mama(p), new Mama(input, p)),
-                (new Mgdi(p), new Mgdi(input, p)),
+            (new Mgdi(p), new Mgdi(input, p)),
-                (new Mma(p), new Mma(input, p)),
+            (new Mma(p), new Mma(input, p)),
-                (new Qema(k1: 0.2, k2: 0.2, k3: 0.2, k4: 0.2), new Qema(input, k1: 0.2, k2: 0.2, k3: 0.2, k4: 0.2)),
+            (new Qema(k1: 0.2, k2: 0.2, k3: 0.2, k4: 0.2), new Qema(input, k1: 0.2, k2: 0.2, k3: 0.2, k4: 0.2)),
-                (new Rema(p), new Rema(input, p)),
+            (new Rema(p), new Rema(input, p)),
-                (new Rma(p), new Rma(input, p)),
+            (new Rma(p), new Rma(input, p)),
-
+            (new Sma(p), new Sma(input, p)),
-                (new Sma(p), new Sma(input, p)),
+            (new Wma(p), new Wma(input, p)),
-                (new Wma(p), new Wma(input, p)),
+            (new Rma(p), new Rma(input, p)),
-                (new Rma(p), new Rma(input, p)),
+            (new Tema(p), new Tema(input, p)),
-
+            (new Kama(2, 30, 6), new Kama(input, 2, 30, 6)),
-                (new Tema(p), new Tema(input, p)),
+            (new Zlema(p), new Zlema(input, p))
-                (new Kama(2, 30, 6), new Kama(input, 2, 30, 6)),
+        };
-
-                (new Zlema(p), new Zlema(input, p))
-            };
 
         // Generate 200 random values and feed them to both direct and event-based indicators
-        for (int i = 0; i< 200; i++)
+        for (int i = 0; i < 200; i++)
         {
-            double randomValue = random.NextDouble() * 100;
+            double randomValue = GetRandomDouble(rng) * 100;
-    input.Add(randomValue);
+            input.Add(randomValue);
 
             // Calculate direct indicators
             foreach (var (direct, _) in indicators)
             {
                 direct.Calc(randomValue);
             }
-}
+        }
 
-// Compare the results of direct and event-based calculations
+        // Compare the results of direct and event-based calculations
-foreach (var (direct, eventBased) in indicators)
+        foreach (var (direct, eventBased) in indicators)
-{
+        {
-    Assert.Equal(direct.Value, eventBased.Value, 9);
+            Assert.Equal(direct.Value, eventBased.Value, 9);
-}
+        }
+    }
+
+    private static double GetRandomDouble(RandomNumberGenerator rng)
+    {
+        byte[] bytes = new byte[8];
+        rng.GetBytes(bytes);
+        return (double)BitConverter.ToUInt64(bytes, 0) / ulong.MaxValue;
     }
 }

Tests/test_iTBar.cs

@@ -1,16 +1,16 @@
 using Xunit;
 using System.Reflection;
 using System.Diagnostics.CodeAnalysis;
+using System.Security.Cryptography;
 
 namespace QuanTAlib;
 
 /// <summary>
 /// Contains unit tests for bar-based indicators in QuanTAlib.
 /// </summary>
-[SuppressMessage("Security", "SCS0005:Weak random number generator.", Justification = "Acceptable for tests")]
 public class BarIndicatorTests
 {
-    private readonly Random rnd;
+    private readonly RandomNumberGenerator rng;
     private const int SeriesLen = 1000;
     private const int Corrections = 100;
 
@@ -19,7 +19,7 @@ public class BarIndicatorTests
     /// </summary>
     public BarIndicatorTests()
     {
-        rnd = new Random((int)DateTime.Now.Ticks);
+        rng = RandomNumberGenerator.Create();
     }
 
     private static readonly ITValue[] indicators = new ITValue[]
@@ -124,15 +124,40 @@ public class BarIndicatorTests
     /// <returns>A randomly generated TBar.</returns>
     private TBar GenerateRandomBar(bool isNew)
     {
-        double open = rnd.NextDouble() * 200 - 100;
+        double open = GetRandomDouble() * 200 - 100;
-        double close = rnd.NextDouble() * 200 - 100;
+        double close = GetRandomDouble() * 200 - 100;
-        double high = Math.Max(open, close) + rnd.NextDouble() * 10;
+        double high = Math.Max(open, close) + GetRandomDouble() * 10;
-        double low = Math.Min(open, close) - rnd.NextDouble() * 10;
+        double low = Math.Min(open, close) - GetRandomDouble() * 10;
-        long volume = rnd.Next(0, 10000);
+        long volume = GetRandomNumber(0, 10000);
 
         return new TBar(Time: DateTime.Now, Open: open, High: high, Low: low, Close: close, Volume: volume, IsNew: isNew);
     }
 
+    /// <summary>
+    /// Generates a random double between 0 and 1.
+    /// </summary>
+    /// <returns>A random double between 0 and 1.</returns>
+    private double GetRandomDouble()
+    {
+        byte[] bytes = new byte[8];
+        rng.GetBytes(bytes);
+        return (double)BitConverter.ToUInt64(bytes, 0) / ulong.MaxValue;
+    }
+
+    /// <summary>
+    /// Generates a random integer between minValue (inclusive) and maxValue (exclusive).
+    /// </summary>
+    /// <param name="minValue">The minimum value (inclusive).</param>
+    /// <param name="maxValue">The maximum value (exclusive).</param>
+    /// <returns>A random integer between minValue and maxValue.</returns>
+    private int GetRandomNumber(int minValue, int maxValue)
+    {
+        byte[] randomBytes = new byte[4];
+        rng.GetBytes(randomBytes);
+        int randomInt = BitConverter.ToInt32(randomBytes, 0);
+        return Math.Abs(randomInt % (maxValue - minValue)) + minValue;
+    }
+
     /// <summary>
     /// Provides the list of indicators for parameterized tests.
     /// </summary>

Tests/test_iTValue.cs

@@ -1,19 +1,27 @@
 using Xunit;
 using System.Reflection;
 using System.Diagnostics.CodeAnalysis;
+using System.Security.Cryptography;
 
 namespace QuanTAlib;
 
-[SuppressMessage("Security", "SCS0005:Weak random number generator.", Justification = "Acceptable for tests")]
 public class IndicatorTests
 {
-    private readonly Random rnd;
+    private readonly RandomNumberGenerator rng;
     private const int SeriesLen = 1000;
     private const int Corrections = 100;
 
     public IndicatorTests()
     {
-        rnd = new Random((int)DateTime.Now.Ticks);
+        rng = RandomNumberGenerator.Create();
+    }
+
+    private int GetRandomNumber(int minValue, int maxValue)
+    {
+        byte[] randomBytes = new byte[4];
+        rng.GetBytes(randomBytes);
+        int randomInt = BitConverter.ToInt32(randomBytes, 0);
+        return Math.Abs(randomInt % (maxValue - minValue)) + minValue;
     }
 
     // skipcq: CS-R1055
@@ -83,12 +91,12 @@ public class IndicatorTests
 
         for (int i = 0; i < SeriesLen; i++)
         {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
+            TValue item1 = new(Time: DateTime.Now, Value: GetRandomNumber(-100, 100), IsNew: true);
             InvokeCalc(indicator1, calcMethod, item1);
 
             for (int j = 0; j < Corrections; j++)
             {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
+                item1 = new(Time: DateTime.Now, Value: GetRandomNumber(-100, 100), IsNew: false);
                 InvokeCalc(indicator1, calcMethod, item1);
             }
 

Tests/test_skender.stock.cs

@@ -1,16 +1,15 @@
 using Xunit;
 using Skender.Stock.Indicators;
 using System.Diagnostics.CodeAnalysis;
+using System.Security.Cryptography;
 
 namespace QuanTAlib;
 
-[SuppressMessage("Security", "SCS0005:Weak random number generator.", Justification = "Acceptable for tests")]
-
 public class SkenderTests
 {
     private readonly TBarSeries bars;
     private readonly GbmFeed feed;
-    private readonly Random rnd;
+    private readonly RandomNumberGenerator rng;
     private readonly double range;
     private int period;
     private readonly int iterations = 3; // Initialized directly at declaration
@@ -18,7 +17,7 @@ public class SkenderTests
 
     public SkenderTests()
     {
-        rnd = new((int)DateTime.Now.Ticks);
+        rng = RandomNumberGenerator.Create();
         feed = new(sigma: 0.5, mu: 0.0);
         bars = new(feed);
         range = 1e-9;
@@ -34,12 +33,20 @@ public class SkenderTests
         });
     }
 
+    private int GetRandomNumber(int minValue, int maxValue)
+    {
+        byte[] randomBytes = new byte[4];
+        rng.GetBytes(randomBytes);
+        int randomInt = BitConverter.ToInt32(randomBytes, 0);
+        return Math.Abs(randomInt % (maxValue - minValue)) + minValue;
+    }
+
     [Fact]
     public void SMA()
     {
         for (int run = 0; run < iterations; run++)
         {
-            period = rnd.Next(50) + 5;
+            period = GetRandomNumber(5, 55);
             Sma ma = new(period);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -58,7 +65,7 @@ public class SkenderTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            period = rnd.Next(50) + 5;
+            period = GetRandomNumber(5, 55);
             Ema ma = new(period, useSma: true);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -77,7 +84,7 @@ public class SkenderTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            period = rnd.Next(50) + 5;
+            period = GetRandomNumber(5, 55);
             Ema ma = new(period, useSma: false);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -96,7 +103,7 @@ public class SkenderTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            period = rnd.Next(50) + 5;
+            period = GetRandomNumber(5, 55);
             Dema ma = new(period);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -115,7 +122,7 @@ public class SkenderTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            period = rnd.Next(50) + 5;
+            period = GetRandomNumber(5, 55);
             Tema ma = new(period);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -134,7 +141,7 @@ public class SkenderTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            period = rnd.Next(50) + 5;
+            period = GetRandomNumber(5, 55);
             double[] kernel = Enumerable.Repeat(1.0, period).ToArray();
             Convolution ma = new(kernel);
             TSeries QL = new();
@@ -154,7 +161,7 @@ public class SkenderTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            period = rnd.Next(50) + 5;
+            period = GetRandomNumber(5, 55);
             Wma ma = new(period);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -173,7 +180,7 @@ public class SkenderTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            period = rnd.Next(50) + 5;
+            period = GetRandomNumber(5, 55);
             Hma ma = new(period);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -192,7 +199,7 @@ public class SkenderTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            period = rnd.Next(50) + 5;
+            period = GetRandomNumber(5, 55);
             Epma ma = new(period);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -211,7 +218,7 @@ public class SkenderTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            period = rnd.Next(50) + 5;
+            period = GetRandomNumber(5, 55);
             Alma ma = new(period, offset: 0.85, sigma: 6);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -230,7 +237,7 @@ public class SkenderTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            period = rnd.Next(50) + 5;
+            period = GetRandomNumber(5, 55);
             T3 ma = new(period, vfactor: 0.7, useSma: false);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -249,7 +256,7 @@ public class SkenderTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            period = rnd.Next(50) + 5;
+            period = GetRandomNumber(5, 55);
             Smma ma = new(period);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -268,7 +275,7 @@ public class SkenderTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            period = rnd.Next(50) + 5;
+            period = GetRandomNumber(5, 55);
             Kama ma = new(period);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -307,7 +314,7 @@ public class SkenderTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            period = rnd.Next(50) + 5;
+            period = GetRandomNumber(5, 55);
             Mgdi ma = new(period: period);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -328,7 +335,7 @@ public class SkenderTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            period = rnd.Next(50) + 5;
+            period = GetRandomNumber(5, 55);
             Atr ma = new(period: period);
             TSeries QL = new();
             foreach (TBar item in bars) { QL.Add(ma.Calc(item)); }
@@ -342,5 +349,4 @@ public class SkenderTests
             }
         }
     }
-
 }

Tests/test_talib.cs

@@ -1,33 +1,36 @@
 using Xunit;
 using TALib;
 using System.Diagnostics.CodeAnalysis;
+using System.Security.Cryptography;
 
 namespace QuanTAlib;
 
-[SuppressMessage("Security", "SCS0005:Weak random number generator.", Justification = "Acceptable for tests")]
-
 public class TAlibTests
 {
-    private readonly TBarSeries bars;
     private readonly GbmFeed feed;
-    private readonly Random rnd;
+    private readonly RandomNumberGenerator rng;
     private readonly double range;
     private readonly int iterations;
     private readonly double[] data;
     private readonly double[] TALIB;
 
-
     public TAlibTests()
     {
-        rnd = new((int)DateTime.Now.Ticks);
+        rng = RandomNumberGenerator.Create();
         feed = new(sigma: 0.5, mu: 0.0);
-        bars = new(feed);
         range = 1e-9;
         feed.Add(10000);
         iterations = 3;
         data = feed.Close.v.ToArray();
         TALIB = new double[data.Count()];
+    }
 
+    private int GetRandomNumber(int minValue, int maxValue)
+    {
+        byte[] randomBytes = new byte[4];
+        rng.GetBytes(randomBytes);
+        int randomInt = BitConverter.ToInt32(randomBytes, 0);
+        return Math.Abs(randomInt % (maxValue - minValue)) + minValue;
     }
 
     [Fact]
@@ -35,7 +38,7 @@ public class TAlibTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            int period = rnd.Next(50) + 5;
+            int period = GetRandomNumber(5, 55);
             Sma ma = new(period);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -44,7 +47,6 @@ public class TAlibTests
             Assert.Equal(QL.Length, TALIB.Count());
             for (int i = QL.Length - 1; i > period; i--)
             {
-                double TL = i < outBegIdx ? double.NaN : TALIB[i - outBegIdx];
                 Assert.InRange(TALIB[i - outBegIdx] - QL[i].Value, -range, range);
             }
         }
@@ -55,7 +57,7 @@ public class TAlibTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            int period = rnd.Next(50) + 5;
+            int period = GetRandomNumber(5, 55);
             Ema ma = new(period, useSma: true);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -64,7 +66,6 @@ public class TAlibTests
             Assert.Equal(QL.Length, TALIB.Count());
             for (int i = QL.Length - 1; i > period; i--)
             {
-                double TL = i < outBegIdx ? double.NaN : TALIB[i - outBegIdx];
                 Assert.InRange(TALIB[i - outBegIdx] - QL[i].Value, -range, range);
             }
         }
@@ -75,7 +76,7 @@ public class TAlibTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            int period = rnd.Next(50) + 5;
+            int period = GetRandomNumber(5, 55);
             Dema ma = new(period);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -84,7 +85,6 @@ public class TAlibTests
             Assert.Equal(QL.Length, TALIB.Length);
             for (int i = QL.Length - 1; i > period * 20; i--)
             {
-                double TL = i < outBegIdx ? double.NaN : TALIB[i - outBegIdx];
                 Assert.InRange(TALIB[i - outBegIdx] - QL[i].Value, -range, range);
             }
         }
@@ -95,7 +95,7 @@ public class TAlibTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            int period = rnd.Next(50) + 5;
+            int period = GetRandomNumber(5, 55);
             Tema ma = new(period);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -104,41 +104,37 @@ public class TAlibTests
             Assert.Equal(QL.Length, TALIB.Length);
             for (int i = QL.Length - 1; i > period * 20; i--)
             {
-                double TL = i < outBegIdx ? double.NaN : TALIB[i - outBegIdx];
                 Assert.InRange(TALIB[i - outBegIdx] - QL[i].Value, -range, range);
             }
         }
     }
 
-    //TODO fix WMA
+    [Fact]
-    /*
+    public void WMA()
-        [Fact]
+    {
-        public void WMA()
+        for (int run = 0; run < iterations; run++)
         {
-            for (int run = 0; run < iterations; run++)
+            int period = GetRandomNumber(5, 55);
+            Wma ma = new(period);
+            TSeries QL = new();
+            foreach (TBar item in feed)
+            { QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
+            Core.Wma(data, 0, QL.Length - 1, TALIB, out int outBegIdx, out _, period);
+            Assert.Equal(QL.Length, TALIB.Count());
+            for (int i = QL.Length - 1; i > period * 10; i--)
             {
-                period = rnd.Next(50) + 5;
+                Assert.InRange(TALIB[i - outBegIdx] - QL[i].Value, -range, range);
-                Wma ma = new(period);
-                TSeries QL = new();
-                foreach (TBar item in feed)
-                { QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
-                Core.Wma(data, 0, QL.Length - 1, TALIB, out int outBegIdx, out _, period);
-                Assert.Equal(QL.Length, TALIB.Count());
-                for (int i = QL.Length - 1; i > period*3; i--)
-                {
-                    double TL = i < outBegIdx ? double.NaN : TALIB[i - outBegIdx];
-                    Assert.InRange(TALIB[i - outBegIdx] - QL[i].Value, -range, range);
-                }
             }
         }
-        */
+    }
+
 
     [Fact]
     public void T3()
     {
         for (int run = 0; run < iterations; run++)
         {
-            int period = rnd.Next(50) + 5;
+            int period = GetRandomNumber(5, 55);
             T3 ma = new(period, vfactor: 0.7, useSma: false);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -147,10 +143,8 @@ public class TAlibTests
             Assert.Equal(QL.Length, TALIB.Length);
             for (int i = QL.Length - 1; i > period * 20; i--)
             {
-                double TL = i < outBegIdx ? double.NaN : TALIB[i - outBegIdx];
                 Assert.InRange(TALIB[i - outBegIdx] - QL[i].Value, -range, range);
             }
         }
     }
-
 }

lib/feeds/GbmFeed.cs

@@ -1,11 +1,11 @@
-using System.CommandLine.Rendering.Views;
+using System.Security.Cryptography;
 
 namespace QuanTAlib;
 
 public class GbmFeed : TBarSeries
 {
     private readonly double _mu, _sigma;
-    private readonly Random _random;
+    private readonly RandomNumberGenerator _rng;
     private double _lastClose, _lastHigh, _lastLow;
 
     public GbmFeed(double initialPrice = 100.0, double mu = 0.05, double sigma = 0.2)
@@ -13,7 +13,7 @@ public class GbmFeed : TBarSeries
         _lastClose = _lastHigh = _lastLow = initialPrice;
         _mu = mu;
         _sigma = sigma;
-        _random = new Random((int)DateTime.Now.Ticks);
+        _rng = RandomNumberGenerator.Create();
         this.Name = $"GBM({_sigma:F2})";
     }
 
@@ -39,9 +39,9 @@ public class GbmFeed : TBarSeries
         double newClose = _lastClose * Math.Exp(drift + diffusion);
 
         double open = _lastClose;
-        double high = Math.Max(_lastHigh, Math.Max(open, newClose) * (1 + _random.NextDouble() * 0.01));
+        double high = Math.Max(_lastHigh, Math.Max(open, newClose) * (1 + GenerateRandomDouble() * 0.01));
-        double low = Math.Min(_lastLow, Math.Min(open, newClose) * (1 - _random.NextDouble() * 0.01));
+        double low = Math.Min(_lastLow, Math.Min(open, newClose) * (1 - GenerateRandomDouble() * 0.01));
-        double volume = 1000 + _random.NextDouble() * 1000;
+        double volume = 1000 + GenerateRandomDouble() * 1000;
 
         if (isNew)
         {
@@ -62,8 +62,15 @@ public class GbmFeed : TBarSeries
     private double GenerateNormalRandom()
     {
         // Box-Muller transform to generate standard normal random variable
-        double u1 = 1.0 - _random.NextDouble(); // Uniform(0,1] random doubles
+        double u1 = 1.0 - GenerateRandomDouble(); // Uniform(0,1] random doubles
-        double u2 = 1.0 - _random.NextDouble();
+        double u2 = 1.0 - GenerateRandomDouble();
         return Math.Sqrt(-2.0 * Math.Log(u1)) * Math.Sin(2.0 * Math.PI * u2);
     }
+
+    private double GenerateRandomDouble()
+    {
+        byte[] bytes = new byte[8];
+        _rng.GetBytes(bytes);
+        return (double)BitConverter.ToUInt64(bytes, 0) / ulong.MaxValue;
+    }
 }

lib/quantalib.csproj

@@ -18,36 +18,24 @@
     <DebugType>full</DebugType>
     <ProduceReferenceAssembly>True</ProduceReferenceAssembly>
     <GeneratePackageOnBuild>True</GeneratePackageOnBuild>
-		<PackageTags>
+    <PackageIcon>QuanTAlib2.png</PackageIcon>
+    <PackageReadmeFile>readme.md</PackageReadmeFile>
+    <PackageLicenseExpression>Apache-2.0</PackageLicenseExpression>
+    <PackageTags>
       Indicators;Stock;Market;Technical;Analysis;Algorithmic;Trading;Trade;Trend;Momentum;Finance;Algorithm;Algo;
       AlgoTrading;Financial;Strategy;Chart;Charting;Oscillator;Overlay;Equity;Bitcoin;Crypto;Cryptocurrency;Forex;
       Quantitative;Historical;Quotes;
     </PackageTags>
-    <NoWarn>$(NoWarn);NU5104</NoWarn>
-    <PackageIcon>QuanTAlib2.png</PackageIcon>
-    <PackageLicenseExpression>Apache-2.0</PackageLicenseExpression>
-    <ProduceReferenceAssembly>True</ProduceReferenceAssembly>
-    <PackageIconUrl>https://raw.githubusercontent.com/mihakralj/QuanTAlib/main/.github/QuanTAlib2.png</PackageIconUrl>
-    <EnforceCodeStyleInBuild>True</EnforceCodeStyleInBuild>
-    <PackageTags>
-    Indicators;Stock;Market;Technical;Analysis;Algorithmic;Trading;Trade;Trend;Momentum;Finance;Algorithm;Algo;
-    AlgoTrading;Financial;Strategy;Chart;Charting;Oscillator;Overlay;Equity;Bitcoin;Crypto;Cryptocurrency;Forex;
-    Quantitative;Historical;Quotes;
-    </PackageTags>
     <PackageIcon>QuanTAlib2.png</PackageIcon>
 		<PackageIconUrl>https://raw.githubusercontent.com/mihakralj/QuanTAlib/main/.github/QuanTAlib2.png</PackageIconUrl>
 		<EnforceCodeStyleInBuild>True</EnforceCodeStyleInBuild>
   </PropertyGroup>
-  <PropertyGroup>
+
-		<PackageIcon>QuanTAlib2.png</PackageIcon>
-		<PackageIconUrl>https://raw.githubusercontent.com/mihakralj/QuanTAlib/main/.github/QuanTAlib2.png</PackageIconUrl>
-		<EnforceCodeStyleInBuild>True</EnforceCodeStyleInBuild>
-	</PropertyGroup>
   <ItemGroup>
     <None Include="..\docs\readme.md" Pack="true" PackagePath=""/>
     <None Include="..\.github\QuanTAlib2.png" Pack="true" Visible="false" PackagePath=""/>
-    <PackageReference Include="System.Text.Json" Version="9.0.0-rc.1.24431.7" />
   </ItemGroup>
+
   <ItemGroup>
     <Reference Include="TradingPlatform.BusinessLayer">
     <HintPath>..\.github\TradingPlatform.BusinessLayer.dll</HintPath>