gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-19 11:08:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

chore: repo cleanup and code quality improvements

Browse Source 
- Remove global.json (SDK pinning unnecessary)

- Remove nuget.config, move MyGet source to .csproj RestoreAdditionalProjectSources

- Gitignore ndepend/ entirely, move badges to docs/img/

- Update README.md and docs/ndepend.md badge paths

- Add NDepend project property to QuanTAlib.slnx

- Expand .editorconfig ReSharper/diagnostic suppressions

- Use ArgumentOutOfRangeException instead of ArgumentException

- Use discard _ for unused event sender parameters

- Remove quantalib.code-workspace and sonar-suppressions.json

- Add filter signature SVGs
This commit is contained in:
Miha Kralj
2026-03-03 09:22:55 -08:00
parent e1a6743bda
commit 1910fdca93
131 changed files with 216046 additions and 2027 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/channels/aberr/Aberr.cs
+16 -14
View File
@@ -96,12 +96,12 @@ public sealed class Aberr : ITValuePublisher, IDisposable
{
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than 0");
}
if (multiplier <= 0)
{
throw new ArgumentException("Multiplier must be greater than 0", nameof(multiplier));
throw new ArgumentOutOfRangeException(nameof(multiplier), "Multiplier must be greater than 0");
}
_period = period;
@@ -132,13 +132,13 @@ public sealed class Aberr : ITValuePublisher, IDisposable
_source.Pub += _handler;
}
private void HandleValue(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew);
private void HandleValue(object? _, in TValueEventArgs e) => Update(e.Value, e.IsNew);
/// <summary>
/// Helper to invoke the Pub event.
/// </summary>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private void PubEvent(TValue value, bool isNew = true)
private void PubEvent(TValue value, bool isNew)
{
Pub?.Invoke(this, new TValueEventArgs { Value = value, IsNew = isNew });
}
@@ -301,7 +301,8 @@ public sealed class Aberr : ITValuePublisher, IDisposable
}
else
{
double recalcSumSource = 0, recalcSumDeviation = 0;
double recalcSumSource = 0;
double recalcSumDeviation = 0;
for (int k = 0; k < period; k++)
{
recalcSumSource += buffers.Source[k];
@@ -439,11 +440,11 @@ public sealed class Aberr : ITValuePublisher, IDisposable
[StructLayout(LayoutKind.Auto)]
private ref struct ScalarState
{
public double SumSource;
public double SumDeviation;
public double LastValidValue;
public int BufferIndex;
public int TickCount;
internal double SumSource;
internal double SumDeviation;
internal double LastValidValue;
internal int BufferIndex;
internal int TickCount;
}
/// <summary>
@@ -452,8 +453,8 @@ public sealed class Aberr : ITValuePublisher, IDisposable
[StructLayout(LayoutKind.Auto)]
private readonly ref struct WorkBuffers(Span<double> source, Span<double> deviation)
{
public readonly Span<double> Source = source;
public readonly Span<double> Deviation = deviation;
internal readonly Span<double> Source = source;
internal readonly Span<double> Deviation = deviation;
}
/// <summary>
@@ -510,12 +511,12 @@ public sealed class Aberr : ITValuePublisher, IDisposable
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than 0");
}
if (multiplier <= 0)
{
throw new ArgumentException("Multiplier must be greater than 0", nameof(multiplier));
throw new ArgumentOutOfRangeException(nameof(multiplier), "Multiplier must be greater than 0");
}
if (len == 0)
@@ -701,5 +702,6 @@ public sealed class Aberr : ITValuePublisher, IDisposable
}
_disposed = true;
}
GC.SuppressFinalize(this);
}
}
lib/channels/accbands/AccBands.cs
+11 -11
View File
@@ -528,14 +528,14 @@ public sealed class AccBands : ITValuePublisher, IDisposable
[StructLayout(LayoutKind.Auto)]
private ref struct ScalarState
{
public double SumAdjHigh;
public double SumAdjLow;
public double SumClose;
public double LastValidHigh;
public double LastValidLow;
public double LastValidClose;
public int BufferIndex;
public int TickCount;
internal double SumAdjHigh;
internal double SumAdjLow;
internal double SumClose;
internal double LastValidHigh;
internal double LastValidLow;
internal double LastValidClose;
internal int BufferIndex;
internal int TickCount;
}
/// <summary>
@@ -544,9 +544,9 @@ public sealed class AccBands : ITValuePublisher, IDisposable
[StructLayout(LayoutKind.Auto)]
private readonly ref struct WorkBuffers(Span<double> adjHigh, Span<double> adjLow, Span<double> close)
{
public readonly Span<double> AdjHigh = adjHigh;
public readonly Span<double> AdjLow = adjLow;
public readonly Span<double> Close = close;
internal readonly Span<double> AdjHigh = adjHigh;
internal readonly Span<double> AdjLow = adjLow;
internal readonly Span<double> Close = close;
}
/// <summary>
lib/channels/apz/Apz.cs
+9 -9
View File
@@ -439,15 +439,15 @@ public sealed class Apz : ITValuePublisher
[StructLayout(LayoutKind.Auto)]
private ref struct ScalarState
{
public double Ema1Price;
public double Ema2Price;
public double Ema1Range;
public double Ema2Range;
public double E;
public double LastValidPrice;
public double LastValidHigh;
public double LastValidLow;
public bool IsHot;
internal double Ema1Price;
internal double Ema2Price;
internal double Ema1Range;
internal double Ema2Range;
internal double E;
internal double LastValidPrice;
internal double LastValidHigh;
internal double LastValidLow;
internal bool IsHot;
}
/// <summary>
lib/channels/dchannel/Dchannel.cs
+2 -2
View File
@@ -269,8 +269,8 @@ public sealed class Dchannel : ITValuePublisher
try
{
QuanTAlib.Highest.Batch(high, top.AsSpan(0, len), period);
QuanTAlib.Lowest.Batch(low, bot.AsSpan(0, len), period);
Highest.Batch(high, top.AsSpan(0, len), period);
Lowest.Batch(low, bot.AsSpan(0, len), period);
for (int i = 0; i < len; i++)
{
lib/channels/decaychannel/Decaychannel.cs
+25 -25
View File
@@ -16,8 +16,8 @@ public sealed class Decaychannel : ITValuePublisher
private readonly double _decayLambda;
private readonly double[] _hBuf;
private readonly double[] _lBuf;
private readonly double[] _hBuf_prev;
private readonly double[] _lBuf_prev;
private readonly double[] _hBufPrev;
private readonly double[] _lBufPrev;
private int _count;
private long _index;
@@ -42,7 +42,7 @@ public sealed class Decaychannel : ITValuePublisher
long Index);
private State _state;
private State _p_state;
private State _pState;
private readonly TBarPublishedHandler _barHandler;
@@ -66,8 +66,8 @@ public sealed class Decaychannel : ITValuePublisher
_decayLambda = Math.Log(2.0) / period;
_hBuf = new double[_period];
_lBuf = new double[_period];
_hBuf_prev = new double[_period];
_lBuf_prev = new double[_period];
_hBufPrev = new double[_period];
_lBufPrev = new double[_period];
_count = 0;
_index = -1;
_currentMax = double.NaN;
@@ -78,7 +78,7 @@ public sealed class Decaychannel : ITValuePublisher
_minAge = 0;
_state = new State(double.NaN, double.NaN, double.NaN, double.NaN, 0, 0, double.NaN, double.NaN, 0, -1);
_p_state = _state;
_pState = _state;
Name = $"Decaychannel({period})";
WarmupPeriod = period;
@@ -135,25 +135,25 @@ public sealed class Decaychannel : ITValuePublisher
_index);
// Save buffer contents
Array.Copy(_hBuf, _hBuf_prev, _period);
Array.Copy(_lBuf, _lBuf_prev, _period);
Array.Copy(_hBuf, _hBufPrev, _period);
Array.Copy(_lBuf, _lBufPrev, _period);
}
private void RestoreState()
{
_currentMax = _p_state.CurrentMax;
_currentMin = _p_state.CurrentMin;
_maxAge = _p_state.MaxAge;
_minAge = _p_state.MinAge;
_rawMax = _p_state.RawMax;
_rawMin = _p_state.RawMin;
_count = _p_state.Count;
_index = _p_state.Index;
_state = _p_state;
_currentMax = _pState.CurrentMax;
_currentMin = _pState.CurrentMin;
_maxAge = _pState.MaxAge;
_minAge = _pState.MinAge;
_rawMax = _pState.RawMax;
_rawMin = _pState.RawMin;
_count = _pState.Count;
_index = _pState.Index;
_state = _pState;
// Restore buffer contents
Array.Copy(_hBuf_prev, _hBuf, _period);
Array.Copy(_lBuf_prev, _lBuf, _period);
Array.Copy(_hBufPrev, _hBuf, _period);
Array.Copy(_lBufPrev, _lBuf, _period);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -200,7 +200,7 @@ public sealed class Decaychannel : ITValuePublisher
{
// Save state BEFORE advancing (this is state from end of previous bar)
SaveState();
_p_state = _state;
_pState = _state;
// Now advance to new bar
_index++;
@@ -379,8 +379,8 @@ public sealed class Decaychannel : ITValuePublisher
{
Array.Clear(_hBuf);
Array.Clear(_lBuf);
Array.Clear(_hBuf_prev);
Array.Clear(_lBuf_prev);
Array.Clear(_hBufPrev);
Array.Clear(_lBufPrev);
_count = 0;
_index = -1;
_currentMax = double.NaN;
@@ -390,7 +390,7 @@ public sealed class Decaychannel : ITValuePublisher
_maxAge = 0;
_minAge = 0;
_state = new State(double.NaN, double.NaN, double.NaN, double.NaN, 0, 0, double.NaN, double.NaN, 0, -1);
_p_state = _state;
_pState = _state;
Last = default;
Upper = default;
Lower = default;
@@ -436,8 +436,8 @@ public sealed class Decaychannel : ITValuePublisher
try
{
QuanTAlib.Highest.Batch(high, rawMaxArr.AsSpan(0, len), period);
QuanTAlib.Lowest.Batch(low, rawMinArr.AsSpan(0, len), period);
Highest.Batch(high, rawMaxArr.AsSpan(0, len), period);
Lowest.Batch(low, rawMinArr.AsSpan(0, len), period);
double currentMax = double.NaN;
double currentMin = double.NaN;
lib/channels/vwapsd/Vwapsd.Quantower.cs
-12
View File
@@ -58,18 +58,6 @@ public class VwapsdIndicator : Indicator, IWatchlistIndicator
base.OnInit();
}
private void UpdateSeriesNames()
{
if (UpperSeries != null)
{
UpperSeries.Name = $"Upper (+{NumDevs:F1}σ)";
}
if (LowerSeries != null)
{
LowerSeries.Name = $"Lower (-{NumDevs:F1}σ)";
}
}
protected override void OnUpdate(UpdateArgs args)
{
var item = HistoricalData[0, SeekOriginHistory.End];