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chore: repo cleanup and code quality improvements

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- 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/statistics/cointegration/Cointegration.cs
-6
View File
@@ -114,15 +114,11 @@ public sealed class Cointegration : AbstractBase
{
return Update(new TValue(DateTime.MinValue, seriesA), new TValue(DateTime.MinValue, seriesB), isNew);
}
/// <inheritdoc/>
/// <remarks>Not supported for bi-input indicator. Use Update(seriesA, seriesB) instead.</remarks>
public override TValue Update(TValue input, bool isNew = true)
{
throw new NotSupportedException("Cointegration requires two inputs (seriesA and seriesB). Use Update(seriesA, seriesB).");
}
/// <inheritdoc/>
/// <remarks>Not supported for bi-input indicator. Use Calculate(seriesA, seriesB, period) instead.</remarks>
public override TSeries Update(TSeries source)
{
@@ -402,8 +398,6 @@ public sealed class Cointegration : AbstractBase
_sumDelta2 = FusedMultiplyAdd(delta, delta, _sumDelta2);
}
}
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{
throw new NotSupportedException("Cointegration requires two inputs.");
lib/statistics/correlation/Correlation.cs
-6
View File
@@ -113,15 +113,11 @@ public sealed class Correlation : AbstractBase
{
return Update(new TValue(DateTime.MinValue, seriesX), new TValue(DateTime.MinValue, seriesY), isNew);
}
/// <inheritdoc/>
/// <remarks>Not supported for bi-input indicator. Use Update(seriesX, seriesY) instead.</remarks>
public override TValue Update(TValue input, bool isNew = true)
{
throw new NotSupportedException("Correlation requires two inputs (seriesX and seriesY). Use Update(seriesX, seriesY).");
}
/// <inheritdoc/>
/// <remarks>Not supported for bi-input indicator. Use Calculate(seriesX, seriesY, period) instead.</remarks>
public override TSeries Update(TSeries source)
{
@@ -263,8 +259,6 @@ public sealed class Correlation : AbstractBase
_sumXY = FusedMultiplyAdd(x, y, _sumXY);
}
}
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{
throw new NotSupportedException("Correlation requires two inputs.");
lib/statistics/granger/Granger.cs
-6
View File
@@ -108,15 +108,11 @@ public sealed class Granger : AbstractBase
{
return Update(new TValue(DateTime.UtcNow, seriesY), new TValue(DateTime.UtcNow, seriesX), isNew);
}
/// <inheritdoc/>
/// <remarks>Not supported for dual-input indicator. Use Update(seriesY, seriesX) instead.</remarks>
public override TValue Update(TValue input, bool isNew = true)
{
throw new NotSupportedException("Granger requires two inputs (seriesY and seriesX). Use Update(seriesY, seriesX).");
}
/// <inheritdoc/>
/// <remarks>Not supported for dual-input indicator. Use Batch(seriesY, seriesX, period) instead.</remarks>
public override TSeries Update(TSeries source)
{
@@ -370,8 +366,6 @@ public sealed class Granger : AbstractBase
_sumYLagXLag = FusedMultiplyAdd(yLag, xLag, _sumYLagXLag);
}
}
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{
throw new NotSupportedException("Granger requires two inputs.");
lib/statistics/kendall/Kendall.cs
-6
View File
@@ -93,15 +93,11 @@ public sealed class Kendall : AbstractBase
{
return Update(new TValue(DateTime.UtcNow, seriesX), new TValue(DateTime.UtcNow, seriesY), isNew);
}
/// <inheritdoc/>
/// <remarks>Not supported for dual-input indicator. Use Update(seriesX, seriesY) instead.</remarks>
public override TValue Update(TValue input, bool isNew = true)
{
throw new NotSupportedException("Kendall requires two inputs (seriesX and seriesY). Use Update(seriesX, seriesY).");
}
/// <inheritdoc/>
/// <remarks>Not supported for dual-input indicator. Use Batch(seriesX, seriesY, period) instead.</remarks>
public override TSeries Update(TSeries source)
{
@@ -173,8 +169,6 @@ public sealed class Kendall : AbstractBase
return (concordant - discordant) / denominator;
}
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{
throw new NotSupportedException("Kendall requires two inputs.");
lib/statistics/pacf/Pacf.cs
+1 -1
View File
@@ -279,7 +279,7 @@ public sealed class Pacf : AbstractBase
_sum = 0;
for (int i = 0; i < _buffer.Count; i++)
{
_sum += _buffer[i];
_sum += _buffer[i];
}
}
lib/statistics/spearman/Spearman.cs
-6
View File
@@ -98,15 +98,11 @@ public sealed class Spearman : AbstractBase
{
return Update(new TValue(DateTime.UtcNow, seriesX), new TValue(DateTime.UtcNow, seriesY), isNew);
}
/// <inheritdoc/>
/// <remarks>Not supported for dual-input indicator. Use Update(seriesX, seriesY) instead.</remarks>
public override TValue Update(TValue input, bool isNew = true)
{
throw new NotSupportedException("Spearman requires two inputs (seriesX and seriesY). Use Update(seriesX, seriesY).");
}
/// <inheritdoc/>
/// <remarks>Not supported for dual-input indicator. Use Batch(seriesX, seriesY, period) instead.</remarks>
public override TSeries Update(TSeries source)
{
@@ -236,8 +232,6 @@ public sealed class Spearman : AbstractBase
ranks[i] = countSmaller + (countEqual - 1) * 0.5 + 1.0;
}
}
/// <inheritdoc/>
public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
{
throw new NotSupportedException("Spearman requires two inputs.");