Merge branch 'dev'

.deepsource.toml

@@ -0,0 +1,20 @@
+version = 1
+
+[[analyzers]]
+name = "csharp"
+enabled = true
+
+[analyzers.meta]
+language_version = "11.0"
+
+[[analyzers]]
+name = "test-coverage"
+enabled = true
+
+[[analyzers]]
+name = "secrets"
+enabled = true
+
+[[transformers]]
+name = "dotnet-format"
+enabled = true

.github/workflows/Publish.yml

@@ -0,0 +1,306 @@
+# This workflow integrates SonarCloud analysis, coverage reporting,
+# CodeQL analysis, SecurityCodeScan, and Codacy Security Scan
+# for code scanning and vulnerability detection.
+
+name: Publish Workflow
+
+on:
+  push:         # Triggers on push events to any branch
+  pull_request: # Triggers on pull request events targeting any branch
+  workflow_dispatch: # Allows manual triggering of the workflow
+
+permissions:
+  contents: write
+  pull-requests: read     # Allows SonarCloud to decorate PRs with analysis results
+  security-events: write  # Required for CodeQL analysis and uploading SARIF results
+
+jobs:
+  SonarCloud:
+    runs-on: ubuntu-latest
+    steps:
+      - name: Checkout repository
+        uses: actions/checkout@v4
+        with:
+          fetch-depth: 0
+
+      - name: Setup .NET SDK
+        uses: actions/setup-dotnet@v3
+        with:
+          dotnet-version: '8.0.x'
+
+      - name: Install JDK11 for Sonar Scanner
+        uses: actions/setup-java@v3
+        with:
+          java-version: '11'
+          distribution: 'zulu'
+
+      - name: Install dotnet-sonarscanner
+        run: |
+          dotnet tool install --global dotnet-sonarscanner
+          dotnet tool install JetBrains.dotCover.GlobalTool --global
+          dotnet tool install dotnet-coverage --global
+          dotnet restore
+
+      - name: SonarCloud Scanner Start
+        env:
+          SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
+        run: |
+          dotnet sonarscanner begin \
+            /k:"mihakralj_QuanTAlib" \
+            /o:"mihakralj" \
+            /d:sonar.login="${{ secrets.SONAR_TOKEN }}" \
+            /d:sonar.host.url="https://sonarcloud.io" \
+            /d:sonar.cs.dotcover.reportsPaths=dotcover*
+
+      - name: Build
+        run: |
+          dotnet build --no-restore --configuration Debug
+          dotnet build ./lib/quantalib.csproj --configuration Release --nologo
+          dotnet build ./quantower/Averages/Averages.csproj --configuration Release --nologo
+          dotnet build ./quantower/Statistics/Statistics.csproj --configuration Release --nologo
+          dotnet build ./quantower/Volatility/Volatility.csproj --configuration Release --nologo
+          dotnet build ./SyntheticVendor/SyntheticVendor.csproj --configuration Release --nologo
+          dotnet dotcover test Tests/Tests.csproj --dcReportType=HTML --dcoutput=./dotcover.html
+
+      - name: SonarCloud Scanner End
+        env:
+          SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
+        run: dotnet sonarscanner end /d:sonar.login="${{ secrets.SONAR_TOKEN }}"
+
+  Code_Coverage:
+    runs-on: ubuntu-latest
+    steps:
+      - name: Checkout repository
+        uses: actions/checkout@v4
+        with:
+          fetch-depth: 0
+
+      - name: Setup .NET SDK
+        uses: actions/setup-dotnet@v3
+        with:
+          dotnet-version: '8.0.x'
+
+      - name: Install dotnet tools
+        run: |
+          dotnet tool install JetBrains.dotCover.GlobalTool --global
+          dotnet tool install dotnet-sonarscanner --global
+          dotnet tool install dotnet-coverage --global
+          dotnet tool install --global coverlet.console
+          dotnet tool install --global dotnet-reportgenerator-globaltool
+          dotnet restore
+
+      - name: Build Projects
+        run: |
+          dotnet build --no-restore --configuration Debug
+          dotnet build ./lib/quantalib.csproj --configuration Release --nologo
+          dotnet build ./quantower/Averages/Averages.csproj --configuration Release --nologo
+          dotnet build ./quantower/Statistics/Statistics.csproj --configuration Release --nologo
+          dotnet build ./quantower/Volatility/Volatility.csproj --configuration Release --nologo
+          dotnet build ./SyntheticVendor/SyntheticVendor.csproj --configuration Release --nologo
+
+      - name: Run Tests with Coverage
+        run: |
+          dotnet test --no-build --configuration Debug /p:CollectCoverage=true /p:CoverletOutputFormat=opencover
+          dotnet-coverage collect "dotnet test" -f xml -o "coverage.xml"
+          dotnet dotcover test Tests/Tests.csproj --dcReportType=HTML --dcoutput=./dotcover.html
+          dotnet dotcover test Tests/Tests.csproj --dcReportType=DetailedXML --dcoutput=./dotcover.xml --verbosity=Detailed
+          dotnet test -p:CollectCoverage=true --collect:"XPlat Code Coverage" --results-directory "./"
+
+      - name: Generate Coverage Report
+        run: |
+          reportgenerator -reports:*cover*.xml -targetdir:.
+
+      - name: Upload Coverage to Codacy
+        uses: codacy/codacy-coverage-reporter-action@v1
+        with:
+          project-token: ${{ secrets.CODACY_PROJECT_TOKEN }}
+          coverage-reports: '*cover*.xml'
+
+      - name: Upload Coverage to Codecov
+        uses: codecov/codecov-action@v3
+        with:
+          files: 'cover*'
+          verbose: true
+
+  CodeQL:
+    runs-on: ubuntu-latest
+    steps:
+      - name: Checkout repository
+        uses: actions/checkout@v4
+        with:
+          fetch-depth: 0
+
+      - name: Setup .NET SDK
+        uses: actions/setup-dotnet@v3
+        with:
+          dotnet-version: '8.0.x'
+
+      - name: Initialize CodeQL
+        uses: github/codeql-action/init@v3
+        with:
+          languages: 'csharp'
+
+      - name: Restore dependencies
+        run: dotnet restore
+
+      - name: Build
+        run: dotnet build --no-restore --configuration Debug
+
+      - name: Perform CodeQL Analysis
+        uses: github/codeql-action/analyze@v3
+
+  SecurityCodeScan:
+    runs-on: windows-latest
+    steps:
+      - name: Checkout repository
+        uses: actions/checkout@v4
+        with:
+          fetch-depth: 0
+
+      - name: Setup NuGet
+        uses: nuget/setup-nuget@v1
+
+      - name: Setup MSBuild
+        uses: microsoft/setup-msbuild@v1
+
+      - name: Setup .NET SDK
+        uses: actions/setup-dotnet@v3
+        with:
+          dotnet-version: '3.1.x'
+
+      - name: Set up projects for analysis
+        uses: security-code-scan/security-code-scan-add-action@v1
+
+      - name: Restore dependencies
+        run: dotnet restore
+
+      - name: Build
+        run: dotnet build --no-restore --configuration Debug
+
+      - name: Convert SARIF for uploading to GitHub
+        uses: security-code-scan/security-code-scan-results-action@v1
+
+      - name: Upload SARIF
+        uses: github/codeql-action/upload-sarif@v3
+
+  Codacy_Scan:
+    runs-on: ubuntu-latest
+    permissions:
+      contents: read
+      security-events: write
+      actions: read
+    steps:
+      - name: Checkout code
+        uses: actions/checkout@v4
+        with:
+          fetch-depth: 0
+
+      - name: Run Codacy Analysis CLI
+        uses: codacy/codacy-analysis-cli-action@v4
+        with:
+          project-token: ${{ secrets.CODACY_PROJECT_TOKEN }}
+          verbose: true
+          output: results.sarif
+          format: sarif
+          gh-code-scanning-compat: true
+          max-allowed-issues: 2147483647
+
+      - name: Upload SARIF results file
+        uses: github/codeql-action/upload-sarif@v3
+        with:
+          sarif_file: results.sarif
+
+  build_publish:
+    needs: [SonarCloud, Code_Coverage, CodeQL, SecurityCodeScan, Codacy_Scan]
+    if: success()
+    runs-on: ubuntu-latest
+    steps:
+      - name: Checkout repository
+        uses: actions/checkout@v4
+        with:
+          fetch-depth: 0
+
+      - name: Setup .NET SDK
+        uses: actions/setup-dotnet@v3
+        with:
+          dotnet-version: '8.0.x'
+
+      - name: Install GitVersion
+        uses: gittools/actions/gitversion/setup@v0
+        with:
+          versionSpec: '6.x'
+          includePrerelease: true
+
+      - name: Determine Version
+        id: gitversion
+        uses: gittools/actions/gitversion/execute@v0
+        with:
+          useConfigFile: true
+          updateAssemblyInfo: true
+
+      - name: Build projects
+        run: |
+          dotnet build ./lib/quantalib.csproj --configuration Release --nologo \
+            -p:PackageVersion=${{ steps.gitversion.outputs.MajorMinorPatch }}
+          dotnet build ./quantower/Averages/Averages.csproj --configuration Release --nologo
+          dotnet build ./quantower/Statistics/Statistics.csproj --configuration Release --nologo
+          dotnet build ./quantower/Volatility/Volatility.csproj --configuration Release --nologo
+          dotnet build ./SyntheticVendor/SyntheticVendor.csproj --configuration Release --nologo
+
+############# Publish dev release
+
+      - name: Update Development Release
+        if: github.ref == 'refs/heads/dev'
+        env:
+          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+          MYGET_URL: https://www.myget.org/feed/quantalib/package/nuget/QuanTAlib
+          PACKAGE_VERSION: ${{ steps.gitversion.outputs.NuGetVersion }}
+        run: |
+          tag_name="development"
+          release_name="Development Build"
+          gh release delete $tag_name --yes || true
+          git push origin :refs/tags/$tag_name || true
+          gh release create $tag_name \
+            --title "$release_name" \
+            --notes "Latest development build from commit ${{ github.sha }}
+
+            MyGet Package: [$MYGET_URL/$PACKAGE_VERSION]($MYGET_URL/$PACKAGE_VERSION) \n" \
+            --prerelease \
+            --target ${{ github.sha }} \
+            quantower/Averages/bin/Release/Averages.dll \
+            quantower/Statistics/bin/Release/Statistics.dll \
+            quantower/Volatility/bin/Release/Volatility.dll \
+            SyntheticVendor/bin/Release/SyntheticVendor.dll
+
+      - name: Push prerelease package to myget.org
+        if: github.ref == 'refs/heads/dev'
+        run: |
+          dotnet nuget push 'lib/bin/Release/QuanTAlib.*.nupkg' \
+          --source https://www.myget.org/F/quantalib/api/v3/index.json \
+          --force-english-output \
+          --api-key ${{ secrets.MYGET_DEPLOY_KEY_QUANTALIB }}
+
+############## Publish main release
+
+      - name: Publish release assets
+        if: ${{ github.ref == 'refs/heads/main' }}
+        uses: SourceSprint/upload-multiple-releases@1.0.7
+        env:
+          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+        with:
+          prerelease: false
+          overwrite: true
+          release_name: ${{ steps.gitversion.outputs.MajorMinorPatch }}
+          tag_name: latest
+          release_config: |
+            quantower/Averages/bin/Release/Averages.dll
+            quantower/Statistics/bin/Release/Statistics.dll
+            quantower/Volatility/bin/Release/Volatility.dll
+            SyntheticVendor/bin/Release/SyntheticVendor.dll
+
+      - name: Push release package to nuget.org
+        if: ${{ github.ref == 'refs/heads/main' }}
+        run: dotnet nuget push 'lib/bin/Release/QuanTAlib.*.nupkg' \
+            --source https://api.nuget.org/v3/index.json \
+            --skip-duplicate \
+            --api-key ${{ secrets.NUGET_DEPLOY_KEY_QUANTLIB }}

.github/workflows/codacy.yml

@@ -1,61 +0,0 @@
-# This workflow uses actions that are not certified by GitHub.
-# They are provided by a third-party and are governed by
-# separate terms of service, privacy policy, and support
-# documentation.
-
-# This workflow checks out code, performs a Codacy security scan
-# and integrates the results with the
-# GitHub Advanced Security code scanning feature.  For more information on
-# the Codacy security scan action usage and parameters, see
-# https://github.com/codacy/codacy-analysis-cli-action.
-# For more information on Codacy Analysis CLI in general, see
-# https://github.com/codacy/codacy-analysis-cli.
-
-name: Codacy Security Scan
-
-on:
-  push:
-    branches: [ "main" ]
-  pull_request:
-    # The branches below must be a subset of the branches above
-    branches: [ "main" ]
-  schedule:
-    - cron: '17 22 * * 0'
-
-permissions:
-  contents: read
-
-jobs:
-  codacy-security-scan:
-    permissions:
-      contents: read # for actions/checkout to fetch code
-      security-events: write # for github/codeql-action/upload-sarif to upload SARIF results
-      actions: read # only required for a private repository by github/codeql-action/upload-sarif to get the Action run status
-    name: Codacy Security Scan
-    runs-on: ubuntu-latest
-    steps:
-      # Checkout the repository to the GitHub Actions runner
-      - name: Checkout code
-        uses: actions/checkout@v4
-
-      # Execute Codacy Analysis CLI and generate a SARIF output with the security issues identified during the analysis
-      - name: Run Codacy Analysis CLI
-        uses: codacy/codacy-analysis-cli-action@d840f886c4bd4edc059706d09c6a1586111c540b
-        with:
-          # Check https://github.com/codacy/codacy-analysis-cli#project-token to get your project token from your Codacy repository
-          # You can also omit the token and run the tools that support default configurations
-          project-token: ${{ secrets.CODACY_PROJECT_TOKEN }}
-          verbose: true
-          output: results.sarif
-          format: sarif
-          # Adjust severity of non-security issues
-          gh-code-scanning-compat: true
-          # Force 0 exit code to allow SARIF file generation
-          # This will handover control about PR rejection to the GitHub side
-          max-allowed-issues: 2147483647
-
-      # Upload the SARIF file generated in the previous step
-      - name: Upload SARIF results file
-        uses: github/codeql-action/upload-sarif@v3
-        with:
-          sarif_file: results.sarif

.github/workflows/codeql.yml

@@ -1,92 +0,0 @@
-# For most projects, this workflow file will not need changing; you simply need
-# to commit it to your repository.
-#
-# You may wish to alter this file to override the set of languages analyzed,
-# or to provide custom queries or build logic.
-#
-# ******** NOTE ********
-# We have attempted to detect the languages in your repository. Please check
-# the `language` matrix defined below to confirm you have the correct set of
-# supported CodeQL languages.
-#
-name: "CodeQL Advanced"
-
-on:
-  push:
-    branches: [ "main" ]
-  pull_request:
-    branches: [ "main" ]
-  schedule:
-    - cron: '40 12 * * 1'
-
-jobs:
-  analyze:
-    name: Analyze (${{ matrix.language }})
-    # Runner size impacts CodeQL analysis time. To learn more, please see:
-    #   - https://gh.io/recommended-hardware-resources-for-running-codeql
-    #   - https://gh.io/supported-runners-and-hardware-resources
-    #   - https://gh.io/using-larger-runners (GitHub.com only)
-    # Consider using larger runners or machines with greater resources for possible analysis time improvements.
-    runs-on: ${{ (matrix.language == 'swift' && 'macos-latest') || 'ubuntu-latest' }}
-    permissions:
-      # required for all workflows
-      security-events: write
-
-      # required to fetch internal or private CodeQL packs
-      packages: read
-
-      # only required for workflows in private repositories
-      actions: read
-      contents: read
-
-    strategy:
-      fail-fast: false
-      matrix:
-        include:
-        - language: csharp
-          build-mode: autobuild
-        # CodeQL supports the following values keywords for 'language': 'c-cpp', 'csharp', 'go', 'java-kotlin', 'javascript-typescript', 'python', 'ruby', 'swift'
-        # Use `c-cpp` to analyze code written in C, C++ or both
-        # Use 'java-kotlin' to analyze code written in Java, Kotlin or both
-        # Use 'javascript-typescript' to analyze code written in JavaScript, TypeScript or both
-        # To learn more about changing the languages that are analyzed or customizing the build mode for your analysis,
-        # see https://docs.github.com/en/code-security/code-scanning/creating-an-advanced-setup-for-code-scanning/customizing-your-advanced-setup-for-code-scanning.
-        # If you are analyzing a compiled language, you can modify the 'build-mode' for that language to customize how
-        # your codebase is analyzed, see https://docs.github.com/en/code-security/code-scanning/creating-an-advanced-setup-for-code-scanning/codeql-code-scanning-for-compiled-languages
-    steps:
-    - name: Checkout repository
-      uses: actions/checkout@v4
-
-    # Initializes the CodeQL tools for scanning.
-    - name: Initialize CodeQL
-      uses: github/codeql-action/init@v3
-      with:
-        languages: ${{ matrix.language }}
-        build-mode: ${{ matrix.build-mode }}
-        # If you wish to specify custom queries, you can do so here or in a config file.
-        # By default, queries listed here will override any specified in a config file.
-        # Prefix the list here with "+" to use these queries and those in the config file.
-
-        # For more details on CodeQL's query packs, refer to: https://docs.github.com/en/code-security/code-scanning/automatically-scanning-your-code-for-vulnerabilities-and-errors/configuring-code-scanning#using-queries-in-ql-packs
-        # queries: security-extended,security-and-quality
-
-    # If the analyze step fails for one of the languages you are analyzing with
-    # "We were unable to automatically build your code", modify the matrix above
-    # to set the build mode to "manual" for that language. Then modify this step
-    # to build your code.
-    # ℹ️ Command-line programs to run using the OS shell.
-    # 📚 See https://docs.github.com/en/actions/using-workflows/workflow-syntax-for-github-actions#jobsjob_idstepsrun
-    - if: matrix.build-mode == 'manual'
-      shell: bash
-      run: |
-        echo 'If you are using a "manual" build mode for one or more of the' \
-          'languages you are analyzing, replace this with the commands to build' \
-          'your code, for example:'
-        echo '  make bootstrap'
-        echo '  make release'
-        exit 1
-
-    - name: Perform CodeQL Analysis
-      uses: github/codeql-action/analyze@v3
-      with:
-        category: "/language:${{matrix.language}}"

Directory.Build.props

@@ -20,6 +20,33 @@
     <SymbolPackageFormat>snupkg</SymbolPackageFormat>
     <PlatformTarget>AnyCPU</PlatformTarget>
     <IsLocalBuild Condition="'$(GITHUB_ACTIONS)' == ''">true</IsLocalBuild>
+
+    <!-- GitVersion Properties -->
+    <Version>$(GitVersion_NuGetVersion)</Version>
+    <AssemblyVersion>$(GitVersion_AssemblySemVer)</AssemblyVersion>
+    <FileVersion>$(GitVersion_AssemblySemFileVer)</FileVersion>
+    <InformationalVersion>$(GitVersion_InformationalVersion)</InformationalVersion>
+  </PropertyGroup>
+
+  <PropertyGroup Condition="'$(Configuration)' == 'Release'">
+    <PublishTrimmed>true</PublishTrimmed>
+    <TrimMode>link</TrimMode>
+    <PublishAot>true</PublishAot>
+    <PublishReadyToRun>true</PublishReadyToRun>
+    <TieredCompilation>true</TieredCompilation>
+    <DebugType>none</DebugType>
+    <Optimize>true</Optimize>
+    <EnableCompressionInSingleFile>true</EnableCompressionInSingleFile>
+    <PublishSingleFile>true</PublishSingleFile>
+    <DebugSymbols>false</DebugSymbols>
+    <Deterministic>true</Deterministic>
+    <EnableUnsafeBinaryFormatterSerialization>false</EnableUnsafeBinaryFormatterSerialization>
+    <EnableUnsafeUTF7Encoding>false</EnableUnsafeUTF7Encoding>
+    <EventSourceSupport>false</EventSourceSupport>
+    <HttpActivityPropagationSupport>false</HttpActivityPropagationSupport>
+    <InvariantGlobalization>true</InvariantGlobalization>
+    <MetadataUpdaterSupport>false</MetadataUpdaterSupport>
+    <UseSystemResourceKeys>true</UseSystemResourceKeys>
   </PropertyGroup>
   <ItemGroup>
     <PackageReference Include="Microsoft.SourceLink.GitHub" Version="1.1.1" PrivateAssets="All"/>
@@ -36,3 +63,5 @@
   </PropertyGroup>
 
 </Project>
+
+

GitVersion.yml

@@ -18,19 +18,28 @@ branches:
     source-branches: []
     tracks-release-branches: false
     is-release-branch: true
-    is-main-branch: true
     pre-release-weight: 55000
 
   dev:
-    regex: ^dev(elop)?(ment)?$
+    regex: ^dev$
     mode: ContinuousDelivery
-    label: dev
+    label: ''
+    increment: Patch
+    track-merge-target: true
+    source-branches: ['main']
+    tracks-release-branches: true
+    is-release-branch: false
+    pre-release-weight: 0
+
+  develop:
+    regex: ^develop$
+    mode: ContinuousDelivery
+    label: ''
     increment: Patch
     track-merge-target: true
     source-branches: ['main']
     tracks-release-branches: true
     is-release-branch: false
-    is-main-branch: false
     pre-release-weight: 0
 
 ignore:

SyntheticVendor/SyntheticVendor.cs

@@ -3,11 +3,15 @@ using System.Collections.Generic;
 using System.Threading;
 using TradingPlatform.BusinessLayer;
 using TradingPlatform.BusinessLayer.Integration;
+using System.Diagnostics.CodeAnalysis;
 
-namespace SyntheticVendorNamespace
+
+namespace SyntheticVendorNamespace;
+[SuppressMessage("Security", "SCS0005:Weak random number generator.", Justification = "Acceptable for tests")]
+
+
+public class SyntheticVendor : Vendor
 {
-    public class SyntheticVendor : Vendor
-    {
     private readonly List<MessageExchange> exchanges;
     private readonly List<MessageAsset> assets;
     private readonly List<MessageSymbol> symbols;
@@ -73,7 +77,7 @@ namespace SyntheticVendorNamespace
                 CreateMessageSymbol("W17", "2 Geometric Brownian motion", "QT", "USD",  SymbolType.Synthetic)
             };
 
-/*
+        /*
             Bond,
             CFD,
                 Crypto,
@@ -91,7 +95,7 @@ namespace SyntheticVendorNamespace
             Swap,
             Warrants,
 
-*/
+        */
 
 
 
@@ -173,7 +177,7 @@ namespace SyntheticVendorNamespace
             LotStep = 0.01,
             MaxLot = 1000000,
             SymbolType = type
-/*
+            /*
                 SymbolType.Unknown,
                 [EnumMember] Forex,
                 [EnumMember] Equities,
@@ -192,7 +196,7 @@ namespace SyntheticVendorNamespace
                 [EnumMember] Debentures,
                 [EnumMember] Bond,
                 [EnumMember] Swap,
-*/
+            */
         };
     }
 
@@ -360,13 +364,13 @@ namespace SyntheticVendorNamespace
     }
 
 
-/*******************************************************************************************************************************************/
+    /*******************************************************************************************************************************************/
-/*******************************************************************************************************************************************/
+    /*******************************************************************************************************************************************/
-/*******************************************************************************************************************************************/
+    /*******************************************************************************************************************************************/
-/*******************************************************************************************************************************************/
+    /*******************************************************************************************************************************************/
-/*******************************************************************************************************************************************/
+    /*******************************************************************************************************************************************/
-/*******************************************************************************************************************************************/
+    /*******************************************************************************************************************************************/
-/*******************************************************************************************************************************************/
+    /*******************************************************************************************************************************************/
 
     private HistoryItemBar GenerateSpike(DateTime time, TimeSpan slice)
     {
@@ -497,7 +501,7 @@ namespace SyntheticVendorNamespace
         double value = 50 + 50 * Math.Sin(cyclePosition * frequency); // Oscillate between 0 and 100
         double nextValue = 50 + 50 * Math.Sin((cyclePosition + slice.TotalMinutes) * frequency);
 
-            double factor = 0.6 * Math.Abs (nextValue - value);
+        double factor = 0.6 * Math.Abs(nextValue - value);
 
         return new HistoryItemBar
         {
@@ -505,8 +509,8 @@ namespace SyntheticVendorNamespace
             TicksRight = time.Add(slice).Ticks - 1,
             Open = value,
 
-                High = Math.Max(value, nextValue)+factor,
+            High = Math.Max(value, nextValue) + factor,
-                Low =  Math.Min(value, nextValue)-factor,
+            Low = Math.Min(value, nextValue) - factor,
 
             Close = nextValue,
             Volume = Math.Abs(nextValue - value) * 100, // Volume proportional to price change
@@ -921,11 +925,11 @@ namespace SyntheticVendorNamespace
 
 
 
-private double previousClose = 50;
+    private double previousClose = 50;
-private const double meanPrice = 50;
+    private const double meanPrice = 50;
 
-private HistoryItemBar GeneratePinkNoise(DateTime time, TimeSpan slice)
+    private HistoryItemBar GeneratePinkNoise(DateTime time, TimeSpan slice)
-{
+    {
         double volatility = 2;
         double meanReversionStrength = 0.1;
 
@@ -964,7 +968,7 @@ private HistoryItemBar GeneratePinkNoise(DateTime time, TimeSpan slice)
             Volume = volume,
             Ticks = slice.Ticks
         };
-}
+    }
 
 
     private const int NumOctaves = 6;
@@ -986,10 +990,10 @@ private HistoryItemBar GeneratePinkNoise(DateTime time, TimeSpan slice)
 
 
 
-private double lastValue = 0;
+    private double lastValue = 0;
 
-private HistoryItemBar GenerateBrownNoise(DateTime time, TimeSpan slice)
+    private HistoryItemBar GenerateBrownNoise(DateTime time, TimeSpan slice)
-{
+    {
         double dt = slice.TotalDays / 365.0; // Time step in years
         double sigma = 25.0; // Annual volatility
 
@@ -1016,24 +1020,24 @@ private HistoryItemBar GenerateBrownNoise(DateTime time, TimeSpan slice)
             Volume = Math.Abs(close - open) * 1000, // Simplified volume calculation
             Ticks = slice.Ticks
         };
-}
+    }
-// Helper method to generate Gaussian distributed random numbers
+    // Helper method to generate Gaussian distributed random numbers
-private double GenerateGaussian(double mean, double stdDev)
+    private double GenerateGaussian(double mean, double stdDev)
-{
+    {
         double u1 = 1.0 - random.NextDouble(); // Uniform(0,1] random doubles
         double u2 = 1.0 - random.NextDouble();
         double randStdNormal = Math.Sqrt(-2.0 * Math.Log(u1)) * Math.Sin(2.0 * Math.PI * u2);
         return mean + stdDev * randStdNormal;
-}
+    }
 
 
 
-private double GBMLastClose = 100; // Starting price
+    private double GBMLastClose = 100; // Starting price
-private double GBMMu = 0.05; // Annual drift
+    private double GBMMu = 0.05; // Annual drift
-private double GBMSigma = 0.2; // Annual volatility
+    private double GBMSigma = 0.2; // Annual volatility
 
-private HistoryItemBar GenerateGBM(DateTime time, TimeSpan slice)
+    private HistoryItemBar GenerateGBM(DateTime time, TimeSpan slice)
-{
+    {
         // Convert time slice to years
         double dt = slice.TotalDays / 365.0;
 
@@ -1074,7 +1078,7 @@ private HistoryItemBar GenerateGBM(DateTime time, TimeSpan slice)
             Volume = volume,
             Ticks = slice.Ticks
         };
-}
+    }
 
     private double FBMLastClose = 100; // Starting price
     private double FBMHurst = 0.85; // Hurst parameter (0.5 < H < 1 for persistent fBm)
@@ -1135,5 +1139,4 @@ private HistoryItemBar GenerateGBM(DateTime time, TimeSpan slice)
 
 
     // Add other necessary overrides and implementations as needed
-    }
 }

Tests/test_Trady.cs

@@ -2,7 +2,11 @@ using Xunit;
 using Trady.Analysis.Indicator;
 using Trady.Core;
 using Trady.Core.Infrastructure;
-using QuanTAlib;
+using System.Diagnostics.CodeAnalysis;
+
+namespace QuanTAlib;
+
+[SuppressMessage("Security", "SCS0005:Weak random number generator.", Justification = "Acceptable for tests")]
 
 public class TradyTests
 {

Tests/test_Tulip.cs

@@ -1,7 +1,10 @@
 using Xunit;
 using Tulip;
-using QuanTAlib;
+using System.Diagnostics.CodeAnalysis;
 
+namespace QuanTAlib;
+
+[SuppressMessage("Security", "SCS0005:Weak random number generator.", Justification = "Acceptable for tests")]
 public class TulipTests
 {
     private readonly TBarSeries bars;
@@ -71,10 +74,7 @@ public class TulipTests
                 double QL_item = QL[i].Value;
                 double TU = arrout[0][i];
                 Assert.True(Math.Abs(TU - QL_item) <= range, $"Assertion failed at index {i} for period {period}: TU = {TU}, QL_item = {QL_item}, delta = {TU - QL_item}");
-
             }
         }
     }
-
-
 }

Tests/test_iTBar.cs

@@ -1,10 +1,13 @@
 using Xunit;
 using System.Reflection;
+using System.Diagnostics.CodeAnalysis;
 
-namespace QuanTAlib
+namespace QuanTAlib;
+
+[SuppressMessage("Security", "SCS0005:Weak random number generator.", Justification = "Acceptable for tests")]
+
+public class BarIndicatorTests
 {
-    public class BarIndicatorTests
-    {
     private readonly Random rnd;
     private const int SeriesLen = 1000;
     private const int Corrections = 100;
@@ -43,7 +46,7 @@ namespace QuanTAlib
                 calcMethod.Invoke(indicator1, new object[] { item1 });
             }
 
-                var item2 = new TBar (item1.Time, item1.Open, item1.High, item1.Low, item1.Close, item1.Volume , IsNew: true);
+            var item2 = new TBar(item1.Time, item1.Open, item1.High, item1.Low, item1.Close, item1.Volume, IsNew: true);
             calcMethod.Invoke(indicator2, new object[] { item2 });
 
             Assert.Equal(indicator1.Value, indicator2.Value);
@@ -54,5 +57,4 @@ namespace QuanTAlib
     {
         return indicators.Select(indicator => new object[] { indicator });
     }
-    }
 }

Tests/test_iTValue.cs

@@ -1,10 +1,13 @@
 using Xunit;
 using System.Reflection;
+using System.Diagnostics.CodeAnalysis;
 
-namespace QuanTAlib
+namespace QuanTAlib;
+
+[SuppressMessage("Security", "SCS0005:Weak random number generator.", Justification = "Acceptable for tests")]
+
+public class IndicatorTests
 {
-    public class IndicatorTests
-    {
     private readonly Random rnd;
     private const int SeriesLen = 1000;
     private const int Corrections = 100;
@@ -94,5 +97,4 @@ namespace QuanTAlib
     {
         return indicators.Select(indicator => new object[] { indicator });
     }
-    }
 }

Tests/test_skender.stock.cs

@@ -1,6 +1,10 @@
 using Xunit;
 using Skender.Stock.Indicators;
-using QuanTAlib;
+using System.Diagnostics.CodeAnalysis;
+
+namespace QuanTAlib;
+
+[SuppressMessage("Security", "SCS0005:Weak random number generator.", Justification = "Acceptable for tests")]
 
 public class SkenderTests
 {

Tests/test_talib.cs

@@ -1,6 +1,10 @@
 using Xunit;
 using TALib;
-using QuanTAlib;
+using System.Diagnostics.CodeAnalysis;
+
+namespace QuanTAlib;
+
+[SuppressMessage("Security", "SCS0005:Weak random number generator.", Justification = "Acceptable for tests")]
 
 public class TAlibTests
 {