cleaned-up GBM, removed Python tests

Source/Feeds/GBM_Feed.cs

@@ -51,7 +51,7 @@ public class GBM_Feed : TBars
     }
 
     private static double GBM_value (double Seed, double Volatility, double Drift) {
-        Random rnd = new((int)(DateTime.UtcNow.Ticks));
+        Random rnd = new();
         double U1 = 1.0-rnd.NextDouble();
         double U2 = 1.0-rnd.NextDouble();
         double Z = Math.Sqrt(-2.0 * Math.Log(U1)) * Math.Sin(2.0 * Math.PI * U2);

Source/QuanTAlib.csproj

@@ -1,7 +1,7 @@
 <?xml version="1.0" encoding="utf-8"?>
 <Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
-    <Version>0.1.14</Version>
+    <Version>0.1.15</Version>
     <releaseNotes>
     </releaseNotes>
     <Title>QuanTAlib</Title>

Tests/Tests.csproj

@@ -28,24 +28,17 @@
   </PropertyGroup>
 
   <ItemGroup>
-    <None Remove="Validations\Pandas_TA.cstemp" />
-  </ItemGroup>
-
-  <ItemGroup>
-    <Compile Include="Validations\Pandas_TA.cstemp" />
-  </ItemGroup>
-
-  <ItemGroup>
-    <PackageReference Include="JetBrains.dotCover.CommandLineTools" Version="2022.1.0-eap10">
+    <PackageReference Include="JetBrains.dotCover.CommandLineTools" Version="2022.3.0-eap07">
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
     </PackageReference>
-    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.2.0-preview-20220401-08" />
-    <PackageReference Include="Python.Included" Version="3.7.3.13" />
+    <PackageReference Include="Microsoft.JSInterop.WebAssembly" Version="7.0.0-rc.2.22476.2" />
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.5.0-preview-20221003-04" />
+    <PackageReference Include="Python.Included" Version="3.10.0-preview5" />
     <PackageReference Include="TALib.NETCore" Version="0.4.4" />
-    <PackageReference Include="Skender.Stock.Indicators" Version="1.23.0" />
-    <PackageReference Include="xunit" Version="2.4.2-pre.12" />
-    <PackageReference Include="xunit.runner.visualstudio" Version="2.4.3">
+    <PackageReference Include="Skender.Stock.Indicators" Version="2.4.0" />
+    <PackageReference Include="xunit" Version="2.4.2" />
+    <PackageReference Include="xunit.runner.visualstudio" Version="2.4.5">
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
       <PrivateAssets>all</PrivateAssets>
     </PackageReference>

Tests/Validations/Pandas_TA.cs

@@ -1,120 +1,124 @@
-using Xunit;
-using System;
-using QuanTAlib;
-using Python.Runtime;
-using Python.Included;
-
-namespace Validation;
-public class PandasTA
-{
-	private readonly RND_Feed bars;
-	private readonly Random rnd = new();
-	private readonly int period;
-	private readonly dynamic ta;
-	private readonly dynamic df;
-
-	public PandasTA()
-	{
-		this.bars = new(1000);
-		this.period = this.rnd.Next(28) + 3;
-
-		Installer.SetupPython().Wait();
-		Installer.TryInstallPip();
-		Installer.PipInstallModule("numpy");
-		Installer.PipInstallModule("pandas");
-		Installer.PipInstallModule("pandas-ta");
-		PythonEngine.Initialize();
-		this.ta = Py.Import("pandas_ta");
-		this.df = this.ta.DataFrame(this.bars.Close.v);
-	}
-
-	~PandasTA()
-	{
-		PythonEngine.Shutdown();
-	}
-
-	[Fact]
-	void SMA()
-	{
-		SMA_Series QL = new(this.bars.Close, this.period, false);
-		var pta = this.ta.sma(close: this.df[0], length: this.period);
-		
-		Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-	}
-	
-/*
-	[Fact]
-	void EMA()
-	{
-		EMA_Series QL = new(this.bars.Close, this.period, false);
-		var pta = this.ta.ema(close: this.df[0], length: this.period);
-		
-		Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-	}
-
-		[Fact]
-	void TEMA()
-	{
-		TEMA_Series QL = new(this.bars.Close, this.period, false);
-		var pta = this.ta.tema(close: this.df[0], length: this.period);
-
-		Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-	}
-
-		[Fact]
-	void ENTP()
-	{
-		ENTP_Series QL = new(this.bars.Close, this.period, useNaN:false);
-		var pta = this.ta.entropy(close: this.df[0], length: this.period);
-
-		Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-	}
-
-
-	[Fact]
-	void WMA()
-	{
-		WMA_Series QL = new(this.bars.Close, this.period, false);
-		var pta = this.ta.wma(close: this.df[0], length: this.period);
-		
-		Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-	}
-	
-	[Fact]
-	void DEMA()
-	{
-		DEMA_Series QL = new(this.bars.Close, this.period, false);
-		var pta = this.ta.dema(close: this.df[0], length: this.period);
-		
-		Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-	}
-	
-	[Fact]
-	void BIAS()
-	{
-		BIAS_Series QL = new(this.bars.Close, this.period, false);
-		var pta = this.ta.bias(close: this.df[0], length: this.period);
-
-		Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-	}
-
-	[Fact]
-	void KURT()
-	{
-		KURT_Series QL = new(this.bars.Close, this.period, useNaN: false);
-		var pta = this.ta.kurtosis(close: this.df[0], length: this.period);
-
-		Assert.Equal(System.Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
-	}
-
-	[Fact]
-	void MAD()
-	{
-		MAD_Series QL = new(this.bars.Close, this.period, useNaN: false);
-		var pta = this.ta.mad(close: this.df[0], length: this.period);
-
-		Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-	}
-*/
-	
-}
+/*
+
+using Xunit;
+using System;
+using QuanTAlib;
+using Python.Runtime;
+using Python.Included;
+
+namespace Validation;
+public class PandasTA
+{
+	private readonly RND_Feed bars;
+	private readonly Random rnd = new();
+	private readonly int period;
+	private readonly dynamic ta;
+	private readonly dynamic df;
+
+	public PandasTA()
+	{
+		this.bars = new(1000);
+		this.period = this.rnd.Next(28) + 3;
+
+		Installer.SetupPython().Wait();
+		Installer.TryInstallPip();
+		Installer.PipInstallModule("numpy");
+		Installer.PipInstallModule("pandas");
+		Installer.PipInstallModule("pandas-ta");
+		PythonEngine.Initialize();
+		this.ta = Py.Import("pandas_ta");
+		this.df = this.ta.DataFrame(this.bars.Close.v);
+	}
+
+	~PandasTA()
+	{
+		PythonEngine.Shutdown();
+	}
+
+	[Fact]
+	void SMA()
+	{
+		SMA_Series QL = new(this.bars.Close, this.period, false);
+		var pta = this.ta.sma(close: this.df[0], length: this.period);
+		
+		Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
+	}
+	
+
+	[Fact]
+	void EMA()
+	{
+		EMA_Series QL = new(this.bars.Close, this.period, false);
+		var pta = this.ta.ema(close: this.df[0], length: this.period);
+		
+		Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
+	}
+
+
+	[Fact]
+	void TEMA()
+	{
+		TEMA_Series QL = new(this.bars.Close, this.period, false);
+		var pta = this.ta.tema(close: this.df[0], length: this.period);
+
+		Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
+	}
+
+	[Fact]
+	void ENTP()
+	{
+		ENTP_Series QL = new(this.bars.Close, this.period, useNaN:false);
+		var pta = this.ta.entropy(close: this.df[0], length: this.period);
+
+		Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
+	}
+
+
+	[Fact]
+	void WMA()
+	{
+		WMA_Series QL = new(this.bars.Close, this.period, false);
+		var pta = this.ta.wma(close: this.df[0], length: this.period);
+		
+		Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
+	}
+	
+	[Fact]
+	void DEMA()
+	{
+		DEMA_Series QL = new(this.bars.Close, this.period, false);
+		var pta = this.ta.dema(close: this.df[0], length: this.period);
+		
+		Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
+	}
+	
+	[Fact]
+	void BIAS()
+	{
+		BIAS_Series QL = new(this.bars.Close, this.period, false);
+		var pta = this.ta.bias(close: this.df[0], length: this.period);
+
+		Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
+	}
+
+	[Fact]
+	void KURT()
+	{
+		KURT_Series QL = new(this.bars.Close, this.period, useNaN: false);
+		var pta = this.ta.kurtosis(close: this.df[0], length: this.period);
+
+		Assert.Equal(System.Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
+	}
+
+	[Fact]
+	void MAD()
+	{
+		MAD_Series QL = new(this.bars.Close, this.period, useNaN: false);
+		var pta = this.ta.mad(close: this.df[0], length: this.period);
+
+		Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
+	}
+	
+}
+
+*/

Tests/Validations/Skender_Stock.cs

@@ -7,7 +7,7 @@ using Xunit;
 namespace Validation;
 public class Skender_Stock
 {
-	private readonly RND_Feed bars;
+	private readonly GBM_Feed bars;
 	private readonly Random rnd = new();
 	private readonly int period;
 	private readonly IEnumerable<Quote> quotes;
@@ -32,7 +32,7 @@ public class Skender_Stock
 	public void SMA()
 	{
 		SMA_Series QL = new(this.bars.Close, this.period, false);
-		var SK = this.quotes.GetSma(this.period, CandlePart.Close);
+		var SK = this.quotes.GetSma(this.period);
 
 		Assert.Equal(Math.Round((double)SK.Last().Sma!, 8), Math.Round(QL.Last().v, 8));
 	}
@@ -41,7 +41,7 @@ public class Skender_Stock
 	public void EMA()
 	{
 		EMA_Series QL = new(this.bars.Close, this.period, false);
-		var SK = this.quotes.GetEma(this.period, CandlePart.Close);
+		var SK = this.quotes.GetEma(this.period);
 
 		Assert.Equal(Math.Round((double)SK.Last().Ema!, 8), Math.Round(QL.Last().v, 8));
 	}
@@ -49,7 +49,7 @@ public class Skender_Stock
 	public void WMA()
 	{
 		WMA_Series QL = new(this.bars.Close, this.period, false);
-		var SK = this.quotes.GetWma(this.period, CandlePart.Close);
+		var SK = this.quotes.GetWma(this.period);
 
 		Assert.Equal(Math.Round((double)SK.Last().Wma!, 8), Math.Round(QL.Last().v, 8));
 	}
@@ -76,7 +76,7 @@ public class Skender_Stock
 	public void MAD()
 	{
 		MAD_Series QL = new(this.bars.Close, this.period, false);
-		var SK = this.quotes.GetSmaExtended(this.period);
+		var SK = this.quotes.GetSmaAnalysis(this.period);
 
 		Assert.Equal(Math.Round((double)SK.Last().Mad!, 8), Math.Round(QL.Last().v, 8));
 	}
@@ -85,7 +85,7 @@ public class Skender_Stock
 	public void MAPE()
 	{
 		MAPE_Series QL = new(this.bars.Close, this.period, false);
-		var SK = this.quotes.GetSmaExtended(this.period);
+		var SK = this.quotes.GetSmaAnalysis(this.period);
 
 		Assert.Equal(Math.Round((double)SK.Last().Mape!, 8), Math.Round(QL.Last().v, 8));
 	}

Tests/Validations/TA_LIB.cs

@@ -6,7 +6,7 @@ using QuanTAlib;
 namespace Validation;
 public class TA_LIB
 {
-	private readonly RND_Feed bars;
+	private readonly GBM_Feed bars;
 	private readonly Random rnd = new();
 	private readonly int period;
 	private readonly double[] TALIB;

docs/.md

@@ -0,0 +1,87 @@
+
+## 1. Prepare the Peloton tablet
+
+Stop Peloton overlay app:
+- tap on Settings in the top right corner and select Device Settings
+- tap Apps and scroll down to find and tap Peloton app (not Peloton Launcher, just Peloton)
+- tap FORCE STOP to stop the app overlay
+- confrm by tapping OK
+
+Turn on developer mode
+- return to Settings page
+- tap About tablet in System section
+- tap Build number repeatedly until you activate developer mode
+
+Enable USB debugging
+- return to Settings page
+- tap (now visible) Developer options in System section
+- scroll down to find USB Debugging option
+- Enable USB debugging
+- Confirm by tapping OK
+	
+## 3. Prepare the PC with Zwift/Rouvy
+
+- Create your Splashtop account https://my.splashtop.com/login
+- Download and install Splashtop Streamer https://www.splashtop.com/downloads#pers
+- Download Android Platform Tools https://developer.android.com/studio/releases/platform-tools
+- Download Nova launcher APK (or any other launcher that works on Android 7) https://apkpure.com/nova-launcher/com.teslacoilsw.launcher/download/62019-APK
+- Download Splashtop APK https://apkpure.com/splashtop-personal-access/com.splashtop.remote.pad.v2
+- Unzip Android tools into a new folder
+- move both APKs to the same folder
+- Run Command Prompt (CMD) and move to the same folder
+- Launch Android Debuging Bridge: adb start-server
+- Connect PC and Peloton tablet with USB cable
+- Peloton tablet will check for confirmation; Accept debugging over USB
+- Verify connectivity on PC in the Command window: adb devices
+
+## 4. Side-load APKs
+
+- Execute the following three commands on PC:
+	adb shell settings put secure install_non_market_apps 1
+	adb install <name_of_nova_launcher.apk>
+	adb install <name_of_splashtop.apk>
+- Disconnect USB cable
+- On Peloton tablet tap Peloton 'P' logo at the bottom 
+- Select Nova as a default launcher
+- Accept all defaults for Nova launcher - you can customize it later
+
+
+- (optional) Bring Peloton and Splashtop icons to the main page of Nova launcher
+- Choosing Peloton launches Peloton app; Choosing Splashtop launches Splashtop app
+- Swiping down from the top of the screen reveals the hidden 'P' launcher button
+
+## 5. Connect Peloton tablet and PC
+
+- Launch Splashtop app on Peloton tablet
+- Login with Splashtop credentials
+- Connect to PC that runs Splashtop streamer (and Zwift/Rouvy)
+- Launch Zwift/Rouvy 
+
+## 5. Enable sensors
+
+- (optional): buy ANT+ USB dongle https://www.amazon.com/s?k=ant%2B+USB+stick
+
+Peloton Tread:
+	Speed: Runn https://npe-inc.com/runn-smart-treadmill-sensor-2/
+	(or Stryd https://www.stryd.com/us/en)
+	Cadence: Garmin foodpod (or Stryd)
+	Heartrate:	any HR monitor (BT or ANT+) https://www.amazon.com/s?k=bluetooth+HR+monitor
+	Power: Stryd
+	
+Peloton Bike (gen1):	
+	Power & Cadence: DFC (Data Fitness Connector) https://www.crowdsupply.com/intelligenate/data-fitness-connector
+	Heartrate:vany HR monitor (BT or ANT+)
+	
+## 6. Navigation
+
+Nova is now a default launcher on Android tablet, but on Tread we need to run Peloton app in the background to prevent locking of treadmill:
+
+- Launch Peloton app
+- Swipe down from the top and return to Nova launcher
+- Launch Splashtop app
+- Connect to PC
+- Launch Zwift or Rouvy
+- Connect all sensors
+- Run/Ride!
+	
+