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sonarcube cleanup1

sonarcube cleanup2

sonarcube cleanup 3

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codacy 1

quantower/Averages/AlmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class AlmaIndicator : IndicatorBase
 {
@@ -7,22 +7,21 @@ public class AlmaIndicator : IndicatorBase
     public int Period { get; set; } = 10;
 
     [InputParameter("Offset", sortIndex: 5)]
-    public double Offset = 0.85;
+    public double Offset { get; set; } = 0.85;
 
     [InputParameter("Sigma", sortIndex: 6)]
-    public double Sigma = 6.0;
+    public double Sigma { get; set; } = 6.0;
     private Alma? ma;
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"ALMA {Period} : {Offset:F2} : {Sigma:F0} : {SourceName}";
 
-    public AlmaIndicator() : base()
+    public AlmaIndicator()
     {
         Name = "ALMA - Arnaud Legoux Moving Average";
     }
 
     protected override void InitIndicator()
     {
-        base.InitIndicator();
         ma = new Alma(period: Period, offset: Offset, sigma: Sigma);
     }
 }

quantower/Averages/DemaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class DemaIndicator : IndicatorBase
 {
@@ -9,14 +9,13 @@ public class DemaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"DEMA {Period} : {SourceName}";
 
-    public DemaIndicator() : base()
+    public DemaIndicator()
     {
         Name = "DEMA - Double Exponential Moving Average";
     }
 
     protected override void InitIndicator()
     {
-        base.InitIndicator();
         ma = new Dema(period: Period);
     }
 }

quantower/Averages/DsmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class DsmaIndicator : IndicatorBase
 {
@@ -10,7 +10,7 @@ public class DsmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"DSMA {Period} : {SourceName}";
 
-    public DsmaIndicator() : base()
+    public DsmaIndicator()
     {
         Name = "DSMA - Deviation Scaled Moving Average";
     }
@@ -19,6 +19,5 @@ public class DsmaIndicator : IndicatorBase
     {
         ma = new Dsma(Period);
         MinHistoryDepths = ma.WarmupPeriod;
-        base.InitIndicator();
     }
 }

quantower/Averages/DwmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class DwmaIndicator : IndicatorBase
 {
@@ -11,7 +11,7 @@ public class DwmaIndicator : IndicatorBase
     public override string ShortName => $"DWMA {Period} : {SourceName}";
 
 
-    public DwmaIndicator() : base()
+    public DwmaIndicator()
     {
         Name = "DWMA - Double Weighted Moving Average";
     }
@@ -19,6 +19,5 @@ public class DwmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Dwma(Period);
-        base.InitIndicator();
     }
 }

quantower/Averages/EmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class EmaIndicator : IndicatorBase
 {
@@ -13,7 +13,7 @@ public class EmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"EMA {Period} : {SourceName}";
 
-    public EmaIndicator() : base()
+    public EmaIndicator()
     {
         Name = "EMA - Exponential Moving Average";
         Description = "Exponential Moving Average";
@@ -21,7 +21,6 @@ public class EmaIndicator : IndicatorBase
 
     protected override void InitIndicator()
     {
-        base.InitIndicator();
         ma = new Ema(period: Period, useSma: UseSma);
     }
 }

quantower/Averages/EpmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class EpmaIndicator : IndicatorBase
 {
@@ -10,14 +10,13 @@ public class EpmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"EPMA {Period} : {SourceName}";
 
-    public EpmaIndicator() : base()
+    public EpmaIndicator()
     {
         Name = "EPMA - Endpoint Moving Average";
     }
 
     protected override void InitIndicator()
     {
-        base.InitIndicator();
         ma = new Epma(period: Period);
     }
 }

quantower/Averages/FramaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class FramaIndicator : IndicatorBase
 {
@@ -11,7 +11,7 @@ public class FramaIndicator : IndicatorBase
     public override string ShortName => $"FRAMA {Period} : {SourceName}";
 
 
-    public FramaIndicator() : base()
+    public FramaIndicator()
     {
         Name = "FRAMA - Fractal Adaptive Moving Average";
     }
@@ -19,6 +19,5 @@ public class FramaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Frama(Period);
-        base.InitIndicator();
     }
 }

quantower/Averages/FwmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class FwmaIndicator : IndicatorBase
 {
@@ -11,7 +11,7 @@ public class FwmaIndicator : IndicatorBase
     public override string ShortName => $"FWMA {Period} : {SourceName}";
 
 
-    public FwmaIndicator() : base()
+    public FwmaIndicator()
     {
         Name = "FWMA - Fibonacci-Weighted Moving Average";
     }
@@ -19,6 +19,5 @@ public class FwmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Fwma(Period);
-        base.InitIndicator();
     }
 }

quantower/Averages/GmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class GmaIndicator : IndicatorBase
 {
@@ -11,7 +11,7 @@ public class GmaIndicator : IndicatorBase
     public override string ShortName => $"GMA {Period} : {SourceName}";
 
 
-    public GmaIndicator() : base()
+    public GmaIndicator()
     {
         Name = "GMA - Gaussian-Weighted Moving Average";
     }
@@ -19,6 +19,5 @@ public class GmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Gma(Period);
-        base.InitIndicator();
     }
 }

quantower/Averages/HmaIndicator.cs

@@ -11,7 +11,7 @@ public class HmaIndicator : IndicatorBase
     public override string ShortName => $"HMA {Period} : {SourceName}";
 
 
-    public HmaIndicator() : base()
+    public HmaIndicator()
     {
         Name = "HMA - Hull Moving Average";
     }
@@ -19,6 +19,5 @@ public class HmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Hma(Period);
-        base.InitIndicator();
     }
 }

quantower/Averages/HtitIndicator.cs

@@ -7,7 +7,7 @@ public class HtitIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"HTIT : {SourceName}";
 
-    public HtitIndicator() : base()
+    public HtitIndicator()
     {
         Name = "HTIT - Hilbert Transform Instantaneous Trendline";
     }
@@ -16,6 +16,5 @@ public class HtitIndicator : IndicatorBase
     {
         ma = new Htit();
         MinHistoryDepths = ma.WarmupPeriod;
-        base.InitIndicator();
     }
 }

quantower/Averages/HwmaIndicator.cs

@@ -17,17 +17,13 @@ public class HwmaIndicator : IndicatorBase
     public override string ShortName => $"HWMA {nA:F2} : {nB:F2} : {nC:F2} : {SourceName}";
 
 
-    public HwmaIndicator() : base()
+    public HwmaIndicator()
     {
         Name = "HWMA - Holt-Winter Moving Average";
     }
 
     protected override void InitIndicator()
     {
-        //nA = 2 / (1 + (double)Period);
-        //nB = 1 / (double)Period;
-        //nC = 1 / (double)Period;
         ma = new Hwma(nA: nA, nB: nB, nC: nC);
-        base.InitIndicator();
     }
 }

quantower/Averages/JmaIndicator.cs

@@ -7,13 +7,13 @@ public class JmaIndicator : IndicatorBase
     public int Period { get; set; } = 10;
 
     [InputParameter("Phase", sortIndex: 2, -100, 100, 1, 0)]
-    public int Phase { get; set; } = 0;
+    public int Phase { get; set; }
     private Jma? ma;
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"JMA {Period} : {Phase} : {SourceName}";
 
 
-    public JmaIndicator() : base()
+    public JmaIndicator()
     {
         Name = "JMA - Jurik Moving Average";
     }
@@ -21,6 +21,5 @@ public class JmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Jma(period: Period, phase: (double)Phase);
-        base.InitIndicator();
     }
 }

quantower/Averages/KamaIndicator.cs

@@ -15,7 +15,7 @@ public class KamaIndicator : IndicatorBase
     public override string ShortName => $"KAMA {Period} : {Fast} : {Slow} : {SourceName}";
 
 
-    public KamaIndicator() : base()
+    public KamaIndicator()
     {
         Name = "KAMA - Kaufman's Adaptive Moving Average";
     }
@@ -23,6 +23,5 @@ public class KamaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Kama(Period, Fast, Slow);
-        base.InitIndicator();
     }
 }

quantower/Averages/LtmaIndicator.cs

@@ -10,7 +10,7 @@ public class LtmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"Laguerre {Gamma:F2} : {SourceName}";
 
-    public LtmaIndicator() : base()
+    public LtmaIndicator()
     {
         Name = "LTMA - Laguerre Transform Moving Average";
     }
@@ -18,6 +18,5 @@ public class LtmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Ltma(gamma: Gamma);
-        base.InitIndicator();
     }
 }

quantower/Averages/MaafIndicator.cs

@@ -7,20 +7,19 @@ public class MaafIndicator : IndicatorBase
     public int Period { get; set; } = 39;
 
     [InputParameter("Threshold", sortIndex: 5, minimum: 0, maximum: 1, increment: 0.001, decimalPlaces:3)]
-    public double Threshold = 0.002;
+    public double Threshold { get; set; } = 0.002;
 
     private Maaf? ma;
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"MAAF {Period} : {Threshold:F2} : {SourceName}";
 
-    public MaafIndicator() : base()
+    public MaafIndicator()
     {
         Name = "MAAF - Median-Average Adaptive Filter";
     }
 
     protected override void InitIndicator()
     {
-        base.InitIndicator();
         ma = new Maaf(Period: Period, Threshold: Threshold);
     }
 }

quantower/Averages/MamaIndicator.cs

@@ -12,7 +12,7 @@ public class MamaIndicator : IndicatorBase
     public override string ShortName => $"MAMA : {Fast} : {Slow} : {SourceName}";
 
 
-    public MamaIndicator() : base()
+    public MamaIndicator()
     {
         Name = "MAMA - MESA Adaptive Moving Average";
     }
@@ -20,6 +20,5 @@ public class MamaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Mama(Fast, Slow);
-        base.InitIndicator();
     }
 }

quantower/Averages/MgdiIndicator.cs

@@ -15,7 +15,7 @@ public class MgdiIndicator : IndicatorBase
     public override string ShortName => $"MGDI {Period} : {kfactor:F2} : {SourceName}";
 
 
-    public MgdiIndicator() : base()
+    public MgdiIndicator()
     {
         Name = "MGDI - McGinley Dynamic Index";
     }
@@ -23,6 +23,5 @@ public class MgdiIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Mgdi(period: Period, kFactor: kfactor);
-        base.InitIndicator();
     }
 }

quantower/Averages/MmaIndicator.cs

@@ -10,14 +10,13 @@ public class MmaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"MMA {Period} : {SourceName}";
 
-    public MmaIndicator() : base()
+    public MmaIndicator()
     {
         Name = "MMA - Modified Moving Average";
     }
 
     protected override void InitIndicator()
     {
-        base.InitIndicator();
         ma = new Mma(period: Period);
     }
 }

quantower/Averages/QemaIndicator.cs

@@ -16,7 +16,7 @@ public class QemaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"QEMA {k1:F2} : {k2:F2} : {k3:F2} : {k4:F2} :{SourceName}";
 
-    public QemaIndicator() : base()
+    public QemaIndicator()
     {
         Name = "QEMA - Quad Exponential Moving Average";
         Description = "Quad Exponential Moving Average";
@@ -24,7 +24,6 @@ public class QemaIndicator : IndicatorBase
 
     protected override void InitIndicator()
     {
-        base.InitIndicator();
         ma = new Qema(k1, k2, k3, k4);
     }
 }

quantower/Averages/RemaIndicator.cs

@@ -13,14 +13,13 @@ public class RemaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"REMA {Period} : {Lambda:F2} : {SourceName}";
 
-    public RemaIndicator() : base()
+    public RemaIndicator()
     {
         Name = "REMA - Regularized Exponential Moving Average";
     }
 
     protected override void InitIndicator()
     {
-        base.InitIndicator();
         ma = new Rema(period: Period, lambda: Lambda);
     }
 }

quantower/Averages/RmaIndicator.cs

@@ -11,7 +11,7 @@ public class RmaIndicator : IndicatorBase
     public override string ShortName => $"RMA {Period} : {SourceName}";
 
 
-    public RmaIndicator() : base()
+    public RmaIndicator()
     {
         Name = "RMA - wildeR Moving Average";
     }
@@ -19,6 +19,5 @@ public class RmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Rma(Period);
-        base.InitIndicator();
     }
 }

quantower/Averages/SinemaIndicator.cs

@@ -10,7 +10,7 @@ public class SinemaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"SINEMA {Period} : {SourceName}";
 
-    public SinemaIndicator() : base()
+    public SinemaIndicator()
     {
         Name = "SINEMA - Sine-Weighted Moving Average";
     }
@@ -18,6 +18,5 @@ public class SinemaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Sinema(Period);
-        base.InitIndicator();
     }
 }

quantower/Averages/SmaIndicator.cs

@@ -11,7 +11,7 @@ public class SmaIndicator : IndicatorBase
     public override string ShortName => $"SMA {Period} : {SourceName}";
 
 
-    public SmaIndicator() : base()
+    public SmaIndicator()
     {
         Name = "SMA - Simple Moving Average";
     }
@@ -19,6 +19,5 @@ public class SmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Sma(Period);
-        base.InitIndicator();
     }
 }

quantower/Averages/SmmaIndicator.cs

@@ -11,7 +11,7 @@ public class SmmaIndicator : IndicatorBase
     public override string ShortName => $"SMMA {Period} : {SourceName}";
 
 
-    public SmmaIndicator() : base()
+    public SmmaIndicator()
     {
         Name = "SMMA - Smoothed Moving Average";
     }
@@ -19,6 +19,5 @@ public class SmmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Smma(Period);
-        base.InitIndicator();
     }
 }

quantower/Averages/T3Indicator.cs

@@ -10,13 +10,13 @@ public class T3Indicator : IndicatorBase
     public double Vfactor { get; set; } = 0.62;
 
     [InputParameter("Use SMA for warmup", sortIndex: 3)]
-    public bool UseSma { get; set; } = false;
+    public bool UseSma { get; set; }
 
     private T3? ma;
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"T3 {Period} : {Vfactor:F2} : {SourceName}";
 
-    public T3Indicator() : base()
+    public T3Indicator()
     {
         Name = "T3 - Tillson T3 Moving Average";
     }
@@ -24,6 +24,5 @@ public class T3Indicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new T3(period: Period, vfactor: Vfactor, useSma: UseSma);
-        base.InitIndicator();
     }
 }

quantower/Averages/TemaIndicator.cs

@@ -10,14 +10,13 @@ public class TemaIndicator : IndicatorBase
     protected override AbstractBase QuanTAlib => ma!;
     public override string ShortName => $"TEMA {Period} : {SourceName}";
 
-    public TemaIndicator() : base()
+    public TemaIndicator()
     {
         Name = "TEMA - Triple Exponential Moving Average";
     }
 
     protected override void InitIndicator()
     {
-        base.InitIndicator();
         ma = new Tema(period: Period);
     }
 }

quantower/Averages/TrimaIndicator.cs

@@ -11,7 +11,7 @@ public class TrimaIndicator : IndicatorBase
     public override string ShortName => $"TRIMA {Period} : {SourceName}";
 
 
-    public TrimaIndicator() : base()
+    public TrimaIndicator()
     {
         Name = "TRIMA - Triangular Moving Average";
     }
@@ -19,6 +19,5 @@ public class TrimaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Trima(Period);
-        base.InitIndicator();
     }
 }

quantower/Averages/VidyaIndicator.cs

@@ -15,7 +15,7 @@ public class VidyaIndicator : IndicatorBase
     public override string ShortName => $"VIDYA {Period} : {SourceName}";
 
 
-    public VidyaIndicator() : base()
+    public VidyaIndicator()
     {
         Name = "VIDYA - Variable Index Dynamic Average";
     }
@@ -23,6 +23,5 @@ public class VidyaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Vidya(Period, LPeriod, Alpha);
-        base.InitIndicator();
     }
 }

quantower/Averages/WmaIndicator.cs

@@ -11,7 +11,7 @@ public class WmaIndicator : IndicatorBase
     public override string ShortName => $"WMA {Period} : {SourceName}";
 
 
-    public WmaIndicator() : base()
+    public WmaIndicator()
     {
         Name = "WMA - Weighted Moving Average";
     }
@@ -19,6 +19,5 @@ public class WmaIndicator : IndicatorBase
     protected override void InitIndicator()
     {
         ma = new Wma(Period);
-        base.InitIndicator();
     }
 }

quantower/Averages/ZlemaIndicator.cs

@@ -11,14 +11,13 @@ public class ZlemaIndicator : IndicatorBase
     public override string ShortName => $"ZLEMA {Period} : {SourceName}";
 
 
-    public ZlemaIndicator() : base()
+    public ZlemaIndicator()
     {
         Name = "ZLEMA - Weighted Moving Average";
     }
 
     protected override void InitIndicator()
     {
-        base.InitIndicator();
         ma = new Zlema(Period);
     }
 }

quantower/Averages/_IndicatorBase.cs

@@ -3,10 +3,11 @@ using TradingPlatform.BusinessLayer;
 using TradingPlatform.BusinessLayer.Chart;
 using System.Runtime.CompilerServices;
 using System.Drawing.Drawing2D;
-using QuanTAlib;
 using System.Collections;
 using TradingPlatform.BusinessLayer.TimeSync;
 
+namespace QuanTAlib;
+
 #pragma warning disable CA1416 // Validate platform compatibility
 public abstract class IndicatorBase : Indicator, IWatchlistIndicator
 {
@@ -27,7 +28,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
 
     [InputParameter("Show cold values", sortIndex: 20)]
     public bool ShowColdValues { get; set; } = true;
-    public int MinHistoryDepths;
+    public int MinHistoryDepths { get; set; }
 
     // LineSeries.LineSeries(string, Color, int, LineStyle)'
 
@@ -37,7 +38,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
 
     int IWatchlistIndicator.MinHistoryDepths => 0;
 
-    protected IndicatorBase() : base()
+    protected IndicatorBase()
     {
         OnBackGround = true;
         SeparateWindow = false;
@@ -45,13 +46,9 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
         Series = new(name: $"{Name}", color: Color.Yellow, width: 2, style: LineStyle.Solid);
 
         AddLineSeries(Series);
-        InitIndicator();
     }
 
-    protected virtual void InitIndicator()
-    {
-        SourceName = GetName(Source);
-    }
+    protected abstract void InitIndicator();
 
     protected override void OnInit()
     {
@@ -95,7 +92,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
     {
         base.OnPaintChart(args);
         List<Point> allPoints = new List<Point>();
-        if (CurrentChart == null) return;
+        if (CurrentChart == null) { return; }
 
         Graphics gr = args.Graphics;
         var mainWindow = this.CurrentChart.Windows[args.WindowIndex];
@@ -126,7 +123,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
 
     private void DrawSmoothCombinedCurve(Graphics gr, List<Point> allPoints, int hotCount)
     {
-        if (allPoints.Count < 2) return;
+        if (allPoints.Count < 2) { return; }
 
         using (Pen defaultPen = new(Series!.Color, Series.Width) { DashStyle = ConvertLineStyleToDashStyle(Series.Style) })
         using (Pen coldPen = new(Series!.Color, Series.Width) { DashStyle = DashStyle.Dot })
@@ -146,7 +143,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
             }
         }
     }
-    private DashStyle ConvertLineStyleToDashStyle(LineStyle lineStyle)
+    private static DashStyle ConvertLineStyleToDashStyle(LineStyle lineStyle)
     {
         return lineStyle switch
         {
@@ -157,7 +154,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
             _ => DashStyle.Solid,
         };
     }
-    protected void DrawText(Graphics gr, string text, Rectangle clientRect)
+    protected static void DrawText(Graphics gr, string text, Rectangle clientRect)
     {
         Font font = new Font("Inter", 8);
         SizeF textSize = gr.MeasureString(text, font);
@@ -167,7 +164,7 @@ public abstract class IndicatorBase : Indicator, IWatchlistIndicator
         gr.FillRectangle(SystemBrushes.ControlDarkDark, textRect);
         gr.DrawString(text, font, Brushes.White, new PointF(textRect.X + 6, textRect.Y + 5));
     }
-    protected string GetName(int pType)
+    protected static string GetName(int pType)
     {
         return pType switch
         {