Sonarcloud fixes

Tests/test_Trady.cs

@@ -8,11 +8,11 @@ public class TradyTests
 {
     private readonly TBarSeries bars;
     private readonly GbmFeed feed;
-    private Random rnd;
+    private readonly Random rnd;
     private readonly double range;
-    private int period, iterations;
-    private int skip;
-     private IEnumerable<IOhlcv> Candles;
+    private readonly int period, iterations;
+    private readonly int skip;
+     private readonly IEnumerable<IOhlcv> Candles;
 
     public TradyTests()
     {

Tests/test_Tulip.cs

@@ -6,12 +6,13 @@ public class TulipTests
 {
     private readonly TBarSeries bars;
     private readonly GbmFeed feed;
-    private Random rnd;
+    private readonly Random rnd;
     private readonly double range;
-    private int period, iterations;
+    private int period;
+    private int readonly iterations;
     private readonly double[] data;
     private readonly double[] outdata;
-    private int skip;
+    private readonly int skip;
 
     public TulipTests()
     {
@@ -44,7 +45,7 @@ public class TulipTests
             for (int i = QL.Length - 1; i > skip; i--)
             {
                 double QL_item = QL[i].Value;
-                double TU = i<period-1?double.NaN:arrout[0][i-period+1];
+                double TU = i < period - 1 ? double.NaN : arrout[0][i - period + 1];
                 Assert.InRange(TU - QL_item, -range, range);
             }
         }
@@ -60,18 +61,18 @@ public class TulipTests
             Ema ma = new(period, useSma: false);
             TSeries QL = new();
             foreach (TBar item in feed)
-                { QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
+            { QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
 
             double[][] arrin = [data];
             double[][] arrout = [outdata];
             Tulip.Indicators.ema.Run(inputs: arrin, options: [period], outputs: arrout);
 
             Assert.Equal(QL.Length, arrout[0].Length);
-            for (int i = QL.Length - 1; i > skip*2; i--)  //Initial Tulip Ema value is (wrongly) set to the first input value - therefore large skip
+            for (int i = QL.Length - 1; i > skip * 2; i--)  //Initial Tulip Ema value is (wrongly) set to the first input value - therefore large skip
             {
                 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}");
+                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

@@ -5,7 +5,7 @@ namespace QuanTAlib
 {
     public class BarIndicatorTests
     {
-        private Random rnd;
+        private readonly Random rnd;
         private const int SeriesLen = 1000;
         private const int Corrections = 100;
 

Tests/test_iTValue.cs

@@ -5,7 +5,7 @@ namespace QuanTAlib
 {
     public class IndicatorTests
     {
-        private Random rnd;
+        private readonly Random rnd;
         private const int SeriesLen = 1000;
         private const int Corrections = 100;
 

Tests/test_skender.stock.cs

@@ -6,7 +6,7 @@ public class SkenderTests
 {
     private readonly TBarSeries bars;
     private readonly GbmFeed feed;
-    private Random rnd;
+    private readonly Random rnd;
     private readonly double range;
     private int period, iterations;
     private readonly IEnumerable<Quote> quotes;

Tests/test_talib.cs

@@ -6,9 +6,10 @@ public class TAlibTests
 {
     private readonly TBarSeries bars;
     private readonly GbmFeed feed;
-    private Random rnd;
+    private readonly Random rnd;
     private readonly double range;
-    private int period, iterations;
+    private int period;
+    private int readonly iterations;
     private readonly double[] data;
     private readonly double[] TALIB;
 
@@ -78,7 +79,7 @@ public class TAlibTests
             { QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
             Core.Dema(data, 0, QL.Length - 1, TALIB, out int outBegIdx, out _, period);
             Assert.Equal(QL.Length, TALIB.Length);
-            for (int i = QL.Length - 1; i > period*20; i--)
+            for (int i = QL.Length - 1; i > period * 20; i--)
             {
                 double TL = i < outBegIdx ? double.NaN : TALIB[i - outBegIdx];
                 Assert.InRange(TALIB[i - outBegIdx] - QL[i].Value, -range, range);
@@ -98,7 +99,7 @@ public class TAlibTests
             { QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
             Core.Tema(data, 0, QL.Length - 1, TALIB, out int outBegIdx, out _, period);
             Assert.Equal(QL.Length, TALIB.Length);
-            for (int i = QL.Length - 1; i > period*20; i--)
+            for (int i = QL.Length - 1; i > period * 20; i--)
             {
                 double TL = i < outBegIdx ? double.NaN : TALIB[i - outBegIdx];
                 Assert.InRange(TALIB[i - outBegIdx] - QL[i].Value, -range, range);
@@ -116,9 +117,9 @@ public class TAlibTests
             TSeries QL = new();
             foreach (TBar item in feed)
             { QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
-            Core.T3(data, 0, QL.Length - 1, TALIB, out int outBegIdx, out _,  optInTimePeriod: period, optInVFactor: 0.7);
+            Core.T3(data, 0, QL.Length - 1, TALIB, out int outBegIdx, out _, optInTimePeriod: period, optInVFactor: 0.7);
             Assert.Equal(QL.Length, TALIB.Length);
-            for (int i = QL.Length - 1; i > period*20; i--)
+            for (int i = QL.Length - 1; i > period * 20; i--)
             {
                 double TL = i < outBegIdx ? double.NaN : TALIB[i - outBegIdx];
                 Assert.InRange(TALIB[i - outBegIdx] - QL[i].Value, -range, range);

lib/statistics/Entropy.cs

@@ -6,7 +6,7 @@ using System.Linq;
 // Shannon's Entropy calculation
 public class Entropy : AbstractBase
 {
-    public readonly int Period;
+    private readonly int Period;
     private readonly CircularBuffer _buffer;
 
     public Entropy(int period)

lib/statistics/Kurtosis.cs

@@ -3,7 +3,7 @@ namespace QuanTAlib;
 // Excess kurtosis calculated with Sheskin Algorithm
 public class Kurtosis : AbstractBase
 {
-    public readonly int Period;
+    private readonly int Period;
     private readonly CircularBuffer _buffer;
 
     public Kurtosis(int period)

lib/statistics/Max.cs

@@ -4,7 +4,7 @@ namespace QuanTAlib
 {
     public class Max : AbstractBase
     {
-        public readonly int Period;
+        private readonly int Period;
         private readonly CircularBuffer _buffer;
         private readonly double _halfLife;
         private double _currentMax, _p_currentMax;

lib/statistics/Median.cs

@@ -5,7 +5,7 @@ namespace QuanTAlib
 {
     public class Median : AbstractBase
     {
-        public readonly int Period;
+        private readonly int Period;
         private readonly CircularBuffer _buffer;
 
         public Median(int period)

lib/statistics/Min.cs

@@ -4,7 +4,7 @@ namespace QuanTAlib
 {
     public class Min : AbstractBase
     {
-        public readonly int Period;
+        private readonly int Period;
         private readonly CircularBuffer _buffer;
         private readonly double _halfLife;
         private double _currentMin, _p_currentMin;

lib/statistics/Mode.cs

@@ -2,7 +2,7 @@ namespace QuanTAlib;
 
 public class Mode : AbstractBase
 {
-    public readonly int Period;
+    private readonly int Period;
     private readonly CircularBuffer _buffer;
 
     public Mode(int period)

lib/statistics/Percentile.cs

@@ -5,8 +5,8 @@ using System.Linq;
 
 public class Percentile : AbstractBase
 {
-    public readonly int Period;
-    public readonly double Percent;
+    private readonly int Period;
+    private readonly double Percent;
     private readonly CircularBuffer _buffer;
 
     public Percentile(int period, double percent)

lib/statistics/Skew.cs

@@ -5,7 +5,7 @@ using System.Linq;
 
 public class Skew : AbstractBase
 {
-    public readonly int Period;
+    private readonly int Period;
     private readonly CircularBuffer _buffer;
 
     public Skew(int period)

lib/statistics/Stddev.cs

@@ -5,8 +5,8 @@ namespace QuanTAlib
 {
     public class Stddev : AbstractBase
     {
-        public readonly int Period;
-        public readonly bool IsPopulation;
+        private readonly int Period;
+        private readonly bool IsPopulation;
         private readonly CircularBuffer _buffer;
 
         public Stddev(int period, bool isPopulation = false)

lib/statistics/Variance.cs

@@ -5,8 +5,8 @@ namespace QuanTAlib
 {
     public class Variance : AbstractBase
     {
-        public readonly int Period;
-        public readonly bool IsPopulation;
+        private readonly int Period;
+        private readonly bool IsPopulation;
         private readonly CircularBuffer _buffer;
 
         public Variance(int period, bool isPopulation = false)

lib/statistics/Zscore.cs

@@ -5,7 +5,7 @@ using System.Linq;
 
 public class Zscore : AbstractBase
 {
-    public readonly int Period;
+    private readonly int Period;
     private readonly CircularBuffer _buffer;
 
     public Zscore(int period)