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 readonly int period, iterations;
-    private int skip;
+    private readonly int skip;
-     private IEnumerable<IOhlcv> Candles;
+     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()
     {

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;
 

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;
+    private readonly int Period;
-    public readonly double Percent;
+    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;
+        private readonly int Period;
-        public readonly bool IsPopulation;
+        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;
+        private readonly int Period;
-        public readonly bool IsPopulation;
+        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)