release 0.1.12

.github/workflows/main_automation.yml

@@ -50,12 +50,12 @@ jobs:
         /d:sonar.cs.dotcover.reportsPaths=./coveragereport.html
 
     - name: Build Core DLL
-      run: dotnet build ./Source/QuanTAlib.csproj --verbosity normal --configuration Debug --nologo
+      run: dotnet build ./Source/QuanTAlib.csproj --verbosity normal --configuration Release --nologo
     - name: Build Quantower DLL
-      run: dotnet build ./Quantower/Quantower.csproj --verbosity normal --configuration Debug --nologo
+      run: dotnet build ./Quantower/Quantower.csproj --verbosity normal --configuration Release --nologo
 
     - name: dotnet Test
-      run: dotnet test ./Tests/Tests.csproj --verbosity normal --configuration Debug --nologo
+      run: dotnet test ./Tests/Tests.csproj --verbosity normal --configuration Release --nologo
     - name: DotCover Test XML
       run: dotnet dotcover test ./Tests/Tests.csproj --verbosity normal --framework net7.0 --dcReportType=DetailedXML --dcoutput=./coveragereport.xml
     - name: DotCover Test HTML
@@ -99,4 +99,4 @@ jobs:
       run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
           --api-key ${{ secrets.NUGET_DEPLOY_KEY_QUANTLIB }}
           --source https://api.nuget.org/v3/index.json
-          --skip-duplicate
+#          --skip-duplicate

Docs/coverage.md

@@ -1,156 +1,157 @@
-# Coverage of indicators
-
-| Indicator | QuanTAlib | TA-LIB | Skender | Pandas-TA |
-|--|:--:|:--:|:--:|:--:|
-| **Basics** |||||
-| OC2 - (Open+Close)/2 |✔️|||✔️|
-| HL2 - (High+Low)/2 |✔️|||✔️|
-| HLC3 - Typical Price |✔️|||✔️|
-| OHL3 - (Open+High+Low)/3 |✔️|||✔️|
-| OHLC4 - (O+H+L+C)/4 |✔️|||✔️|
-| HLCC4 - Weighted Price |✔️||✔️|✔️|
-| ADD - Addition |✔️|✔️|||
-| SUB - Subtraction |✔️|✔️|||
-| MUL - Multiplication |✔️|✔️|||
-| DIV - Division |✔️|✔️|||
-||||||
-| **Statistics** |||||
-| BETA - Beta coefficient |||✔️||
-| BIAS - Bias |✔️|||✔️|
-| ENTR - Entropy |✔️|||✔️|
-| KUR - Kurtosis |✔️|||✔️|
-| LINREG - Linear Regression ||✔️|✔️||
-| MAD - Mean Absolute Deviation |✔️||✔️|✔️|
-| MAPE - Mean Absolute Percent Error |✔️||✔️||
-| MAX - Max value |✔️|✔️|||
-| MIN - Min value |✔️|✔️|||
-| MED - Median value |✔️|✔️||✔️|
-| MSE - Mean Squared Error |✔️||✔️||
-| PSDEV - Population Standard Deviation |✔️||||
-| PVAR - Population Variance |✔️||||
-| QUANTILE ||||✔️|
-| RS - R-Squared Coefficient |||✔️||
-| SKEW - Skewness ||||✔️|
-| SLOPE - Slope |||✔️||
-| SMAPE - Symmetric Mean Absolute Percent Error |✔️||||
-| SDEV - Sample Standard Deviation |✔️|✔️|✔️|✔️|
-| VAR - Sample Variance |✔️|||✔️|
-| WMAPE - Weighted Mean Absolute Percent Error |✔️||||
-| ZSCORE |||✔️|✔️|
-||||||
-| **Moving Averages** |||||
-| AFIRMA - Autoregressive Finite Impulse Response Moving Average |||||
-| ALMA - Arnaud Legoux Moving Average |||✔️|✔️|
-| ARIMA - Autoregressive Integrated Moving Average |||||
-| ATR - Average True Range |✔️|✔️|✔️|✔️|
-| ATRP - Average True Range Percent |✔️||✔️||
-| DEMA - Double EMA |✔️|✔️|✔️|✔️|
-| EMA - Exponential Moving Average |✔️|✔️|✔️|✔️|
-| EPMA - Endpoint Moving Average |||✔️||
-| FWMA - Fibonacci's Weighted Moving Average ||||✔️|
-| HEMA - Hull Exponential Moving Average |✔️||||
-| HMA - Hull  Moving Average |✔️||✔️|✔️|
-| HWMA - Holt-Winter Moving Average ||||✔️|
-| JMA - Jurik Moving Average |✔️|||✔️|
-| KAMA - Kaufman's Adaptive Moving Average |✔️|✔️|✔️|✔️|
-| LSMA - Least Squares Moving Average |||✔️||
-| MACD - Moving Average Convergence/Divergence ||✔️|✔️|✔️|
-| MAMA - MESA Adaptive Moving Average ||✔️|✔️||
-| MMA - Modified Moving Average |||✔️||
-| NATR - Normalized Average True Range ||✔️|✔️|✔️|
-| PPMA - Pivot Point Moving Average |||✔️||
-| PWMA - Pascal's Weighted Moving Average ||||✔️|
-| RMA - WildeR's Moving Average |✔️|||✔️|
-| SINWMA - Sine Weighted Moving Average ||||✔️|
-| SMA - Simple Moving Average |✔️|✔️|✔️|✔️|
-| SMMA - Smoothed Moving Average |✔️||✔️||
-| STOCH - Stochastic Oscillator ||✔️|✔️|✔️|
-| SSF - Ehler's Super Smoother Filter ||||✔️|
-| SUP - Supertrend |||✔️|✔️|
-| SWMA - Symmetric Weighted Moving Average ||||✔️|
-| T3 - Tillson T3 Moving Average ||✔️|✔️|✔️|
-| TEMA - Triple EMA |✔️|✔️|✔️|✔️|
-| TRIMA - Triangular Moving Average ||✔️||✔️|
-| VIDYA - Variable Index Dynamic Average ||||✔️|
-| VWAP - Volume Weighted Average Price |||✔️|✔️|
-| VWMA - Volume Weighted Moving Average |||✔️|✔️|
-| WMA - Weighted Moving Average |✔️|✔️|✔️|✔️|
-| ZLEMA - Zero Lag EMA |✔️|||✔️|
-||||||
-| **Oscillators and Indices** |||||
-| AC - Acceleration Oscillator ||||✔️|
-| AD - Chaikin Accumulation Distribution ||✔️|✔️|✔️|
-| ADOSC - Chaikin Accumulation Distribution Oscillator ||✔️|✔️||
-| ADX - Average Directional Movement Index ||✔️|✔️|✔️|
-| ADXR - Average Directional Movement Index Rating ||✔️|✔️||
-| AO - Awesome Oscillator |||✔️|✔️|
-| APO - Absolute Price Oscillator ||✔️||✔️|
-| AROON - Aroon oscillator ||✔️|✔️|✔️|
-| BBANDS - Bollinger Bands ||✔️|✔️|✔️|
-| BOP - Balance of Power ||✔️|✔️|✔️|
-| CCI - Commodity Channel Index ||✔️|✔️|✔️|
-| CFO - Chande Forcast Oscillator ||||✔️|
-| CMF - Chaikin Money Flow |||✔️|✔️|
-| CMO - Chande Momentum Oscillator ||✔️||✔️|
-| COG - Center of Gravity ||||✔️|
-| CRSI - Connor RSI |||✔️||
-| CTI - Ehler's Correlation Trend Indicator ||||✔️|
-| DMI - Directional Movement Index ||✔️|✔️|✔️|
-| EFI - Elder Ray's Force Index |||✔️|✔️|
-| GAT - Alligator oscillator |||✔️||
-| KRI - Kairi Relative Index |||||
-| KVO - Klinger Volume Oscillator |||✔️|✔️|
-| MFI - Money Flow Index ||✔️|✔️|✔️|
-| MOM - Momentum |||✔️|✔️|
-| NVI - Negative Volume Index ||||✔️|
-| PO - Price Oscillator ||||✔️|
-| PPO - Percentage Price Oscillator ||✔️||✔️|
-| PVI - Positive Volume Index ||||✔️|
-| RSI - Relative Strength Index ||✔️|✔️|✔️|
-| RVGI - Relative Vigor Index ||||✔️|
-| SRSI - Stochastic RSI |||✔️|✔️|
-| TRIX - 1-day ROC of TEMA ||✔️|✔️|✔️|
-| TSI - True Strength Index |||✔️|✔️|
-| UI - Ulcer Index |||✔️|✔️|
-| UO - Ultimate Oscillator ||✔️|✔️|✔️|
-| WGAT - Williams Alligator |||✔️||
-||||||
-| **Volume** |||||
-| AOBV - Archer On-Balance Volume ||||✔️|
-| OBV - On-Balance Volume ||✔️|✔️|✔️|
-| PRS - Price Relative Strength |||✔️||
-| PVOL - Price-Volume |||||
-| PVR - Price Volume Rank ||||✔️|
-| PVT - Price Volume Trend ||||✔️|
-| VP - Volume Profile ||||✔️|
-||||||
-|**Unsorted**|||||
-| CHN - Price Channel |||✔️||
-| COPPOCK - Coppock Curve ||||✔️|
-| CORREL - Pearson's Correlation Coefficient ||✔️|✔️||
-| EOM - Ease of Movement ||||✔️|
-| HILO - Gann High-Low Activator ||||✔️|
-| HV - Historical Volatility |||✔️||
-| HT - HT Trendline |||✔️||
-| ICH - Ichimoku |||✔️|✔️|
-| MCGD - McGinley Dynamic ||||✔️|
-| ROC - Rate of Change ||✔️|✔️|✔️|
-| SAR - Parabolic Stop and Reverse ||✔️|✔️|✔️|
-| STC - Schaff Trend Cycle |||✔️|✔️|
-| TR - True Range ||✔️|✔️|✔️|
-| WILLR - Larry Williams' %R ||✔️|✔️|✔️|
-| HURST - Hurst Exponent |||✔️||
-| VOR - Vortex Indicator |||✔️|✔️|
-| DON - Donchian Channels |||✔️|✔️|
-| FCB - Fractal Chaos Bands |||✔️||
-| KEL - Keltner Channels |||✔️|✔️|
-| PVT - Pivot Points |||✔️||
-| STARC - Starc Bands |||✔️||
-| DPO - De-trended Price Oscillator |||✔️|✔️|
-| KDJ - KDJ Index |||✔️|✔️|
-| SMI - Stochastic Momentum Index |||✔️|✔️|
-| CHAND - Chandelier Exit |||✔️||
-| VSTOP - Volatility Stop |||✔️||
-| PVO - Percentage Volume Oscillator |||✔️|✔️|
-| Hilbert Transform Instantaneous Trendline |||||
-| PMO - Price Momentum Oscillator |||✔️||
+# Coverage of indicators
+
+| Indicator | QuanTAlib | TA-LIB | Skender | Pandas-TA |
+|--|:--:|:--:|:--:|:--:|
+| **Basics** |||||
+| OC2 - (Open+Close)/2 |✔️|||✔️|
+| HL2 - (High+Low)/2 |✔️|||✔️|
+| HLC3 - Typical Price |✔️|||✔️|
+| OHL3 - (Open+High+Low)/3 |✔️|||✔️|
+| OHLC4 - (O+H+L+C)/4 |✔️|||✔️|
+| HLCC4 - Weighted Price |✔️||✔️|✔️|
+| ZL - Zero Lag - De-lagged price |✔️|||✔️|
+| ADD - Addition |✔️|✔️|||
+| SUB - Subtraction |✔️|✔️|||
+| MUL - Multiplication |✔️|✔️|||
+| DIV - Division |✔️|✔️|||
+||||||
+| **Statistics** |||||
+| BETA - Beta coefficient |||✔️||
+| BIAS - Bias |✔️|||✔️|
+| ENTR - Entropy |✔️|||✔️|
+| KUR - Kurtosis |✔️|||✔️|
+| LINREG - Linear Regression ||✔️|✔️||
+| MAD - Mean Absolute Deviation |✔️||✔️|✔️|
+| MAPE - Mean Absolute Percent Error |✔️||✔️||
+| MAX - Max value |✔️|✔️|||
+| MIN - Min value |✔️|✔️|||
+| MED - Median value |✔️|✔️||✔️|
+| MSE - Mean Squared Error |✔️||✔️||
+| PSDEV - Population Standard Deviation |✔️||||
+| PVAR - Population Variance |✔️||||
+| QUANTILE ||||✔️|
+| RS - R-Squared Coefficient |||✔️||
+| SKEW - Skewness ||||✔️|
+| SLOPE - Slope |||✔️||
+| SMAPE - Symmetric Mean Absolute Percent Error |✔️||||
+| SDEV - Sample Standard Deviation |✔️|✔️|✔️|✔️|
+| VAR - Sample Variance |✔️|||✔️|
+| WMAPE - Weighted Mean Absolute Percent Error |✔️||||
+| ZSCORE |||✔️|✔️|
+||||||
+| **Moving Averages** |||||
+| AFIRMA - Autoregressive Finite Impulse Response Moving Average |||||
+| ALMA - Arnaud Legoux Moving Average |||✔️|✔️|
+| ARIMA - Autoregressive Integrated Moving Average |||||
+| ATR - Average True Range |✔️|✔️|✔️|✔️|
+| ATRP - Average True Range Percent |✔️||✔️||
+| DEMA - Double EMA |✔️|✔️|✔️|✔️|
+| EMA - Exponential Moving Average |✔️|✔️|✔️|✔️|
+| EPMA - Endpoint Moving Average |||✔️||
+| FWMA - Fibonacci's Weighted Moving Average ||||✔️|
+| HEMA - Hull Exponential Moving Average |✔️||||
+| HMA - Hull  Moving Average |✔️||✔️|✔️|
+| HWMA - Holt-Winter Moving Average ||||✔️|
+| JMA - Jurik Moving Average |✔️|||✔️|
+| KAMA - Kaufman's Adaptive Moving Average |✔️|✔️|✔️|✔️|
+| LSMA - Least Squares Moving Average |||✔️||
+| MACD - Moving Average Convergence/Divergence ||✔️|✔️|✔️|
+| MAMA - MESA Adaptive Moving Average ||✔️|✔️||
+| MMA - Modified Moving Average |||✔️||
+| NATR - Normalized Average True Range ||✔️|✔️|✔️|
+| PPMA - Pivot Point Moving Average |||✔️||
+| PWMA - Pascal's Weighted Moving Average ||||✔️|
+| RMA - WildeR's Moving Average |✔️|||✔️|
+| SINWMA - Sine Weighted Moving Average ||||✔️|
+| SMA - Simple Moving Average |✔️|✔️|✔️|✔️|
+| SMMA - Smoothed Moving Average |✔️||✔️||
+| STOCH - Stochastic Oscillator ||✔️|✔️|✔️|
+| SSF - Ehler's Super Smoother Filter ||||✔️|
+| SUP - Supertrend |||✔️|✔️|
+| SWMA - Symmetric Weighted Moving Average ||||✔️|
+| T3 - Tillson T3 Moving Average ||✔️|✔️|✔️|
+| TEMA - Triple EMA |✔️|✔️|✔️|✔️|
+| TRIMA - Triangular Moving Average ||✔️||✔️|
+| VIDYA - Variable Index Dynamic Average ||||✔️|
+| VWAP - Volume Weighted Average Price |||✔️|✔️|
+| VWMA - Volume Weighted Moving Average |||✔️|✔️|
+| WMA - Weighted Moving Average |✔️|✔️|✔️|✔️|
+| ZLEMA - Zero Lag EMA |✔️|||✔️|
+||||||
+| **Oscillators and Indices** |||||
+| AC - Acceleration Oscillator ||||✔️|
+| AD - Chaikin Accumulation Distribution ||✔️|✔️|✔️|
+| ADOSC - Chaikin Accumulation Distribution Oscillator ||✔️|✔️||
+| ADX - Average Directional Movement Index ||✔️|✔️|✔️|
+| ADXR - Average Directional Movement Index Rating ||✔️|✔️||
+| AO - Awesome Oscillator |||✔️|✔️|
+| APO - Absolute Price Oscillator ||✔️||✔️|
+| AROON - Aroon oscillator ||✔️|✔️|✔️|
+| BBANDS - Bollinger Bands ||✔️|✔️|✔️|
+| BOP - Balance of Power ||✔️|✔️|✔️|
+| CCI - Commodity Channel Index ||✔️|✔️|✔️|
+| CFO - Chande Forcast Oscillator ||||✔️|
+| CMF - Chaikin Money Flow |||✔️|✔️|
+| CMO - Chande Momentum Oscillator ||✔️||✔️|
+| COG - Center of Gravity ||||✔️|
+| CRSI - Connor RSI |||✔️||
+| CTI - Ehler's Correlation Trend Indicator ||||✔️|
+| DMI - Directional Movement Index ||✔️|✔️|✔️|
+| EFI - Elder Ray's Force Index |||✔️|✔️|
+| GAT - Alligator oscillator |||✔️||
+| KRI - Kairi Relative Index |||||
+| KVO - Klinger Volume Oscillator |||✔️|✔️|
+| MFI - Money Flow Index ||✔️|✔️|✔️|
+| MOM - Momentum |||✔️|✔️|
+| NVI - Negative Volume Index ||||✔️|
+| PO - Price Oscillator ||||✔️|
+| PPO - Percentage Price Oscillator ||✔️||✔️|
+| PVI - Positive Volume Index ||||✔️|
+| RSI - Relative Strength Index ||✔️|✔️|✔️|
+| RVGI - Relative Vigor Index ||||✔️|
+| SRSI - Stochastic RSI |||✔️|✔️|
+| TRIX - 1-day ROC of TEMA ||✔️|✔️|✔️|
+| TSI - True Strength Index |||✔️|✔️|
+| UI - Ulcer Index |||✔️|✔️|
+| UO - Ultimate Oscillator ||✔️|✔️|✔️|
+| WGAT - Williams Alligator |||✔️||
+||||||
+| **Volume** |||||
+| AOBV - Archer On-Balance Volume ||||✔️|
+| OBV - On-Balance Volume ||✔️|✔️|✔️|
+| PRS - Price Relative Strength |||✔️||
+| PVOL - Price-Volume |||||
+| PVR - Price Volume Rank ||||✔️|
+| PVT - Price Volume Trend ||||✔️|
+| VP - Volume Profile ||||✔️|
+||||||
+|**Unsorted**|||||
+| CHN - Price Channel |||✔️||
+| COPPOCK - Coppock Curve ||||✔️|
+| CORREL - Pearson's Correlation Coefficient ||✔️|✔️||
+| EOM - Ease of Movement ||||✔️|
+| HILO - Gann High-Low Activator ||||✔️|
+| HV - Historical Volatility |||✔️||
+| HT - HT Trendline |||✔️||
+| ICH - Ichimoku |||✔️|✔️|
+| MCGD - McGinley Dynamic ||||✔️|
+| ROC - Rate of Change ||✔️|✔️|✔️|
+| SAR - Parabolic Stop and Reverse ||✔️|✔️|✔️|
+| STC - Schaff Trend Cycle |||✔️|✔️|
+| TR - True Range ||✔️|✔️|✔️|
+| WILLR - Larry Williams' %R ||✔️|✔️|✔️|
+| HURST - Hurst Exponent |||✔️||
+| VOR - Vortex Indicator |||✔️|✔️|
+| DON - Donchian Channels |||✔️|✔️|
+| FCB - Fractal Chaos Bands |||✔️||
+| KEL - Keltner Channels |||✔️|✔️|
+| PVT - Pivot Points |||✔️||
+| STARC - Starc Bands |||✔️||
+| DPO - De-trended Price Oscillator |||✔️|✔️|
+| KDJ - KDJ Index |||✔️|✔️|
+| SMI - Stochastic Momentum Index |||✔️|✔️|
+| CHAND - Chandelier Exit |||✔️||
+| VSTOP - Volatility Stop |||✔️||
+| PVO - Percentage Volume Oscillator |||✔️|✔️|
+| Hilbert Transform Instantaneous Trendline |||||
+| PMO - Price Momentum Oscillator |||✔️||

Quantower/Indicators/ZLMA_chart.cs

@@ -62,7 +62,7 @@ public class ZLMA_chart : Indicator
 	  };
 
 	  this.ShortName = "ZLMA (" + maname + ", " + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
-	  this.zerolag = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
+	  ZL_Series zerolag = new(source: bars.Select(this.DataSource), period: this.Period, useNaN: false);
 	  this.indicator = matype switch
 	  {
 		  0 => new SMA_Series(source: zerolag, period: this.Period, useNaN: false),

Source/Indicators/JMA_Series.cs

@@ -27,7 +27,7 @@ public class JMA_Series : Single_TSeries_Indicator
     private double prev_ma1, prev_det0, prev_det1, prev_jma, bsmax, bsmin;
     private double o_prev_ma1, o_prev_det0, o_prev_det1, o_prev_jma, o_bsmax, o_bsmin;
 
-    private readonly double pr, pow1, len2, beta, rvolty, _l;
+    private readonly double pr, pow1, len2, beta, rvolty;
 
     public JMA_Series(TSeries source, int period, double phase = 0.0, bool useNaN = false) : base(source, period, useNaN)
     {

Source/Indicators/KAMA_Series.cs

@@ -25,7 +25,7 @@ Remark:
 
 public class KAMA_Series : Single_TSeries_Indicator
 {
-  private static double _scFast, _scSlow;
+  private readonly double _scFast, _scSlow;
   private readonly System.Collections.Generic.List<double> _buffer = new();
   private double _lastkama = double.NaN;
   private double _lastlastkama;

Source/Statistics/ENTP_Series.cs

@@ -23,7 +23,7 @@ public class ENTP_Series : Single_TSeries_Indicator
         this._logbase = logbase;
         if (base._data.Count > 0) { base.Add(base._data); }
     }
-    private readonly double _logbase = 2.0;
+    private readonly double _logbase;
     private readonly System.Collections.Generic.List<double> _buffer = new();
     private readonly System.Collections.Generic.List<double> _buff2 = new();
 

Source/Statistics/KURT_Series.cs

@@ -20,7 +20,7 @@ Calculation:
 Sources:
   https://en.wikipedia.org/wiki/Kurtosis
   https://stats.oarc.ucla.edu/other/mult-pkg/faq/general/faq-whats-with-the-different-formulas-for-kurtosis/
-    
+
 </summary> */
 
 public class KURT_Series : Single_TSeries_Indicator
@@ -30,7 +30,7 @@ public class KURT_Series : Single_TSeries_Indicator
         this._logbase = logbase;
         if (base._data.Count > 0) { base.Add(base._data); }
     }
-    protected double _logbase = 2.0;
+    protected double _logbase;
     private readonly System.Collections.Generic.List<double> _buffer = new();
 
     public override void Add((System.DateTime t, double v) TValue, bool update)