version bump to 0.1.14

Quantower/Quantower.csproj

@@ -29,7 +29,7 @@
     <PlatformTarget>anycpu</PlatformTarget>
   </PropertyGroup>
   <ItemGroup>
-    <Compile Include="..\Source\**\*.cs" Exclude="..\Source\obj\**;..\Source\Basics\*_Feed.cs">
+    <Compile Include="..\Source\**\*.cs" Exclude="..\Source\obj\**;..\Source\Feeds\**">
       <Link>QuanTAlib\%(RecursiveDir)%(Filename)%(Extension)</Link>
     </Compile>
   </ItemGroup>

Source/Feeds/Alphavantage_Feed.cs

@@ -15,17 +15,16 @@ Alphavantage - Free API to collect quotes for stock, Forex and crypto. It requir
 
 public class Alphavantage_Feed : TBars
 {
-    //public enum Interval { Month, Week, Day, Hour, Min30, Min15, Min5, Min1}
+    public enum Interval { Month, Week, Day, Hour, Min30, Min15, Min5, Min1}
     public Alphavantage_Feed(string Symbol = "IBM", bool Extended = false, Interval Interval = Interval.Day, string APIkey = "demo")
     {
 
         string outputsize = "compact";
         if (Extended) { outputsize = "full"; }
         System.Net.Http.HttpClient client = new();
-
         JsonElement json = new();
         var tokens = Symbol.Split("-");
-        if (tokens.Count() > 1)
+        if (tokens.Length > 1)
         {
             string req = "https://www.alphavantage.co/query?function=FX" + GetInterval(Interval) + "&from_symbol=" + tokens[0] + "&to_symbol=" + tokens[1] + "&outputsize=" + outputsize + "&apikey=" + APIkey;
             var msg = client.GetStringAsync(req).Result;
@@ -85,7 +84,7 @@ public class Alphavantage_Feed : TBars
         }
 
     }
-    private (DateTime t, double o, double h, double l, double c, double v) GetOHLC(JsonProperty json)
+    private static (DateTime t, double o, double h, double l, double c, double v) GetOHLC(JsonProperty json)
     {
         double o, h, l, c, v;
         o = h = l = c = v = 0;
@@ -109,4 +108,17 @@ public class Alphavantage_Feed : TBars
         }
         return (date, o, h, l, c, v);
     }
+
+	private static string GetInterval(Interval interval = Interval.Day) => interval switch
+	{
+		Interval.Month => "_MONTHLY",
+		Interval.Week => "_WEEKLY",
+		Interval.Day => "_DAILY",
+		Interval.Hour => "_INTRADAY&interval=60min",
+		Interval.Min30 => "_INTRADAY&interval=30min",
+		Interval.Min15 => "_INTRADAY&interval=15min",
+		Interval.Min5 => "_INTRADAY&interval=5min",
+		Interval.Min1 => "_INTRADAY&interval=1min",
+		_ => "_DAILY"
+	};
 }

Source/Feeds/GBM_Feed.cs

@@ -50,7 +50,7 @@ public class GBM_Feed : TBars
         seed = Close;
     }
 
-    private double GBM_value (double Seed, double Volatility, double Drift) {
+    private static double GBM_value (double Seed, double Volatility, double Drift) {
         Random rnd = new((int)(DateTime.UtcNow.Ticks));
         double U1 = 1.0-rnd.NextDouble();
         double U2 = 1.0-rnd.NextDouble();

Source/QuanTAlib.csproj

@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
-    <Version>0.1.13</Version>
+    <Version>0.1.14</Version>
-    <releaseNotes>Added MACD, RSI, CCI, ALMA, LINREG</releaseNotes>
+    <releaseNotes></releaseNotes>
     <Title>QuanTAlib</Title>
     <Product>Library of Technical Indicators for .NET</Product>
     <Description>Quantitative Technical Analysis library for both real-time (streaming) and historical data analysis</Description>
@@ -11,7 +11,7 @@
     <Authors>Miha Kralj</Authors>
     <Copyright>Miha Kralj</Copyright>
     <PackageReadmeFile>readme.md</PackageReadmeFile>
-    <TargetFrameworks>net7.0;net6.0;netcoreapp3.1;netstandard2.1</TargetFrameworks>
+    <TargetFrameworks>net7.0;net6.0</TargetFrameworks>
     <ImplicitUsings>disable</ImplicitUsings>
     <LangVersion>preview</LangVersion>
     <Nullable>disable</Nullable>

docs/.nojekyll

@@ -0,0 +1 @@
+