sln file

.github/workflows/main_automation.yml

@@ -70,12 +70,13 @@ jobs:
           -p:PackageVersion=${{ github.ref == 'refs/heads/dev' && steps.gitversion.outputs.FullSemVer || steps.gitversion.outputs.MajorMinorPatch }}
         dotnet build ./quantower/Averages/Averages.csproj --configuration Release --nologo
         dotnet build ./quantower/Statistics/Statistics.csproj --configuration Release --nologo
+        dotnet build ./quantower/Volatility/Volatility.csproj --configuration Release --nologo
         dotnet build ./SyntheticVendor/SyntheticVendor.csproj --configuration Release --nologo
 
     - name: Run tests with coverage
       if: github.ref == 'refs/heads/dev'
       run: |
-        dotnet test --verbosity normal /p:CollectCoverage=true /p:CoverletOutputFormat=opencover /p:CoverletOutput="./TestResults/"
+        dotnet test ./Tests/Tests.csproj --verbosity normal /p:CollectCoverage=true /p:CoverletOutputFormat=opencover /p:CoverletOutput="./TestResults/"
         dotnet-coverage collect "dotnet test" -f xml -o "coverage.xml"
 
     - name: Generate and process coverage report
@@ -105,7 +106,7 @@ jobs:
       env:
         GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
         SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
-      run: dotnet sonarscanner end /d:sonar.login="${{ secrets.SONAR_TOKEN }}"
+      run: dotnet sonarscanner end /d:sonar.token="${{ secrets.SONAR_TOKEN }}"
 
     - name: Publish release assets
       uses: SourceSprint/upload-multiple-releases@1.0.7

QuanTAlib.sln

@@ -1,10 +1,10 @@
-Microsoft Visual Studio Solution File, Format Version 12.00
+Microsoft Visual Studio Solution File, Format Version 12.00
 # Visual Studio Version 17
 VisualStudioVersion = 17.0.31903.59
 MinimumVisualStudioVersion = 10.0.40219.1
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "quantalib", "lib\quantalib.csproj", "{A1B2C3D4-E5F6-47G8-H9I0-J1K2L3M4N5O6}"
 EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Tests", "tests\Tests.csproj", "{B2C3D4E5-F6G7-48H9-I0J1-K2L3M4N5O6P7}"
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Tests", "Tests\Tests.csproj", "{B2C3D4E5-F6G7-48H9-I0J1-K2L3M4N5O6P7}"
 EndProject
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SyntheticVendor", "SyntheticVendor\SyntheticVendor.csproj", "{C3D4E5F6-G7H8-49I0-J1K2-L3M4N5O6P7Q8}"
 EndProject

SyntheticVendor/SyntheticVendor.cs

@@ -751,8 +751,10 @@ namespace SyntheticVendorNamespace
             };
         }
 
-
+#pragma warning disable S2245
+        // NOSONAR
         readonly Random random = new Random();
+#pragma warning restore S2245
         private double currentAmplitude = 100;
         private HistoryItemBar GenerateAMSignal(DateTime time, TimeSpan slice)
         {

Tests/test_iTValue.cs

@@ -18,6 +18,7 @@ namespace QuanTAlib
         [
             new Ema(period: 10, useSma: true),
             new Alma(period: 14, offset: 0.85, sigma: 6),
+            new Afirma(periods: 4, taps: 4, window: Afirma.WindowType.Blackman),
             new Convolution(new double[] { 1.0, 2, 3, 2, 1 }),
             new Dema(period: 14),
             new Dsma(period: 14),

lib/averages/Dwma.cs

@@ -6,11 +6,6 @@ namespace QuanTAlib;
 /// The weights are decreasing over the period with p^2 decay, and the most recent data has the heaviest weight.
 /// </summary>
 /// <remarks>
-/// Smoothness:     ★★★★★ (5/5)
-/// Sensitivity:    ★★★☆☆ (3/5)
-/// Overshooting:   ★★★★☆ (4/5)
-/// Lag:            ★★☆☆☆ (2/5)
-///
 /// The DWMA is calculated by applying two WMAs in sequence:
 /// 1. An inner WMA is applied to the input data.
 /// 2. An outer WMA is then applied to the result of the inner WMA.
@@ -28,7 +23,6 @@ namespace QuanTAlib;
 
 public class Dwma : AbstractBase
 {
-    private readonly int _period;
     private readonly Wma _innerWma;
     private readonly Wma _outerWma;
 
@@ -38,11 +32,10 @@ public class Dwma : AbstractBase
         {
             throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
-        _period = period;
         _innerWma = new Wma(period);
         _outerWma = new Wma(period);
         Name = "Wma";
-        WarmupPeriod = 2 * _period - 1;
+        WarmupPeriod = 2 * period - 1;
         Init();
     }
 

lib/averages/Fwma.cs

@@ -2,7 +2,6 @@ namespace QuanTAlib;
 
 public class Fwma : AbstractBase
 {
-    private readonly int _period;
     private readonly Convolution _convolution;
 
     public Fwma(int period)
@@ -11,8 +10,7 @@ public class Fwma : AbstractBase
         {
             throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
-        _period = period;
+        _convolution = new Convolution(GenerateKernel(period));
-        _convolution = new Convolution(GenerateKernel(_period));
         Name = "Fwma";
         WarmupPeriod = period;
         Init();

lib/averages/Gma.cs

@@ -2,7 +2,6 @@ namespace QuanTAlib;
 
 public class Gma : AbstractBase
 {
-    private readonly int _period;
     private readonly Convolution _convolution;
 
     public Gma(int period)
@@ -11,8 +10,7 @@ public class Gma : AbstractBase
         {
             throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
-        _period = period;
+        _convolution = new Convolution(GenerateKernel(period));
-        _convolution = new Convolution(GenerateKernel(_period));
         Name = "Gma";
         WarmupPeriod = period;
         Init();

lib/averages/Hma.cs

@@ -2,7 +2,6 @@ namespace QuanTAlib;
 
 public class Hma : AbstractBase
 {
-    private readonly int _period, _sqrtPeriod;
     private readonly Convolution _wmaHalf, _wmaFull, _wmaFinal;
 
     public Hma(int period)
@@ -11,13 +10,12 @@ public class Hma : AbstractBase
         {
             throw new ArgumentException("Period must be greater than or equal to 2.", nameof(period));
         }
-        _period = period;
+        int _sqrtPeriod = (int)Math.Sqrt(period);
-        _sqrtPeriod = (int)Math.Sqrt(period);
         _wmaHalf = new Convolution(GenerateWmaKernel(period / 2));
         _wmaFull = new Convolution(GenerateWmaKernel(period));
         _wmaFinal = new Convolution(GenerateWmaKernel(_sqrtPeriod));
         Name = "Hma";
-        WarmupPeriod = _period + _sqrtPeriod - 1;
+        WarmupPeriod = period + _sqrtPeriod - 1;
         Init();
     }
 

lib/averages/Sinema.cs

@@ -2,7 +2,6 @@ namespace QuanTAlib;
 
 public class Sinema : AbstractBase
 {
-    private readonly int _period;
     private readonly Convolution _convolution;
 
     public Sinema(int period)
@@ -11,8 +10,7 @@ public class Sinema : AbstractBase
         {
             throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
-        _period = period;
+        _convolution = new Convolution(GenerateKernel(period));
-        _convolution = new Convolution(GenerateKernel(_period));
         Name = "Sinema";
         WarmupPeriod = period;
         Init();

lib/averages/Sma.cs

@@ -4,7 +4,6 @@ public class Sma : AbstractBase
 {
     // inherited _index
     // inherited _value
-    private readonly int Period;
     private readonly CircularBuffer _buffer;
 
     public Sma(int period)
@@ -13,7 +12,6 @@ public class Sma : AbstractBase
         {
             throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
         }
-        Period = period;
         WarmupPeriod = period;
         _buffer = new CircularBuffer(period);
         Name = "Sma";
@@ -28,11 +26,6 @@ public class Sma : AbstractBase
     }
     //inhereted public void Sub(object source, in ValueEventArgs args)
 
-    public override void Init()
-    {
-        base.Init();
-    }
-
     protected override void ManageState(bool isNew)
     {
         if (isNew)

lib/averages/Trima.cs

@@ -2,7 +2,6 @@ namespace QuanTAlib;
 
 public class Trima : AbstractBase
 {
-    private readonly int _period;
     private readonly Convolution _convolution;
 
     public Trima(int period)
@@ -11,8 +10,7 @@ public class Trima : AbstractBase
         {
             throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
-        _period = period;
+        _convolution = new Convolution(GenerateKernel(period));
-        _convolution = new Convolution(GenerateKernel(_period));
         Name = "Trima";
         WarmupPeriod = period;
         Init();

lib/averages/Vidya.cs

@@ -6,7 +6,6 @@ namespace QuanTAlib;
 
 public class Vidya : AbstractBase
 {
-    private readonly int _shortPeriod;
     private readonly int _longPeriod;
     private readonly double _alpha;
     private double _lastVIDYA, _p_lastVIDYA;
@@ -19,12 +18,11 @@ public class Vidya : AbstractBase
         {
             throw new ArgumentException("Short period must be greater than or equal to 1.", nameof(shortPeriod));
         }
-        _shortPeriod = shortPeriod;
         _longPeriod = (longPeriod == 0) ? shortPeriod * 4 : longPeriod;
         _alpha = alpha;
         WarmupPeriod = _longPeriod;
-        Name = $"Vidya({_shortPeriod},{_longPeriod})";
+        Name = $"Vidya({shortPeriod},{_longPeriod})";
-        _shortBuffer = new CircularBuffer(_shortPeriod);
+        _shortBuffer = new CircularBuffer(shortPeriod);
         _longBuffer = new CircularBuffer(_longPeriod);
         Init();
     }

lib/core/tbar.cs

@@ -30,15 +30,11 @@ public readonly record struct TBar(DateTime Time, double Open, double High, doub
 
     public TBar() : this(DateTime.UtcNow, 0, 0, 0, 0, 0) { }
     public TBar(double Open, double High, double Low, double Close, double Volume, bool IsNew = true) : this(DateTime.UtcNow, Open, High, Low, Close, Volume, IsNew) { }
-
-    // when TBar casts to double, it returns its Close
-    public static implicit operator double(TBar bar) => bar.Close;
-    public static implicit operator DateTime(TBar tv) => tv.Time;
-
-    // castings for sloppy people - a single double injected into a TBar, and a single TValue injected into a TBar
     public TBar(double value) : this(Time: DateTime.UtcNow, Open: value, High: value, Low: value, Close: value, Volume: value, IsNew: true) { }
     public TBar(TValue value) : this(Time: value.Time, Open: value.Value, High: value.Value, Low: value.Value, Close: value.Value, Volume: value.Value, IsNew: value.IsNew) { }
 
+    public static implicit operator double(TBar bar) => bar.Close;
+    public static implicit operator DateTime(TBar tv) => tv.Time;
     public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}: O={Open:F2}, H={High:F2}, L={Low:F2}, C={Close:F2}, V={Volume:F2}]";
 }
 
@@ -70,11 +66,8 @@ public class TBarSeries : List<TBar>
     public TBarSeries()
     {
         this.Name = "Bar";
-        Open = new();
+        (Open, High, Low, Close, Volume) = ([], [], [], [], []);
-        High = new();
+
-        Low = new();
-        Close = new();
-        Volume = new();
     }
     public TBarSeries(object source) : this()
     {

lib/statistics/Median.cs

@@ -27,11 +27,6 @@ namespace QuanTAlib
             pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
         }
 
-        public override void Init()
-        {
-            base.Init();
-        }
-
         protected override void ManageState(bool isNew)
         {
             if (isNew)

lib/statistics/Mode.cs

@@ -24,11 +24,6 @@ public class Mode : AbstractBase
         pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
     }
 
-    public override void Init()
-    {
-        base.Init();
-    }
-
     protected override void ManageState(bool isNew)
     {
         if (isNew)

lib/volatility/Atr.cs

@@ -2,7 +2,6 @@ namespace QuanTAlib;
 
 public class Atr : AbstractBarBase
 {
-    private readonly int _period;
     private readonly Ema _ma;
     private double _prevClose, _p_prevClose;
 
@@ -12,10 +11,9 @@ public class Atr : AbstractBarBase
         {
             throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
         }
-        _period = period;
         _ma = new(1.0/period);
         WarmupPeriod = _ma.WarmupPeriod;
-        Name = $"ATR({_period})";
+        Name = $"ATR({period})";
     }
 
     public Atr(object source, int period) : this(period)

quantower/Averages/Averages.csproj

@@ -18,6 +18,9 @@
   </Target>
 
   <ItemGroup>
+    <Compile Include="..\*.cs">
+      <Link>%(Filename)%(Extension)</Link>
+    </Compile>
     <Reference Include="TradingPlatform.BusinessLayer">
     <HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
     </Reference>

quantower/Statistics/Statistics.csproj

@@ -18,6 +18,9 @@
   </Target>
 
   <ItemGroup>
+    <Compile Include="..\*.cs">
+      <Link>%(Filename)%(Extension)</Link>
+    </Compile>
     <Reference Include="TradingPlatform.BusinessLayer">
     <HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
     </Reference>

quantower/Statistics/_IndicatorBase.cs

@@ -1,187 +0,0 @@
-using System.Drawing;
-using TradingPlatform.BusinessLayer;
-using TradingPlatform.BusinessLayer.Chart;
-using System.Runtime.CompilerServices;
-using System.Drawing.Drawing2D;
-using System.Collections;
-using TradingPlatform.BusinessLayer.TimeSync;
-
-namespace QuanTAlib;
-
-#pragma warning disable CA1416 // Validate platform compatibility
-public abstract class IndicatorBase : Indicator, IWatchlistIndicator
-{
-
-    [InputParameter("Data source", sortIndex: 17, variants: [
-        "Open", 1,
-        "High", 2,
-        "Low", 3,
-        "Close", 4,
-        "HL/2 (Median)", 5,
-        "OC/2 (Midpoint)", 6,
-        "OHL/3 (Mean)", 7,
-        "HLC/3 (Typical)", 8,
-        "OHLC/4 (Average)", 9,
-        "HLCC/4 (Weighted)", 10
-    ])]
-    public int Source { get; set; } = 4;
-
-    [InputParameter("Show cold values", sortIndex: 20)]
-    public bool ShowColdValues { get; set; } = true;
-    public int MinHistoryDepths { get; set; }
-
-    // LineSeries.LineSeries(string, Color, int, LineStyle)'
-
-    protected LineSeries? Series;
-    protected string SourceName;
-    protected abstract AbstractBase QuanTAlib { get; }
-
-    int IWatchlistIndicator.MinHistoryDepths => 0;
-
-    protected IndicatorBase()
-    {
-        OnBackGround = true;
-        SeparateWindow = false;
-        SourceName = GetName(Source);
-        Series = new(name: $"{Name}", color: Color.RoyalBlue, width: 2, style: LineStyle.Solid);
-
-        AddLineSeries(Series);
-    }
-
-    protected abstract void InitIndicator();
-
-    protected override void OnInit()
-    {
-        InitIndicator();
-        SourceName = GetName(Source);
-        base.OnInit();
-    }
-
-    protected override void OnUpdate(UpdateArgs args)
-    {
-        TBar bar = new(Time: Time(),
-            Open: GetPrice(PriceType.Open),
-            High: GetPrice(PriceType.High),
-            Low: GetPrice(PriceType.Low),
-            Close: GetPrice(PriceType.Close),
-            Volume: GetPrice(PriceType.Volume),
-            IsNew: args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar);
-
-        double price = Source switch
-        {
-            1 => bar.Open,
-            2 => bar.High,
-            3 => bar.Low,
-            4 => bar.Close,
-            5 => bar.HL2,
-            6 => bar.OC2,
-            7 => bar.OHL3,
-            8 => bar.HLC3,
-            9 => bar.OHLC4,
-            10 => bar.HLCC4,
-            _ => bar.Close
-        };
-
-        TValue input = new TValue(bar.Time, price, bar.IsNew);
-        TValue result = QuanTAlib.Calc(input);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent);
-
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        List<Point> allPoints = new List<Point>();
-        if (CurrentChart == null) { return; }
-
-        Graphics gr = args.Graphics;
-
-        var mainWindow = this.CurrentChart.Windows[args.WindowIndex];
-        var converter = mainWindow.CoordinatesConverter;
-        var clientRect = mainWindow.ClientRectangle;
-
-        gr.SetClip(clientRect);
-        DateTime leftTime = new[] { converter.GetTime(clientRect.Left), Time(this.Count - 1) }.Max();
-        DateTime rightTime = new[] { converter.GetTime(clientRect.Right), Time(0) }.Min();
-
-        int leftIndex = (int)HistoricalData.GetIndexByTime(leftTime.Ticks) + 1;
-        int rightIndex = (int)HistoricalData.GetIndexByTime(rightTime.Ticks);
-
-        for (int i = rightIndex; i < leftIndex; i++)
-        {
-            int barX = (int)converter.GetChartX(Time(i));
-            int barY = (int)converter.GetChartY(Series![i]);
-            int halfBarWidth = CurrentChart.BarsWidth / 2;
-            Point point = new Point(barX + halfBarWidth, barY);
-            allPoints.Add(point);
-        }
-
-        if (allPoints.Count > 1)
-        {
-            DrawSmoothCombinedCurve(gr, allPoints, this.Count - QuanTAlib.WarmupPeriod - rightIndex);
-        }
-    }
-
-    private void DrawSmoothCombinedCurve(Graphics gr, List<Point> allPoints, int hotCount)
-    {
-        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 })
-        {
-            // Draw the hot part
-            if (hotCount > 0)
-            {
-                var hotPoints = allPoints.Take(Math.Min(hotCount + 1, allPoints.Count)).ToArray();
-                gr.DrawCurve(defaultPen, hotPoints, 0, hotPoints.Length - 1, (float)0.1);
-            }
-
-            // Draw the cold part
-            if (ShowColdValues && hotCount < allPoints.Count)
-            {
-                var coldPoints = allPoints.Skip(Math.Max(0, hotCount)).ToArray();
-                gr.DrawCurve(coldPen, coldPoints, 0, coldPoints.Length - 1, (float)0.1);
-            }
-        }
-    }
-    private static DashStyle ConvertLineStyleToDashStyle(LineStyle lineStyle)
-    {
-        return lineStyle switch
-        {
-            LineStyle.Solid => DashStyle.Solid,
-            LineStyle.Dash => DashStyle.Dash,
-            LineStyle.Dot => DashStyle.Dot,
-            LineStyle.DashDot => DashStyle.DashDot,
-            _ => DashStyle.Solid,
-        };
-    }
-    protected static void DrawText(Graphics gr, string text, Rectangle clientRect)
-    {
-        Font font = new Font("Inter", 8);
-        SizeF textSize = gr.MeasureString(text, font);
-        RectangleF textRect = new RectangleF(clientRect.Left + 5,
-            clientRect.Bottom - textSize.Height - 10,
-            textSize.Width + 10, textSize.Height + 10);
-        gr.FillRectangle(SystemBrushes.ControlDarkDark, textRect);
-        gr.DrawString(text, font, Brushes.White, new PointF(textRect.X + 6, textRect.Y + 5));
-    }
-    protected static string GetName(int pType)
-    {
-        return pType switch
-        {
-            1 => "Open",
-            2 => "High",
-            3 => "Low",
-            4 => "Close",
-            5 => "Median",
-            6 => "Midpoint",
-            7 => "Mean",
-            8 => "Typical",
-            9 => "Average",
-            10 => "Weighted",
-            _ => "N/A"
-        };
-    }
-
-}

quantower/Volatility/Volatility.csproj

@@ -18,6 +18,9 @@
   </Target>
 
   <ItemGroup>
+    <Compile Include="..\*.cs">
+      <Link>%(Filename)%(Extension)</Link>
+    </Compile>
     <Reference Include="TradingPlatform.BusinessLayer">
     <HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
     </Reference>

quantower/Volatility/_IndicatorBarBase.cs

@@ -1,136 +0,0 @@
-using System.Drawing;
-using TradingPlatform.BusinessLayer;
-using TradingPlatform.BusinessLayer.Chart;
-using System.Runtime.CompilerServices;
-using System.Drawing.Drawing2D;
-using System.Collections;
-using TradingPlatform.BusinessLayer.TimeSync;
-
-namespace QuanTAlib;
-
-#pragma warning disable CA1416 // Validate platform compatibility
-public abstract class IndicatorBarBase : Indicator, IWatchlistIndicator
-{
-
-    [InputParameter("Show cold values", sortIndex: 20)]
-    public bool ShowColdValues { get; set; } = true;
-    public int MinHistoryDepths { get; set; }
-
-    // LineSeries.LineSeries(string, Color, int, LineStyle)'
-
-    protected LineSeries? Series;
-    protected abstract AbstractBarBase QuanTAlib { get; }
-
-    int IWatchlistIndicator.MinHistoryDepths => 0;
-
-    protected IndicatorBarBase()
-    {
-        OnBackGround = true;
-        SeparateWindow = false;
-        Series = new(name: $"{Name}", color: Color.RoyalBlue, width: 2, style: LineStyle.Solid);
-
-        AddLineSeries(Series);
-    }
-
-    protected abstract void InitIndicator();
-
-    protected override void OnInit()
-    {
-        InitIndicator();
-        base.OnInit();
-    }
-
-    protected override void OnUpdate(UpdateArgs args)
-    {
-        TBar bar = new(Time: Time(),
-            Open: GetPrice(PriceType.Open),
-            High: GetPrice(PriceType.High),
-            Low: GetPrice(PriceType.Low),
-            Close: GetPrice(PriceType.Close),
-            Volume: GetPrice(PriceType.Volume),
-            IsNew: args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar);
-
-        TValue result = QuanTAlib.Calc(bar);
-        Series!.SetValue(result.Value);
-        Series!.SetMarker(0, Color.Transparent);
-
-    }
-
-    public override void OnPaintChart(PaintChartEventArgs args)
-    {
-        base.OnPaintChart(args);
-        List<Point> allPoints = new List<Point>();
-        if (CurrentChart == null) { return; }
-
-        Graphics gr = args.Graphics;
-
-        var mainWindow = this.CurrentChart.Windows[args.WindowIndex];
-        var converter = mainWindow.CoordinatesConverter;
-        var clientRect = mainWindow.ClientRectangle;
-
-        gr.SetClip(clientRect);
-        DateTime leftTime = new[] { converter.GetTime(clientRect.Left), Time(this.Count - 1) }.Max();
-        DateTime rightTime = new[] { converter.GetTime(clientRect.Right), Time(0) }.Min();
-
-        int leftIndex = (int)HistoricalData.GetIndexByTime(leftTime.Ticks) + 1;
-        int rightIndex = (int)HistoricalData.GetIndexByTime(rightTime.Ticks);
-
-        for (int i = rightIndex; i < leftIndex; i++)
-        {
-            int barX = (int)converter.GetChartX(Time(i));
-            int barY = (int)converter.GetChartY(Series![i]);
-            int halfBarWidth = CurrentChart.BarsWidth / 2;
-            Point point = new Point(barX + halfBarWidth, barY);
-            allPoints.Add(point);
-        }
-
-        if (allPoints.Count > 1)
-        {
-            DrawSmoothCombinedCurve(gr, allPoints, this.Count - QuanTAlib.WarmupPeriod - rightIndex);
-        }
-    }
-
-    private void DrawSmoothCombinedCurve(Graphics gr, List<Point> allPoints, int hotCount)
-    {
-        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 })
-        {
-            // Draw the hot part
-            if (hotCount > 0)
-            {
-                var hotPoints = allPoints.Take(Math.Min(hotCount + 1, allPoints.Count)).ToArray();
-                gr.DrawCurve(defaultPen, hotPoints, 0, hotPoints.Length - 1, (float)0.1);
-            }
-
-            // Draw the cold part
-            if (ShowColdValues && hotCount < allPoints.Count)
-            {
-                var coldPoints = allPoints.Skip(Math.Max(0, hotCount)).ToArray();
-                gr.DrawCurve(coldPen, coldPoints, 0, coldPoints.Length - 1, (float)0.1);
-            }
-        }
-    }
-    private static DashStyle ConvertLineStyleToDashStyle(LineStyle lineStyle)
-    {
-        return lineStyle switch
-        {
-            LineStyle.Solid => DashStyle.Solid,
-            LineStyle.Dash => DashStyle.Dash,
-            LineStyle.Dot => DashStyle.Dot,
-            LineStyle.DashDot => DashStyle.DashDot,
-            _ => DashStyle.Solid,
-        };
-    }
-    protected static void DrawText(Graphics gr, string text, Rectangle clientRect)
-    {
-        Font font = new Font("Inter", 8);
-        SizeF textSize = gr.MeasureString(text, font);
-        RectangleF textRect = new RectangleF(clientRect.Left + 5,
-            clientRect.Bottom - textSize.Height - 10,
-            textSize.Width + 10, textSize.Height + 10);
-        gr.FillRectangle(SystemBrushes.ControlDarkDark, textRect);
-        gr.DrawString(text, font, Brushes.White, new PointF(textRect.X + 6, textRect.Y + 5));
-    }
-}