pull request changes

.github/workflows/Publish.yml

@@ -26,8 +26,7 @@ jobs:
       - name: Setup .NET SDK
         uses: actions/setup-dotnet@v3
         with:
-          dotnet-version: '9.x'
+          dotnet-version: '8.x'
-          dotnet-quality: 'preview'
 
       - name: Install JDK11 for Sonar Scanner
         uses: actions/setup-java@v3
@@ -80,8 +79,7 @@ jobs:
       - name: Setup .NET SDK
         uses: actions/setup-dotnet@v3
         with:
-          dotnet-version: '9.x'
+          dotnet-version: '8.x'
-          dotnet-quality: 'preview'
 
       - name: Install dotnet tools
         run: |
@@ -136,8 +134,7 @@ jobs:
       - name: Setup .NET SDK
         uses: actions/setup-dotnet@v3
         with:
-          dotnet-version: '9.x'
+          dotnet-version: '8.x'
-          dotnet-quality: 'preview'
 
       - name: Initialize CodeQL
         uses: github/codeql-action/init@v3
@@ -153,6 +150,7 @@ jobs:
       - name: Perform CodeQL Analysis
         uses: github/codeql-action/analyze@v3
 
+# converting SARIF action not working yet.
   #SecurityCodeScan:
   #  runs-on: windows-latest
   #  steps:
@@ -171,7 +169,7 @@ jobs:
   #      uses: actions/setup-dotnet@v3
   #      with:
   #        dotnet-version: |
-  #          9.x
+  #          8.x
   #          3.1.x
   #        dotnet-quality: 'preview'
 #
@@ -229,8 +227,7 @@ jobs:
       - name: Setup .NET SDK
         uses: actions/setup-dotnet@v3
         with:
-          dotnet-version: '9.x'
+          dotnet-version: '8.x'
-          dotnet-quality: 'preview'
 
       - name: Install GitVersion
         uses: gittools/actions/gitversion/setup@v0

Tests/Tests.csproj

@@ -33,7 +33,7 @@
   </ItemGroup>
 
   <ItemGroup>
-    <Using Include="Xunit" />
+    <PackageReference Include="xunit" Version="2.4.1" />
     <ProjectReference Include="..\lib\quantalib.csproj" />
   </ItemGroup>
 

Tests/test_eventing.cs

@@ -1,3 +1,5 @@
+using Xunit;
+
 namespace QuanTAlib;
 
 public class EventingTests

Tests/test_skender.stock.cs

@@ -289,7 +289,6 @@ public class SkenderTests
     {
         for (int run = 0; run < iterations; run++)
         {
-            //period = rnd.Next(50) + 5;
             Mama ma = new(fastLimit: 0.5, slowLimit: 0.05);
             TSeries QL = new();
             foreach (TBar item in feed)
@@ -336,12 +335,12 @@ public class SkenderTests
             TSeries QL = new();
             foreach (TBar item in bars) { QL.Add(ma.Calc(item)); }
 
-            var SK = quotes.GetAtr(lookbackPeriods: period).Select(i => i.Atr.Null2NaN()!);
+            var atrValues = quotes.GetAtr(lookbackPeriods: period).Select(i => i.Atr.Null2NaN()!);
-            Assert.Equal(QL.Length, QL.Length);
+            const int AdditionalPeriods = 500;
 
-            for (int i = QL.Length - 1; i > period + 500; i--)
+            for (int i = QL.Length - 1; i > period + AdditionalPeriods; i--)
             {
-                Assert.InRange(SK.ElementAt(i) - QL[i].Value, -range, range);
+                Assert.InRange(atrValues.ElementAt(i) - QL[i].Value, -range, range);
             }
         }
     }

lib/averages/Rma.cs

@@ -22,54 +22,53 @@ public class Rma : AbstractBase
         _alpha = 1.0 / _period;  // Wilder's smoothing factor
         Name = $"Rma({_period})";
         Init();
-    }
+        }
 
-    public Rma(object source, int period) : this(period)
+        public Rma(object source, int period) : this(period)
-    {
+        {
         var pubEvent = source.GetType().GetEvent("Pub");
         pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
-    }
+        }
 
-    public override void Init()
+        public override void Init()
-    {
+        {
         base.Init();
         _lastRMA = 0;
         _savedLastRMA = 0;
-    }
-
-    protected override void ManageState(bool isNew)
-    {
-        if (isNew)
-        {
-            _savedLastRMA = _lastRMA;
-            _lastValidValue = Input.Value;
-            _index++;
         }
-        else
+
+        protected override void ManageState(bool isNew)
+        {
+        if (!isNew)
         {
             _lastRMA = _savedLastRMA;
+            return;
         }
-    }
 
-    protected override double Calculation()
+        _savedLastRMA = _lastRMA;
-    {
+        _lastValidValue = Input.Value;
+        _index++;
+        }
+
+        protected override double Calculation()
+        {
         ManageState(Input.IsNew);
 
         double rma;
 
         if (_index == 1)
         {
-            rma = Input.Value;
+            return Input.Value;
         }
-        else if (_index <= _period)
+
+        if (_index <= _period)
         {
             // Simple average during initial period
-            rma = (_lastRMA * (_index - 1) + Input.Value) / _index;
+            return (_lastRMA * (_index - 1) + Input.Value) / _index;
         }
-        else
+
-        {
+        // Wilder's smoothing method
-            // Wilder's smoothing method
+        return _alpha * (Input.Value - _lastRMA) + _lastRMA;
-            rma = _alpha * (Input.Value - _lastRMA) + _lastRMA;
         }
 
         _lastRMA = rma;