Code Quality

Quantower/Indicators/ATR_chart.cs

@@ -30,8 +30,8 @@ public class ATR_chart : Indicator
         this.ShortName = "ATR (" + this.Period + ")";
         this.bars = new();
 this.indicator = new(source: bars, period: this.Period, useNaN: false);
-    }
-
+    }
+
 	protected override void OnUpdate(UpdateArgs args)
     {
         bool update = !(args.Reason == UpdateReason.NewBar ||

Quantower/Indicators/WMAPE_chart.cs

@@ -51,11 +51,6 @@ public class WMAPE_chart : Indicator
         this.bars.Add(this.Time(), this.GetPrice(PriceType.Open), this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low), this.GetPrice(PriceType.Close), this.GetPrice(PriceType.Volume), update);
         double result = this.indicator[this.indicator.Count - 1].v;
 
-
         this.SetValue(result, 0);
-
-
-
-
     }
 }

Source/Basics/Abstracts.cs

@@ -32,23 +32,14 @@ public abstract class Single_TSeries_Indicator : TSeries
     public new virtual void Add((System.DateTime t, double v) TValue, bool update) => base.Add(TValue, update);
 
     // potentially overridable Add() method for the whole series (could be replaced with faster bulk algo)
-    public virtual void Add(TSeries data)
-    {
-        for (int i = 0; i < data.Count; i++) { this.Add(TValue: data[i], update: false); }
-    }
+    public virtual void Add(TSeries data) { for (int i = 0; i < data.Count; i++) { this.Add(TValue: data[i], update: false); }}
 
-    public new void Add((System.DateTime t, double v) TValue) 
-        => this.Add(TValue: TValue, update: false);
-    public void Add(bool update) 
-        => this.Add(TValue: this._data[this._data.Count - 1], update: update);
-    public void Add() 
-        => this.Add(TValue: this._data[this._data.Count - 1], update: false);
-    public new void Sub(object source, TSeriesEventArgs e) 
-        => this.Add(TValue: this._data[this._data.Count - 1], update: e.update);
+    public new void Add((System.DateTime t, double v) TValue) => this.Add(TValue: TValue, update: false);
+    public void Add(bool update) => this.Add(TValue: this._data[this._data.Count - 1], update: update);
+    public void Add() => this.Add(TValue: this._data[this._data.Count - 1], update: false);
+    public new void Sub(object source, TSeriesEventArgs e) => this.Add(TValue: this._data[this._data.Count - 1], update: e.update);
 }
 
-
-
 public abstract class Pair_TSeries_Indicator : TSeries
 {
     protected readonly TSeries _d1;
@@ -83,24 +74,14 @@ public abstract class Pair_TSeries_Indicator : TSeries
     }
 
     // overridable Add(Tvalue, Tvalue) method to add/update a single value at the end of the list
-    public virtual void Add((System.DateTime t, double v)TValue1, (System.DateTime t, double v)TValue2, bool update) 
-        => base.Add(TValue: (TValue1.t, 0), update: update); // default inserts zeros
-
+    public virtual void Add((System.DateTime t, double v)TValue1, (System.DateTime t, double v)TValue2, bool update) => base.Add(TValue: (TValue1.t, 0), update: update); // default inserts zeros
 
     // potentially overridable Add() bulk variations (could be replaced with faster bulk algos)
-    public virtual void Add(TSeries d1, TSeries d2) {
-        for (int i = 0; i < d1.Count; i++) { this.Add(d1[i], d2[i], update: false); }
-    }
-    public virtual void Add(TSeries d1, double dd2) {
-        for (int i = 0; i < d1.Count; i++) { this.Add(d1[i], (d1[i].t, dd2), update: false); }
-    }
-    public virtual void Add(double dd1, TSeries d2) {
-        for (int i = 0; i < d2.Count; i++) { this.Add((d2[i].t, dd1), d2[i], update: false); }
-    }
+    public virtual void Add(TSeries d1, TSeries d2) { for (int i = 0; i < d1.Count; i++) { this.Add(d1[i], d2[i], update: false); }}
+    public virtual void Add(TSeries d1, double dd2) { for (int i = 0; i < d1.Count; i++) { this.Add(d1[i], (d1[i].t, dd2), update: false); }}
+    public virtual void Add(double dd1, TSeries d2) { for (int i = 0; i < d2.Count; i++) { this.Add((d2[i].t, dd1), d2[i], update: false); }}
 
-
-    public void Add((System.DateTime t, double v)TValue1, (System.DateTime t, double v)TValue2) 
-        => this.Add(TValue1, TValue2, update: false);
+    public void Add((System.DateTime t, double v)TValue1, (System.DateTime t, double v)TValue2) => this.Add(TValue1, TValue2, update: false);
 
 	public void Add(bool update)
 	{
@@ -123,12 +104,9 @@ public abstract class Pair_TSeries_Indicator : TSeries
 	}
 
 	public void Add() => this.Add(update: false);
-
-    public new void Sub(object source, TSeriesEventArgs e) 
-        => this.Add(e.update);
+    public new void Sub(object source, TSeriesEventArgs e) => this.Add(e.update);
 }
 
-
 public abstract class Single_TBars_Indicator : TSeries
 {
     protected readonly int _p;
@@ -148,22 +126,10 @@ public abstract class Single_TBars_Indicator : TSeries
     public virtual void Add((System.DateTime t, double o, double h, double l, double c, double v) TBar, bool update) => base.Add((TBar.t, 0.0), update);
 
     // potentially overridable Add() method for the whole bars or series (could be replaced with faster bulk algo)
-    public virtual void Add(TBars bars)
-    {
-        for (int i = 0; i < bars.Count; i++) { this.Add(TBar: bars[i], update: false); }
-    }
-
-    public virtual void Add(TSeries data)
-    {
-	    for (int i = 0; i < data.Count; i++) { base.Add(TValue: data[i], update: false); }
-    }
-
-public void Add((System.DateTime t, double o, double h, double l, double c, double v) TBar) 
-        => this.Add(TBar: TBar, update: false);
-    public void Add(bool update) 
-        => this.Add(TBar: this._bars[this._bars.Count - 1], update: update);
-    public void Add() 
-        => this.Add(TBar: this._bars[this._bars.Count - 1], update: false);
-    public new void Sub(object source, TSeriesEventArgs e) 
-        => this.Add(TBar: this._bars[this._bars.Count - 1], update: e.update);
+    public virtual void Add(TBars bars) { for (int i = 0; i < bars.Count; i++) { this.Add(TBar: bars[i], update: false); }}
+    public virtual void Add(TSeries data) { for (int i = 0; i < data.Count; i++) { base.Add(TValue: data[i], update: false); }}
+    public void Add((System.DateTime t, double o, double h, double l, double c, double v) TBar) => this.Add(TBar: TBar, update: false);
+    public void Add(bool update) => this.Add(TBar: this._bars[this._bars.Count - 1], update: update);
+    public void Add() => this.Add(TBar: this._bars[this._bars.Count - 1], update: false);
+    public new void Sub(object source, TSeriesEventArgs e) => this.Add(TBar: this._bars[this._bars.Count - 1], update: e.update);
 }

Source/Basics/TBars.cs

@@ -75,7 +75,6 @@ public class TBars : System.Collections.Generic.List<(DateTime t, double o, doub
         };
     }
     
-
     public void Add((DateTime t, double o, double h, double l, double c, double v) i, bool update = false)
       => Add(i.t, i.o, i.h, i.l, i.c, i.v, update);
 
@@ -130,6 +129,4 @@ public class TBars : System.Collections.Generic.List<(DateTime t, double o, doub
             Pub(this, new TSeriesEventArgs { update = update });
         }
     }
-
-
 }

Source/Feeds/Alphavantage_Feed.cs

@@ -55,4 +55,3 @@ public class Alphavantage_Feed : TBars
         return (date, o, h, l, c, v);
     }
 }
-

Source/Feeds/GBM_Feed.cs

@@ -38,11 +38,11 @@ public class GBM_Feed : TBars
 
         double OCMax = Math.Max(Open,Close);
         double High = (GBM_value(seed, volatility*0.5, 0));
-        High = (High<OCMax)? 2*OCMax-High : High;
+        High = (High<OCMax)? (2 * OCMax) - High : High;
 
         double OCMin = Math.Min(Open,Close);
         double Low = (GBM_value(seed, volatility*0.5, 0));
-        Low = (Low>OCMin)? 2*OCMin-Low : Low;
+        Low = (Low>OCMin)? (2 * OCMin) - Low : Low;
 
         double Volume = GBM_value(seed*10, volatility*2, Drift:0);
 
@@ -55,6 +55,6 @@ public class GBM_Feed : TBars
         double U1 = 1.0-rnd.NextDouble();
         double U2 = 1.0-rnd.NextDouble();
         double Z = Math.Sqrt(-2.0 * Math.Log(U1)) * Math.Sin(2.0 * Math.PI * U2);
-        return Seed * Math.Exp( Drift - (Volatility*Volatility*0.5) + Volatility * Z);
+        return Seed * Math.Exp( Drift - (Volatility*Volatility*0.5) + (Volatility * Z));
     }
 }

Source/Indicators/ALMA_Series.cs

@@ -62,7 +62,4 @@ public class ALMA_Series : Single_TSeries_Indicator
             _norm += _wt;
         }
     }
-
 }
-
-

Source/Indicators/ATRP_Series.cs

@@ -50,7 +50,7 @@ public class ATRP_Series : Single_TBars_Indicator
             for (int i = 0; i < _buffer.Count; i++) { _ema += _buffer[i]; }
             _ema /= this._buffer.Count;
         }
-        else { _ema = d.v * _k + _lastema * _k1m; }
+        else { _ema = (d.v * _k) + (_lastema * _k1m); }
 
         this._lastlastema = this._lastema;
         this._lastema = _ema;

Source/Indicators/ATR_Series.cs

@@ -13,7 +13,6 @@ Sources:
 
 </summary> */
 
-
 public class ATR_Series : Single_TBars_Indicator
 {
     private readonly System.Collections.Generic.List<double> _buffer = new();
@@ -53,7 +52,7 @@ public class ATR_Series : Single_TBars_Indicator
             for (int i = 0; i < _buffer.Count; i++) { _ema += _buffer[i]; }
             _ema /= this._buffer.Count;
         }
-        else { _ema = d.v * _k + _lastema * _k1m; }
+        else { _ema = (d.v * _k) + (_lastema * _k1m); }
 
         this._lastlastema = this._lastema;
         this._lastema = _ema;

Source/Indicators/DEMA_Series.cs

@@ -31,7 +31,6 @@ public class DEMA_Series : Single_TSeries_Indicator
 
     public override void Add((DateTime t, double v) TValue, bool update)
     {
-
         if (update)
         {
             this._lastema1 = this._lastlastema1;
@@ -53,12 +52,11 @@ public class DEMA_Series : Single_TSeries_Indicator
             for (int i = 0; i < _buffer.Count; i++) { _sma += _buffer[i]; }
             _sma /= this._buffer.Count;
             _ema1 = _ema2 = _sma;
-
         }
         else
         {
-            _ema1 = TValue.v * this._k + this._lastema1 * this._k1m;
-            _ema2 = _ema1 * this._k + this._lastema2 * this._k1m;
+            _ema1 = (TValue.v * this._k) + (this._lastema1 * this._k1m);
+            _ema2 = (_ema1 * this._k) + (this._lastema2 * this._k1m);
         }
 
         double _dema = 2 * _ema1 - _ema2;

Source/Indicators/TEMA_Series.cs

@@ -33,7 +33,6 @@ public class TEMA_Series : Single_TSeries_Indicator
 
     public override void Add((DateTime t, double v) TValue, bool update)
     {
-
         if (update)
         {
             this._lastema1 = this._lastlastema1;
@@ -59,12 +58,12 @@ public class TEMA_Series : Single_TSeries_Indicator
         }
         else
         {
-            _ema1 = TValue.v * this._k + this._lastema1 * this._k1m;
-            _ema2 = _ema1 * this._k + this._lastema2 * this._k1m;
-            _ema3 = _ema2 * this._k + this._lastema3 * this._k1m;
+            _ema1 = (TValue.v * this._k) + (this._lastema1 * this._k1m);
+            _ema2 = (_ema1 * this._k) + (this._lastema2 * this._k1m);
+            _ema3 = (_ema2 * this._k) + (this._lastema3 * this._k1m);
         }
 
-        double _tema = 3 * (_ema1 - _ema2) + _ema3;
+        double _tema = (3 * (_ema1 - _ema2)) + _ema3;
 
         this._lastlastema1 = this._lastema1;
         this._lastlastema2 = this._lastema2;

Source/Indicators/ZLEMA_Series.cs

@@ -60,7 +60,7 @@ public class ZLEMA_Series : Single_TSeries_Indicator
 		}
 		else
 		{
-			_ema = _zl * this._k + this._lastema * this._k1m;
+			_ema = (_zl * this._k) + (this._lastema * this._k1m);
 		}
 
 		this._lastlastema = this._lastema;

Tests/Basics/TBars_Test.cs

@@ -108,6 +108,5 @@ public class TBars_Test
 			s.Add(DateTime.Today, 0.1, 1.1, 2.1, 3.1, 4.1, false);
 			Assert.Equal(s.Close.v, t.v);
 			Assert.Equal(s.Close.Count, t.Count);
-
   }
 }

Tests/MovingAvg/JMA_Test.cs

@@ -27,7 +27,5 @@ public class JMA_Test
 		Assert.Equal(a.Count, c.Count);
 		a.Add(double.PositiveInfinity);
 		Assert.Equal(a.Count, c.Count);
-
 	}
-
 }

Tests/Statistics/PSDEV_Test.cs

@@ -27,7 +27,5 @@ public class PSDEV_Test
 		Assert.Equal(a.Count, c.Count);
 		a.Add(double.PositiveInfinity);
 		Assert.Equal(a.Count, c.Count);
-
 	}
-
 }

Tests/Statistics/SDEV_Test .cs

@@ -27,7 +27,5 @@ public class SDEV_Test
 		Assert.Equal(a.Count, c.Count);
 		a.Add(double.PositiveInfinity);
 		Assert.Equal(a.Count, c.Count);
-
 	}
-
 }

Tests/Validations/Pandas_TA.cs

@@ -120,5 +120,4 @@ public class PandasTA
 				Assert.Equal(System.Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
 			}
 		*/
-
 }

Tests/Validations/Skender_Stock.cs

@@ -3,7 +3,6 @@ using QuanTAlib;
 using Skender.Stock.Indicators;
 using Xunit;
 
-
 namespace Validation;
 public class Skender_Stock
 {
@@ -177,7 +176,6 @@ public class Skender_Stock
 	    Assert.Equal(Math.Round((double)SK.Last().ZScore!, 8), Math.Round(QL.Zscore.Last().v, 8));
     }
 
-
 	[Fact]
     public void RSI()
     {

Tests/Validations/TA_LIB.cs

@@ -75,7 +75,6 @@ public class TA_LIB
 		Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
 	}
 
-
 	[Fact]
 	public void SMA()
 	{
@@ -215,11 +214,8 @@ public class TA_LIB
 		Assert.Equal(Math.Round(outUpper[outUpper.Length - outBegIdx - 1], 7), Math.Round(QL.Upper.Last().v, 7));
 		Assert.Equal(Math.Round(outMiddle[outMiddle.Length - outBegIdx - 1], 7), Math.Round(QL.Mid.Last().v, 7));
 	  Assert.Equal(Math.Round(outLower[outLower.Length - outBegIdx - 1], 7), Math.Round(QL.Lower.Last().v, 7));
-
 	}
 
-
-
 	[Fact]
 	public void HL2()
 	{