Code Quality

.github/workflows/main_automation.yml

@@ -88,17 +88,17 @@ jobs:
         files: /Quantower/Settings/Scripts/Indicators/QuanTAlib/*.dll
 
     - name: Authenticate to Github packages source
-      run: dotnet nuget add source 
+      run: dotnet nuget add source
-          --username mihakralj 
+          --username mihakralj
-          --password ${{ secrets.GITHUB_TOKEN }} 
+          --password ${{ secrets.GITHUB_TOKEN }}
-          --store-password-in-clear-text 
+          --store-password-in-clear-text
           --name github "https://nuget.pkg.github.com/mihakralj/index.json"
 
-    - name: Push package to github 
+    - name: Push package to github
-      if: ${{ github.ref == 'refs/heads/dev' }} 
+      if: ${{ github.ref == 'refs/heads/dev' }}
-      run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg' 
+      run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
-          --source https://nuget.pkg.github.com/mihakralj/index.json 
+          --source https://nuget.pkg.github.com/mihakralj/index.json
-          --skip-duplicate 
+          --skip-duplicate
           --no-symbols
 
     - name: Push package to nuget.org

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);
-
-
-
-
     }
 }

Quantower/Indicators/ZLMA_chart.cs

@@ -1,93 +0,0 @@
-using System.Collections;
-using System.Drawing;
-using System.Drawing.Text;
-using TradingPlatform.BusinessLayer;
-namespace QuanTAlib;
-
-public class ZLMA_chart : Indicator
-{
-    #region Parameters
-
-    [InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
-    private readonly int Period = 10;
-
-    [InputParameter("Data source", 1, variants: new object[]
-      { "Open", 0, "High", 1,  "Low", 2,  "Close", 3,  "HL2", 4,  "OC2", 5,
-      "OHL3", 6,  "HLC3", 7,  "OHLC4", 8,  "Weighted (HLCC4)", 9 })]
-    private readonly int DataSource = 3;
-
-    [InputParameter("MA algorithm", 2, variants: new object[]
-    { "SMA", 0, 
-	    "WMA", 1,  
-	    "EMA", 2,  
-	    "DEMA", 3,  
-	    "TEMA", 4,  
-	    "HMA", 5,
-	    "KAMA", 6,  
-	    "JMA", 7,
-	    "SMMA", 8
-			})]
-    private readonly int matype = 2;
-
-#endregion Parameters
-
-  private TBars bars;
-	///////
-  private TSeries indicator;
-  ///////
-
-  public ZLMA_chart()
-    {
-        this.SeparateWindow = false;
-        this.Name = "ZLMA - Zero-lag Moving Average";
-        this.Description = "Zero-Lag Moving Average description";
-        this.AddLineSeries("ZLMA", Color.RoyalBlue, 3, LineStyle.Solid);
-    }
-
-  protected override void OnInit()
-  {
-	  this.bars = new();
-	  string maname = matype switch
-	  {
-		  0 => "SMA",
-		  1 => "WMA",
-		  2 => "EMA",
-		  3 => "DEMA",
-		  4 => "TEMA",
-		  5 => "HMA",
-		  6 => "KAMA",
-		  7 => "JMA",
-			8 => "SMMA",
-		  _ => "???"
-	  };
-
-	  this.ShortName = "ZLMA (" + maname + ", " + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
-	  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),
-		  1 => new WMA_Series(source: zerolag, period: this.Period, useNaN: false),
-		  2 => new EMA_Series(source: zerolag, period: this.Period, useNaN: false),
-		  3 => new DEMA_Series(source: zerolag, period: this.Period, useNaN: false),
-		  4 => new TEMA_Series(source: zerolag, period: this.Period, useNaN: false),
-		  5 => new HMA_Series(source: zerolag, period: this.Period, useNaN: false),
-		  6 => new KAMA_Series(source: zerolag, period: this.Period, useNaN: false),
-		  7 => new JMA_Series(source: zerolag, period: this.Period, useNaN: false),
-		 8 => new SMMA_Series(source: zerolag, period: this.Period, useNaN: false),
-		  _ => new EMA_Series(source: zerolag, period: this.Period, useNaN: false)
-	  };
-  }
-
-  protected override void OnUpdate(UpdateArgs args)
-    {
-        bool update = !(args.Reason == UpdateReason.NewBar ||
-                        args.Reason == UpdateReason.HistoricalBar);
-        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);
-    }
-}

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)
+    public virtual void Add(TSeries data) { for (int i = 0; i < data.Count; i++) { this.Add(TValue: data[i], update: false); }}
-    {
-        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) 
+    public new void Add((System.DateTime t, double v) TValue) => this.Add(TValue: TValue, update: false);
-        => 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(bool update) 
+    public void Add() => this.Add(TValue: this._data[this._data.Count - 1], update: false);
-        => this.Add(TValue: this._data[this._data.Count - 1], update: update);
+    public new void Sub(object source, TSeriesEventArgs e) => this.Add(TValue: this._data[this._data.Count - 1], update: e.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) 
+    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
-        => 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) {
+    public virtual void Add(TSeries d1, TSeries d2) { for (int i = 0; i < d1.Count; i++) { this.Add(d1[i], d2[i], update: false); }}
-        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, 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)
+    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); }}
-        for (int i = 0; i < bars.Count; i++) { this.Add(TBar: bars[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 virtual void Add(TSeries data)
+    public new void Sub(object source, TSeriesEventArgs e) => this.Add(TBar: this._bars[this._bars.Count - 1], update: e.update);
-    {
-	    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/Feeds/RND_Feed.cs

@@ -17,9 +17,9 @@ public class RND_Feed : TBars
         double c = startvalue;
         for (int i = 0; i < bars; i++)
         {
-            double o = Math.Round(c + c * (volatility * 0.1 * rnd.NextDouble() - 0.005), 2);
+            double o = Math.Round(c + (c * (volatility * 0.1 * rnd.NextDouble() - 0.005)), 2);
-            double h = Math.Round(o + c * volatility * rnd.NextDouble(), 2);
+            double h = Math.Round(o + (c * volatility * rnd.NextDouble()), 2);
-            double l = Math.Round(o - c * volatility * rnd.NextDouble(), 2);
+            double l = Math.Round(o - (c * volatility * rnd.NextDouble()), 2);
             c = Math.Round(l + (h - l) * rnd.NextDouble(), 2);
             double v = Math.Round(1000 * rnd.NextDouble(), 2);
             this.Add(DateTime.Today.AddDays(i - bars), o, h, l, c, v);

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;
@@ -53,15 +52,14 @@ 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;
+            _ema1 = (TValue.v * this._k) + (this._lastema1 * this._k1m);
-            _ema2 = _ema1 * this._k + this._lastema2 * this._k1m;
+            _ema2 = (_ema1 * this._k) + (this._lastema2 * this._k1m);
         }
 
-        double _dema = 2 * _ema1 - _ema2;
+        double _dema = (2 * _ema1) - _ema2;
         this._lastlastema1 = this._lastema1;
         this._lastlastema2 = this._lastema2;
         this._lastema1 = _ema1;

Source/Indicators/EMA_Series.cs

@@ -52,7 +52,7 @@ public class EMA_Series : Single_TSeries_Indicator
         }
         else
         {
-            _ema = TValue.v * this._k + this._lastema * this._k1m;
+            _ema = (TValue.v * this._k) + (this._lastema * this._k1m);
         }
 
         this._lastlastema = this._lastema;

Source/Indicators/RMA_Series.cs

@@ -51,7 +51,7 @@ public class RMA_Series : Single_TSeries_Indicator
         }
         else
         {
-            _ema = TValue.v * _k + _lastema * _k1m;
+            _ema = (TValue.v * _k) + (_lastema * _k1m);
         }
 
         this._lastlastema = this._lastema;

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;
+            _ema1 = (TValue.v * this._k) + (this._lastema1 * this._k1m);
-            _ema2 = _ema1 * this._k + this._lastema2 * this._k1m;
+            _ema2 = (_ema1 * this._k) + (this._lastema2 * this._k1m);
-            _ema3 = _ema2 * this._k + this._lastema3 * 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;

Source/Statistics/KURT_Series.cs

@@ -54,7 +54,7 @@ public class KURT_Series : Single_TSeries_Indicator
         }
 
         double _Vx = _s2 / (_n - 1);
-        double _kurt = (_n > 3) ? (((_n * (_n + 1)) / ((_n - 1) * (_n - 2) * (_n - 3))) * (_s4 / (_Vx * _Vx)) - (3 * ((_n - 1) * (_n - 1) / ((_n - 2) * (_n - 3))))) : Double.NaN;
+        double _kurt = (_n > 3) ? (((_n * (_n + 1)) / (((_n - 1) * (_n - 2)) * (_n - 3))) * (_s4 / (_Vx * _Vx)) - (3 * (((_n - 1) * (_n - 1)) / ((_n - 2) * (_n - 3))))) : Double.NaN;
 
         var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? Double.NaN : _kurt);
         base.Add(result, update);

Source/Statistics/MED_Series.cs

@@ -37,7 +37,7 @@ public class MED_Series : Single_TSeries_Indicator
         System.Collections.Generic.List<double> _s = new(this._buffer);
         _s.Sort();
         int _p1 = _s.Count / 2;
-        int _p2 = Math.Max(0, _s.Count / 2 - 1);
+        int _p2 = Math.Max(0, (_s.Count / 2) - 1);
         double _med = (_s.Count % 2 != 0) ? _s[_p1] : (_s[_p1] + _s[_p2]) / 2;
 
         var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _med);

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/Basics/TSeries_Test.cs

@@ -48,7 +48,6 @@ public class TSeries_Test
         TSeries t = s;
         Assert.Equal(5, (double)t);
         Assert.Equal(5, t.Count);
-
     }
     [Fact]
     public void BroadcastingEvents()
@@ -58,6 +57,5 @@ public class TSeries_Test
         s.Pub += t.Sub;
         s.Add(0.0, update: true);
         Assert.Equal(0.0, (double)t);
-
     }
 }

Tests/MovingAvg/ALMA_Test.cs

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

Tests/MovingAvg/BBANDS_Test.cs

@@ -52,7 +52,5 @@ public class BBANDS_Test
 		Assert.Equal(a.Count, c.PercentB.Count);
 		Assert.Equal(a.Count, c.Zscore.Count);
 		Assert.Equal(a.Count, c.Bandwidth.Count);
-
 	}
-
 }

Tests/MovingAvg/DEMA_Test.cs

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

Tests/MovingAvg/EMA_Test.cs

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

Tests/MovingAvg/HEMA_Test.cs

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

Tests/MovingAvg/HMA_Test.cs

@@ -27,7 +27,5 @@ public class HMA_Test
 		Assert.Equal(a.Count, c.Count);
 		a.Add(double.PositiveInfinity);
 		Assert.Equal(a.Count, c.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/MovingAvg/KAMA_Test.cs

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

Tests/MovingAvg/MACD_Test.cs

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

Tests/MovingAvg/RMA_Test.cs

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

Tests/MovingAvg/RSI_Test.cs

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

Tests/MovingAvg/SMA_Test.cs

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

Tests/MovingAvg/SMMA_Test.cs

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

Tests/MovingAvg/TEMA_Test.cs

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

Tests/MovingAvg/WMA_Test.cs

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

Tests/MovingAvg/ZLEMA_Test.cs

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

Tests/Statistics/BIAS_Test.cs

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

Tests/Statistics/ENTP_Test.cs

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

Tests/Statistics/KURT_Test.cs

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

Tests/Statistics/LINREG_Test.cs

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

Tests/Statistics/MAD_Test.cs

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

Tests/Statistics/MAPE_Test.cs

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

Tests/Statistics/MAX_Test.cs

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

Tests/Statistics/MED_Test.cs

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

Tests/Statistics/MIN_Test.cs

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

Tests/Statistics/MSE_Test.cs

@@ -27,7 +27,5 @@ public class MSE_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/PVAR_Test .cs

@@ -27,7 +27,5 @@ public class PVAR_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/Statistics/SMAPE_Test.cs

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

Tests/Statistics/VAR_Test.cs

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

Tests/Statistics/WMAPE_Test.cs

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

Tests/Validations/Pandas_TA.cs

@@ -1,5 +1,3 @@
-
-
 using Xunit;
 using System;
 using QuanTAlib;
@@ -120,5 +118,4 @@ 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()
 	{
@@ -255,5 +251,4 @@ public class TA_LIB
 
 		Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
 	}
-
 }