From b7e22d424357e93aab2a1bf854bcbe542b78b9c9 Mon Sep 17 00:00:00 2001 From: Miha Kralj Date: Sun, 22 Sep 2024 20:10:05 -0700 Subject: [PATCH] +semver: fix --- .github/workflows/main_automation.yml | 2 ++ lib/averages/Dema.cs | 3 --- lib/averages/Epma.cs | 3 --- lib/averages/Rema.cs | 2 +- lib/averages/Rma.cs | 1 - lib/averages/Sma.cs | 1 - lib/averages/Tema.cs | 3 +-- quantower/AbstractIndicatorBase.cs | 2 +- quantower/Statistics/EntropyIndicator.cs | 2 +- quantower/Statistics/KurtosisIndicator.cs | 2 +- quantower/Statistics/MaxIndicator.cs | 2 +- quantower/Statistics/MedianIndicator.cs | 2 +- quantower/Statistics/MinIndicator.cs | 2 +- quantower/Statistics/ModeIndicator.cs | 2 +- quantower/Statistics/PercentileIndicator.cs | 2 +- quantower/Statistics/SkewIndicator.cs | 2 +- quantower/Statistics/StddevIndicator.cs | 2 +- quantower/Statistics/VarianceIndictor.cs | 2 +- quantower/Statistics/ZscoreIndicator.cs | 2 +- quantower/Statistics/_IndicatorBase.cs | 3 ++- 20 files changed, 18 insertions(+), 24 deletions(-) diff --git a/.github/workflows/main_automation.yml b/.github/workflows/main_automation.yml index e71e14c8..e45f7eb5 100644 --- a/.github/workflows/main_automation.yml +++ b/.github/workflows/main_automation.yml @@ -81,6 +81,8 @@ jobs: run: dotnet build ./quantower/Averages/Averages.csproj --configuration Release --nologo - name: Build Statistics DLL run: dotnet build ./quantower/Statistics/Statistics.csproj --configuration Release --nologo + - name: Build SyntheticVendor DLL + run: dotnet build ./SyntheticVendor/SyntheticVendor.csproj --configuration Release --nologo - name: DotCover Test HTML if: ${{ github.ref == 'refs/heads/dev' }} diff --git a/lib/averages/Dema.cs b/lib/averages/Dema.cs index 0e810894..afd57c81 100644 --- a/lib/averages/Dema.cs +++ b/lib/averages/Dema.cs @@ -82,9 +82,6 @@ public class Dema : AbstractBase ManageState(Input.IsNew); double result, _ema1, _ema2; - - // dynamic k when within period; (index is zero-based, therefore +2) - //double _dk = (_index + 1 >= _period) ? _k : 2.0 / (_index + 2); // compensator for early ema values _e = (_e > 1e-10) ? (1 - _k) * _e : 0; double _invE = (_e > 1e-10) ? 1 / (1 - _e) : 1; diff --git a/lib/averages/Epma.cs b/lib/averages/Epma.cs index df588a7e..4d55e203 100644 --- a/lib/averages/Epma.cs +++ b/lib/averages/Epma.cs @@ -77,9 +77,6 @@ public class Epma : AbstractBase kernel[i] /= weightSum; } - // Reverse the kernel for convolution - //Array.Reverse(kernel); - return kernel; } } \ No newline at end of file diff --git a/lib/averages/Rema.cs b/lib/averages/Rema.cs index a0c2677c..c89782c7 100644 --- a/lib/averages/Rema.cs +++ b/lib/averages/Rema.cs @@ -1,4 +1,4 @@ -using QuanTAlib; +namespace QuanTAlib; //https://user42.tuxfamily.org/chart/manual/Regularized-Exponential-Moving-Average.html diff --git a/lib/averages/Rma.cs b/lib/averages/Rma.cs index d712acd3..3dadbba2 100644 --- a/lib/averages/Rma.cs +++ b/lib/averages/Rma.cs @@ -53,7 +53,6 @@ public class Rma : AbstractBase { rma = (_lastRMA * (_index - 1) + Input.Value) / _index; } else { // Wilder's smoothing method - //rma = (_lastRMA * (_period - 1) + Input.Value) / _period; rma = _alpha * (Input.Value - _lastRMA) + _lastRMA; } diff --git a/lib/averages/Sma.cs b/lib/averages/Sma.cs index cf91c261..5cedd225 100644 --- a/lib/averages/Sma.cs +++ b/lib/averages/Sma.cs @@ -30,7 +30,6 @@ public class Sma : AbstractBase public override void Init() { - //_buffer.Clear(); base.Init(); } diff --git a/lib/averages/Tema.cs b/lib/averages/Tema.cs index e87392c7..2b12f6ee 100644 --- a/lib/averages/Tema.cs +++ b/lib/averages/Tema.cs @@ -58,8 +58,7 @@ public class Tema : AbstractBase { double result, _ema1, _ema2, _ema3; ManageState(Input.IsNew); - - //double _dk = (_index + 1 >= _period) ? _k : 2.0 / (_index + 2); + _e = (_e > 1e-10) ? (1 - _k) * _e : 0; double _invE = (_e > 1e-10) ? 1 / (1 - _e) : 1; diff --git a/quantower/AbstractIndicatorBase.cs b/quantower/AbstractIndicatorBase.cs index 28b9df3d..0f650904 100644 --- a/quantower/AbstractIndicatorBase.cs +++ b/quantower/AbstractIndicatorBase.cs @@ -1,9 +1,9 @@ using System.Drawing; using TradingPlatform.BusinessLayer; using TradingPlatform.BusinessLayer.Chart; -using QuanTAlib; using System.Runtime.CompilerServices; using System.Drawing.Drawing2D; +namespace QuanTAlib; #pragma warning disable CA1416 // Validate platform compatibility public abstract class AbstractIndicatorBase : Indicator diff --git a/quantower/Statistics/EntropyIndicator.cs b/quantower/Statistics/EntropyIndicator.cs index 6f61378f..8e141c01 100644 --- a/quantower/Statistics/EntropyIndicator.cs +++ b/quantower/Statistics/EntropyIndicator.cs @@ -1,5 +1,5 @@ using TradingPlatform.BusinessLayer; -using QuanTAlib; +namespace QuanTAlib; public class EntropyIndicator : IndicatorBase { diff --git a/quantower/Statistics/KurtosisIndicator.cs b/quantower/Statistics/KurtosisIndicator.cs index 3587bbe1..c9d78068 100644 --- a/quantower/Statistics/KurtosisIndicator.cs +++ b/quantower/Statistics/KurtosisIndicator.cs @@ -1,5 +1,5 @@ using TradingPlatform.BusinessLayer; -using QuanTAlib; +namespace QuanTAlib; public class KurtosisIndicator : IndicatorBase { diff --git a/quantower/Statistics/MaxIndicator.cs b/quantower/Statistics/MaxIndicator.cs index 4e55f05c..e0b6200a 100644 --- a/quantower/Statistics/MaxIndicator.cs +++ b/quantower/Statistics/MaxIndicator.cs @@ -1,5 +1,5 @@ using TradingPlatform.BusinessLayer; -using QuanTAlib; +namespace QuanTAlib; public class MaxIndicator : IndicatorBase { diff --git a/quantower/Statistics/MedianIndicator.cs b/quantower/Statistics/MedianIndicator.cs index ff2446e5..e2e29d98 100644 --- a/quantower/Statistics/MedianIndicator.cs +++ b/quantower/Statistics/MedianIndicator.cs @@ -1,5 +1,5 @@ using TradingPlatform.BusinessLayer; -using QuanTAlib; +namespace QuanTAlib; public class MedianIndicator : IndicatorBase { diff --git a/quantower/Statistics/MinIndicator.cs b/quantower/Statistics/MinIndicator.cs index 1c15d421..a4c14e9e 100644 --- a/quantower/Statistics/MinIndicator.cs +++ b/quantower/Statistics/MinIndicator.cs @@ -1,5 +1,5 @@ using TradingPlatform.BusinessLayer; -using QuanTAlib; +namespace QuanTAlib; public class MinIndicator : IndicatorBase { diff --git a/quantower/Statistics/ModeIndicator.cs b/quantower/Statistics/ModeIndicator.cs index 82986cd5..c293b643 100644 --- a/quantower/Statistics/ModeIndicator.cs +++ b/quantower/Statistics/ModeIndicator.cs @@ -1,5 +1,5 @@ using TradingPlatform.BusinessLayer; -using QuanTAlib; +namespace QuanTAlib; public class ModeIndicator : IndicatorBase { diff --git a/quantower/Statistics/PercentileIndicator.cs b/quantower/Statistics/PercentileIndicator.cs index b6ad324d..dacb2fd9 100644 --- a/quantower/Statistics/PercentileIndicator.cs +++ b/quantower/Statistics/PercentileIndicator.cs @@ -1,5 +1,5 @@ using TradingPlatform.BusinessLayer; -using QuanTAlib; +namespace QuanTAlib; public class PercentileIndicator : IndicatorBase { [InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)] diff --git a/quantower/Statistics/SkewIndicator.cs b/quantower/Statistics/SkewIndicator.cs index 34f66faf..7cce283e 100644 --- a/quantower/Statistics/SkewIndicator.cs +++ b/quantower/Statistics/SkewIndicator.cs @@ -1,6 +1,6 @@ using TradingPlatform.BusinessLayer; -using QuanTAlib; +namespace QuanTAlib; public class SkewIndicator : IndicatorBase { diff --git a/quantower/Statistics/StddevIndicator.cs b/quantower/Statistics/StddevIndicator.cs index 2ee7c845..6c9648c2 100644 --- a/quantower/Statistics/StddevIndicator.cs +++ b/quantower/Statistics/StddevIndicator.cs @@ -1,5 +1,5 @@ using TradingPlatform.BusinessLayer; -using QuanTAlib; +namespace QuanTAlib; public class StddevIndicator : IndicatorBase { diff --git a/quantower/Statistics/VarianceIndictor.cs b/quantower/Statistics/VarianceIndictor.cs index eb5f281e..de983873 100644 --- a/quantower/Statistics/VarianceIndictor.cs +++ b/quantower/Statistics/VarianceIndictor.cs @@ -1,5 +1,5 @@ using TradingPlatform.BusinessLayer; -using QuanTAlib; +namespace QuanTAlib; public class VarianceIndicator : IndicatorBase { diff --git a/quantower/Statistics/ZscoreIndicator.cs b/quantower/Statistics/ZscoreIndicator.cs index 68f7d45a..19727511 100644 --- a/quantower/Statistics/ZscoreIndicator.cs +++ b/quantower/Statistics/ZscoreIndicator.cs @@ -1,5 +1,5 @@ using TradingPlatform.BusinessLayer; -using QuanTAlib; +namespace QuanTAlib; public class ZScoreIndicator : IndicatorBase { diff --git a/quantower/Statistics/_IndicatorBase.cs b/quantower/Statistics/_IndicatorBase.cs index 92c88cda..aef60342 100644 --- a/quantower/Statistics/_IndicatorBase.cs +++ b/quantower/Statistics/_IndicatorBase.cs @@ -3,10 +3,11 @@ using TradingPlatform.BusinessLayer; using TradingPlatform.BusinessLayer.Chart; using System.Runtime.CompilerServices; using System.Drawing.Drawing2D; -using QuanTAlib; using System.Collections; using TradingPlatform.BusinessLayer.TimeSync; +namespace QuanTAlib; + #pragma warning disable CA1416 // Validate platform compatibility public abstract class IndicatorBase : Indicator, IWatchlistIndicator {