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coverage fix

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Miha
2022-04-20 00:21:03 -07:00
parent d4040b1b96
commit c5d06eb06f
5 changed files with 63 additions and 9050 deletions
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.github/workflows/main_automation.yml
+37 -31
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@@ -41,7 +41,11 @@ jobs:
env:
GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
run: dotnet sonarscanner begin /o:"mihakralj" /k:"mihakralj_QuanTAlib" /d:sonar.login="${{ secrets.SONAR_TOKEN }}" /d:sonar.host.url="https://sonarcloud.io" /d:sonar.cs.vscoveragexml.reportsPaths="Tests/coverage.xml"
#run: dotnet sonarscanner begin /o:"mihakralj" /k:"mihakralj_QuanTAlib" /d:sonar.login="${{ secrets.SONAR_TOKEN }}" /d:sonar.host.url="https://sonarcloud.io" /d:sonar.cs.vscoveragexml.reportsPaths="./coverage.xml"
run: dotnet sonarscanner begin /o:"mihakralj" /k:"mihakralj_QuanTAlib"
/d:sonar.login="${{ secrets.SONAR_TOKEN }}"
/d:sonar.host.url="https://sonarcloud.io"
/d:sonar.cs.dotcover.reportsPaths=./coveragereport.html
- name: Build Core DLL
run: dotnet build ./Source/QuanTAlib.csproj --verbosity normal --configuration Release --nologo
@@ -50,10 +54,12 @@ jobs:
- name: dotnet Test
run: dotnet test ./Tests/Tests.csproj --verbosity normal --configuration Release --nologo
- name: DotCover Test
run: dotnet dotcover test ./Tests/Tests.csproj --verbosity normal --framework net7.0 --dcReportType=DetailedXML --dcoutput=Tests/coveragereport.xml
- name: dotnet-coverage
run: dotnet-coverage collect 'dotnet test' -f xml -o 'Tests/coverage.xml'
- name: DotCover Test XML
run: dotnet dotcover test ./Tests/Tests.csproj --verbosity normal --framework net7.0 --dcReportType=DetailedXML --dcoutput=./coveragereport.xml
- name: DotCover Test HTML
run: dotnet dotcover test ./Tests/Tests.csproj --verbosity normal --framework net7.0 --dcReportType=HTML --dcoutput=./coveragereport.html
# - name: dotnet-coverage
# run: dotnet-coverage collect 'dotnet test' -f xml -o './coverage.xml'
- name: Sonar reporter
env:
@@ -62,38 +68,38 @@ jobs:
run: dotnet sonarscanner end /d:sonar.login="${{ secrets.SONAR_TOKEN }}"
- name: CodeCov run
run: codecov -f ./Tests/coveragereport.xml -v -t ${{ secrets.CODECOV_TOKEN }}
run: codecov -f ./coveragereport.xml -v -t ${{ secrets.CODECOV_TOKEN }}
- name: Codacy coverage reporter
uses: codacy/codacy-coverage-reporter-action@v1
with:
project-token: ${{ secrets.CODACY_PROJECT_TOKEN }}
coverage-reports: ./Tests/coveragereport.xml
coverage-reports: ./coveragereport.xml
- name: Zip DLLs
uses: thedoctor0/zip-release@master
with:
type: 'zip'
directory: \Quantower\Settings\Scripts\Indicators\QuanTAlib
filename: QL_Quantower.zip
# - name: Zip DLLs
# uses: thedoctor0/zip-release@master
# with:
# type: 'zip'
# directory: \Quantower\Settings\Scripts\Indicators\QuanTAlib
# filename: QL_Quantower.zip
- name: Release
uses: marvinpinto/action-automatic-releases@latest
with:
repo_token: "${{ secrets.GITHUB_TOKEN }}"
automatic_release_tag: "latest"
prerelease: true
title: "Pre-release Build"
files: /Quantower/Settings/Scripts/Indicators/QuanTAlib/*.zip
# - name: Release
# uses: marvinpinto/action-automatic-releases@latest
# with:
# repo_token: "${{ secrets.GITHUB_TOKEN }}"
# automatic_release_tag: "latest"
# prerelease: true
# title: "Pre-release Build"
# files: /Quantower/Settings/Scripts/Indicators/QuanTAlib/*.zip
- name: Push package to nuget.org
run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
--api-key ${{ secrets.NUGET_DEPLOY_KEY_QUANTLIB }}
--source https://api.nuget.org/v3/index.json
--skip-duplicate
# - name: Push package to nuget.org
# run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
# --api-key ${{ secrets.NUGET_DEPLOY_KEY_QUANTLIB }}
# --source https://api.nuget.org/v3/index.json
# --skip-duplicate
- name: Push package to github
run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
--api-key ${{ secrets.GITHUB_TOKEN }}
--source https://nuget.pkg.github.com/mihakralj/index.json
--skip-duplicate
# - name: Push package to github
# run: dotnet nuget push '.\Source\bin\Release\QuanTAlib.*.nupkg'
# --api-key ${{ secrets.GITHUB_TOKEN }}
# --source https://nuget.pkg.github.com/mihakralj/index.json
# --skip-duplicate
QuanTAlib.sln
+3
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@@ -4,6 +4,9 @@ Microsoft Visual Studio Solution File, Format Version 12.00
VisualStudioVersion = 17.2.32210.308
MinimumVisualStudioVersion = 10.0.40219.1
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Tests", "Tests\Tests.csproj", "{283EACC9-3AF6-4DAE-9C1C-0F7F8C8CD70D}"
ProjectSection(ProjectDependencies) = postProject
{5096AEA1-81BC-46E7-9F2B-B408AFAA850C} = {5096AEA1-81BC-46E7-9F2B-B408AFAA850C}
EndProjectSection
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuanTAlib", "Source\QuanTAlib.csproj", "{AAE21F8A-9BC2-4647-A9EB-4DC86C569080}"
EndProject
Quantower/dll/TradingPlatform.BusinessLayer.xml
-9003
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File diff suppressed because it is too large Load Diff
Source/Basics/TSeries.cs
+15 -7
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@@ -1,6 +1,5 @@
namespace QuanTAlib;
using System;
using System.Linq;
/* <summary>
TSeries is the cornerstone of all QuanTAlib classess.
@@ -10,7 +9,6 @@ TSeries is the cornerstone of all QuanTAlib classess.
- includes Length property (to mimic array's method)
- includes publishing and subscribing methods that attach to events
- uses Linq only for two transmutations - needs to be refactored out eventually (for speed)
</summary> */
public class TSeries : System.Collections.Generic.List<(DateTime t, double v)>
@@ -23,12 +21,22 @@ public class TSeries : System.Collections.Generic.List<(DateTime t, double v)>
// when asked for a (DateTime), return the DateTime part of the last tuple on the list
public static implicit operator DateTime(TSeries l) => l[l.Count - 1].t;
//convert from tuple List(t,v) to single List(DateTime)
public System.Collections.Generic.List<DateTime> t {
get { System.Collections.Generic.List<DateTime> TList = new();
for (int i = 0; i < this.Count; i++) { TList.Add(this[i].t); }
return TList;
}
}
public System.Collections.Generic.List<DateTime> t =>
this.Select(x => (DateTime)x.t).ToList();
public System.Collections.Generic.List<double> v =>
this.Select(x => (double)x.v).ToList();
//convert from tuple List(t,v) to single List(double)
public System.Collections.Generic.List<double> v {
get { System.Collections.Generic.List<double> VList = new();
for (int i = 0; i < this.Count; i++) { VList.Add(this[i].v); }
return VList;
}
}
public int Length => this.Count;
Source/Indicators/JMA_Series.cs
+8 -9
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@@ -27,8 +27,7 @@ public class JMA_Series : Single_TSeries_Indicator
private double prev_ma1, prev_det0, prev_det1, prev_jma, bsmax, bsmin;
private double o_prev_ma1, o_prev_det0, o_prev_det1, o_prev_jma, o_bsmax, o_bsmin;
private readonly double pr, pow1, len2, beta, rvolty;
private readonly int _l;
private readonly double pr, pow1, len2, beta, rvolty, _l;
public JMA_Series(TSeries source, int period, double phase = 0.0, bool useNaN = false) : base(source, period, useNaN)
{
@@ -47,11 +46,11 @@ public class JMA_Series : Single_TSeries_Indicator
if (base._data.Count > 0) { base.Add(base._data); }
}
public override void Add((System.DateTime t, double v) d, bool update)
public override void Add((System.DateTime t, double v) TValue, bool update)
{
if (this.Count == 0)
{
this.prev_ma1 = this.prev_jma = d.v;
this.prev_ma1 = this.prev_jma = TValue.v;
this.bsmax = this.bsmin = this.prev_det0 = this.prev_det1 = 0;
}
@@ -74,8 +73,8 @@ public class JMA_Series : Single_TSeries_Indicator
this.o_bsmin = this.bsmin;
}
double hprice = d.v;
double lprice = d.v;
double hprice = TValue.v;
double lprice = TValue.v;
for (int i = 0; i <= Math.Min(9, this._data.Count - 1); i++)
{
var _item = this._data[this._data.Count - 1 - i].v;
@@ -139,11 +138,11 @@ public class JMA_Series : Single_TSeries_Indicator
double alpha = Math.Pow(this.beta, pow);
// 1st stage - preliminary smoothing by adaptive EMA
double ma1 = d.v * (1 - alpha) + this.prev_ma1 * alpha;
double ma1 = TValue.v * (1 - alpha) + this.prev_ma1 * alpha;
this.prev_ma1 = ma1;
// 2nd stage - one more preliminary smoothing by Kalman filter
double det0 = (d.v - ma1) * (1 - this.beta) + this.prev_det0 * this.beta;
double det0 = (TValue.v - ma1) * (1 - this.beta) + this.prev_det0 * this.beta;
this.prev_det0 = det0;
double ma2 = ma1 + (this.pr * det0);
@@ -155,7 +154,7 @@ public class JMA_Series : Single_TSeries_Indicator
this.prev_jma = jma;
(System.DateTime t, double v) result =
(d.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : jma);
(TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : jma);
base.Add(result, update);
}