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+semver: fix

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This commit is contained in:
Miha Kralj
2024-09-22 20:10:05 -07:00
parent 6f11a5e0dc
commit f1b80ff374
43 changed files with 43 additions and 46 deletions
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.github/workflows/main_automation.yml
+2
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@@ -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: ${{ github.ref == 'refs/heads/dev' }}
lib/averages/Dema.cs
-3
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@@ -82,9 +82,6 @@ public class Dema : AbstractBase
ManageState(Input.IsNew);
double result, _ema1, _ema2;
// dynamic k when within period; (index is zero-based, therefore +2)
//double _dk = (_index + 1 >= _period) ? _k : 2.0 / (_index + 2);
// compensator for early ema values
_e = (_e > 1e-10) ? (1 - _k) * _e : 0;
double _invE = (_e > 1e-10) ? 1 / (1 - _e) : 1;
lib/averages/Epma.cs
-3
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@@ -77,9 +77,6 @@ public class Epma : AbstractBase
kernel[i] /= weightSum;
}
// Reverse the kernel for convolution
//Array.Reverse(kernel);
return kernel;
}
}
lib/averages/Rema.cs
+1 -1
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@@ -1,4 +1,4 @@
using QuanTAlib;
namespace QuanTAlib;
//https://user42.tuxfamily.org/chart/manual/Regularized-Exponential-Moving-Average.html
lib/averages/Rma.cs
-1
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@@ -53,7 +53,6 @@ public class Rma : AbstractBase {
rma = (_lastRMA * (_index - 1) + Input.Value) / _index;
} else {
// Wilder's smoothing method
//rma = (_lastRMA * (_period - 1) + Input.Value) / _period;
rma = _alpha * (Input.Value - _lastRMA) + _lastRMA;
}
lib/averages/Sma.cs
-1
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@@ -30,7 +30,6 @@ public class Sma : AbstractBase
public override void Init()
{
//_buffer.Clear();
base.Init();
}
lib/averages/Tema.cs
+1 -2
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@@ -58,8 +58,7 @@ public class Tema : AbstractBase
{
double result, _ema1, _ema2, _ema3;
ManageState(Input.IsNew);
//double _dk = (_index + 1 >= _period) ? _k : 2.0 / (_index + 2);
_e = (_e > 1e-10) ? (1 - _k) * _e : 0;
double _invE = (_e > 1e-10) ? 1 / (1 - _e) : 1;
lib/quantalib.csproj
+3
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@@ -31,6 +31,9 @@
Quantitative;Historical;Quotes;
</PackageTags>
<NoWarn>$(NoWarn);NU5104</NoWarn>
<GenerateAssemblyVersionAttribute>false</GenerateAssemblyVersionAttribute>
<GenerateAssemblyFileVersionAttribute>false</GenerateAssemblyFileVersionAttribute>
<GenerateAssemblyInformationalVersionAttribute>false</GenerateAssemblyInformationalVersionAttribute>
</PropertyGroup>
<PropertyGroup>
<PackageIcon>QuanTAlib2.png</PackageIcon>
quantower/AbstractIndicatorBase.cs
+1 -1
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@@ -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
quantower/Averages/HmaIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class HmaIndicator : IndicatorBase
{
quantower/Averages/HtitIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class HtitIndicator : IndicatorBase
{
quantower/Averages/HwmaIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class HwmaIndicator : IndicatorBase
{
quantower/Averages/JmaIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class JmaIndicator : IndicatorBase
{
quantower/Averages/KamaIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class KamaIndicator : IndicatorBase
{
quantower/Averages/LtmaIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class LtmaIndicator : IndicatorBase
{
quantower/Averages/MaafIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class MaafIndicator : IndicatorBase
{
quantower/Averages/MamaIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class MamaIndicator : IndicatorBase
{
quantower/Averages/MgdiIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class MgdiIndicator : IndicatorBase
{
quantower/Averages/MmaIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class MmaIndicator : IndicatorBase
{
quantower/Averages/QemaIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class QemaIndicator : IndicatorBase
{
quantower/Averages/RemaIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class RemaIndicator : IndicatorBase
{
quantower/Averages/RmaIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class RmaIndicator : IndicatorBase
{
quantower/Averages/SinemaIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class SinemaIndicator : IndicatorBase
{
quantower/Averages/SmaIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class SmaIndicator : IndicatorBase
{
quantower/Averages/SmmaIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class SmmaIndicator : IndicatorBase
{
quantower/Averages/T3Indicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class T3Indicator : IndicatorBase
{
quantower/Averages/TemaIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class TemaIndicator : IndicatorBase
{
quantower/Averages/TrimaIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class TrimaIndicator : IndicatorBase
{
quantower/Averages/VidyaIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class VidyaIndicator : IndicatorBase
{
quantower/Averages/WmaIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class WmaIndicator : IndicatorBase
{
quantower/Averages/ZlemaIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class ZlemaIndicator : IndicatorBase
{
quantower/Statistics/EntropyIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class EntropyIndicator : IndicatorBase
{
quantower/Statistics/KurtosisIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class KurtosisIndicator : IndicatorBase
{
quantower/Statistics/MaxIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class MaxIndicator : IndicatorBase
{
quantower/Statistics/MedianIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class MedianIndicator : IndicatorBase
{
quantower/Statistics/MinIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class MinIndicator : IndicatorBase
{
quantower/Statistics/ModeIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class ModeIndicator : IndicatorBase
{
quantower/Statistics/PercentileIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class PercentileIndicator : IndicatorBase
{
[InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)]
quantower/Statistics/SkewIndicator.cs
+1 -1
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@@ -1,6 +1,6 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class SkewIndicator : IndicatorBase
{
quantower/Statistics/StddevIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class StddevIndicator : IndicatorBase
{
quantower/Statistics/VarianceIndictor.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class VarianceIndicator : IndicatorBase
{
quantower/Statistics/ZscoreIndicator.cs
+1 -1
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class ZScoreIndicator : IndicatorBase
{
quantower/Statistics/_IndicatorBase.cs
+2 -1
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@@ -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
{