+semver: fix

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

quantower/Averages/HmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class HmaIndicator : IndicatorBase
 {

quantower/Averages/HtitIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class HtitIndicator : IndicatorBase
 {

quantower/Averages/HwmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class HwmaIndicator : IndicatorBase
 {

quantower/Averages/JmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class JmaIndicator : IndicatorBase
 {

quantower/Averages/KamaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class KamaIndicator : IndicatorBase
 {

quantower/Averages/LtmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class LtmaIndicator : IndicatorBase
 {

quantower/Averages/MaafIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class MaafIndicator : IndicatorBase
 {

quantower/Averages/MamaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class MamaIndicator : IndicatorBase
 {

quantower/Averages/MgdiIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class MgdiIndicator : IndicatorBase
 {

quantower/Averages/MmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class MmaIndicator : IndicatorBase
 {

quantower/Averages/QemaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class QemaIndicator : IndicatorBase
 {

quantower/Averages/RemaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class RemaIndicator : IndicatorBase
 {

quantower/Averages/RmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class RmaIndicator : IndicatorBase
 {

quantower/Averages/SinemaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class SinemaIndicator : IndicatorBase
 {

quantower/Averages/SmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class SmaIndicator : IndicatorBase
 {

quantower/Averages/SmmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class SmmaIndicator : IndicatorBase
 {

quantower/Averages/T3Indicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class T3Indicator : IndicatorBase
 {

quantower/Averages/TemaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class TemaIndicator : IndicatorBase
 {

quantower/Averages/TrimaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class TrimaIndicator : IndicatorBase
 {

quantower/Averages/VidyaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class VidyaIndicator : IndicatorBase
 {

quantower/Averages/WmaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class WmaIndicator : IndicatorBase
 {

quantower/Averages/ZlemaIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class ZlemaIndicator : IndicatorBase
 {

quantower/Statistics/EntropyIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class EntropyIndicator : IndicatorBase
 {

quantower/Statistics/KurtosisIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class KurtosisIndicator : IndicatorBase
 {

quantower/Statistics/MaxIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class MaxIndicator : IndicatorBase
 {

quantower/Statistics/MedianIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class MedianIndicator : IndicatorBase
 {

quantower/Statistics/MinIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class MinIndicator : IndicatorBase
 {

quantower/Statistics/ModeIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class ModeIndicator : IndicatorBase
 {

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)]

quantower/Statistics/SkewIndicator.cs

@@ -1,6 +1,6 @@
 
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class SkewIndicator : IndicatorBase
 {

quantower/Statistics/StddevIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class StddevIndicator : IndicatorBase
 {

quantower/Statistics/VarianceIndictor.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class VarianceIndicator : IndicatorBase
 {

quantower/Statistics/ZscoreIndicator.cs

@@ -1,5 +1,5 @@
 using TradingPlatform.BusinessLayer;
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class ZScoreIndicator : IndicatorBase
 {

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
 {