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+semver: fix

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Miha Kralj
2024-09-22 20:22:18 -07:00
parent 6f11a5e0dc
commit f1b80ff374
43 changed files with 43 additions and 46 deletions
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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
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class MaxIndicator : IndicatorBase
{
quantower/Statistics/MedianIndicator.cs
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class MedianIndicator : IndicatorBase
{
quantower/Statistics/MinIndicator.cs
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class MinIndicator : IndicatorBase
{
quantower/Statistics/ModeIndicator.cs
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class ModeIndicator : IndicatorBase
{
quantower/Statistics/PercentileIndicator.cs
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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
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@@ -1,6 +1,6 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class SkewIndicator : IndicatorBase
{
quantower/Statistics/StddevIndicator.cs
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class StddevIndicator : IndicatorBase
{
quantower/Statistics/VarianceIndictor.cs
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@@ -1,5 +1,5 @@
using TradingPlatform.BusinessLayer;
using QuanTAlib;
namespace QuanTAlib;
public class VarianceIndicator : IndicatorBase
{
quantower/Statistics/ZscoreIndicator.cs
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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
{