+semver: fix

.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' }}

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;

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;
     }
 }

lib/averages/Rema.cs

@@ -1,4 +1,4 @@
-using QuanTAlib;
+namespace QuanTAlib;
 
 //https://user42.tuxfamily.org/chart/manual/Regularized-Exponential-Moving-Average.html
 

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;
         }
 

lib/averages/Sma.cs

@@ -30,7 +30,6 @@ public class Sma : AbstractBase
 
     public override void Init()
     {
-        //_buffer.Clear();
         base.Init();
     }
 

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;
 

lib/quantalib.csproj

@@ -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

@@ -1,9 +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
 {