From a0c99ef3260caacb95a5b6918e8fd32f4c03b1b6 Mon Sep 17 00:00:00 2001 From: codefactor-io Date: Sun, 3 Nov 2024 23:47:53 +0000 Subject: [PATCH] [CodeFactor] Apply fixes --- SyntheticVendor/SyntheticVendor.cs | 6 ------ lib/averages/Afirma.cs | 1 - lib/averages/Alma.cs | 1 - lib/averages/Convolution.cs | 1 - lib/averages/Dsma.cs | 1 - lib/averages/Dwma.cs | 1 - lib/averages/Epma.cs | 1 - lib/averages/Frama.cs | 1 - lib/averages/Fwma.cs | 1 - lib/averages/Gma.cs | 1 - lib/averages/Hma.cs | 1 - lib/averages/Htit.cs | 1 - lib/averages/Hwma.cs | 1 - lib/averages/Jma.cs | 1 - lib/averages/Kama.cs | 1 - lib/averages/Ltma.cs | 1 - lib/averages/Maaf.cs | 1 - lib/averages/Mama.cs | 1 - lib/averages/Mgdi.cs | 1 - lib/averages/Mma.cs | 1 - lib/averages/Pwma.cs | 1 - lib/averages/Qema.cs | 1 - lib/averages/Rema.cs | 1 - lib/averages/Sinema.cs | 1 - lib/averages/Sma.cs | 1 - lib/averages/Smma.cs | 1 - lib/averages/T3.cs | 1 - lib/averages/Tema.cs | 1 - lib/averages/Trima.cs | 1 - lib/averages/Vidya.cs | 1 - lib/averages/Wma.cs | 1 - lib/averages/Zlema.cs | 1 - lib/errors/Huber.cs | 1 - lib/errors/Mae.cs | 1 - lib/errors/Mapd.cs | 1 - lib/errors/Mape.cs | 1 - lib/errors/Mase.cs | 1 - lib/errors/Mda.cs | 1 - lib/errors/Me.cs | 1 - lib/errors/Mpe.cs | 1 - lib/errors/Mse.cs | 1 - lib/errors/Msle.cs | 1 - lib/errors/Rae.cs | 1 - lib/errors/Rmse.cs | 1 - lib/errors/Rmsle.cs | 1 - lib/errors/Rse.cs | 1 - lib/errors/Rsquared.cs | 1 - lib/errors/Smape.cs | 1 - lib/momentum/Adx.cs | 1 - lib/momentum/Adxr.cs | 1 - lib/momentum/Apo.cs | 1 - lib/momentum/Dmi.cs | 1 - lib/momentum/Dmx.cs | 1 - lib/momentum/Dpo.cs | 1 - lib/momentum/Macd.cs | 1 - lib/momentum/Mom.cs | 1 - lib/momentum/Pmo.cs | 1 - lib/momentum/Po.cs | 1 - lib/momentum/Ppo.cs | 1 - lib/momentum/Prs.cs | 1 - lib/momentum/Roc.cs | 1 - lib/momentum/Trix.cs | 1 - lib/momentum/Tsi.cs | 1 - lib/momentum/Vel.cs | 1 - lib/momentum/Vortex.cs | 1 - lib/oscillators/Ac.cs | 1 - lib/oscillators/Ao.cs | 1 - lib/oscillators/Aroon.cs | 1 - lib/oscillators/Bop.cs | 1 - lib/oscillators/Cci.cs | 1 - lib/oscillators/Cfo.cs | 1 - lib/oscillators/Chop.cs | 1 - lib/oscillators/Cmo.cs | 1 - lib/oscillators/Cog.cs | 1 - lib/oscillators/Rsi.cs | 1 - lib/oscillators/Rsx.cs | 1 - lib/statistics/Curvature.cs | 1 - lib/statistics/Entropy.cs | 1 - lib/statistics/Kurtosis.cs | 1 - lib/statistics/Max.cs | 1 - lib/statistics/Median.cs | 1 - lib/statistics/Min.cs | 1 - lib/statistics/Mode.cs | 1 - lib/statistics/Percentile.cs | 1 - lib/statistics/Skew.cs | 1 - lib/statistics/Slope.cs | 1 - lib/statistics/Stddev.cs | 1 - lib/statistics/Variance.cs | 1 - lib/statistics/Zscore.cs | 1 - lib/volatility/Adr.cs | 1 - lib/volatility/Ap.cs | 1 - lib/volatility/Atr.cs | 1 - lib/volatility/Atrp.cs | 1 - lib/volatility/Atrs.cs | 1 - lib/volatility/Cvi.cs | 1 - lib/volatility/Hv.cs | 1 - lib/volatility/Jvolty.cs | 1 - lib/volatility/Rv.cs | 1 - lib/volatility/Rvi.cs | 1 - lib/volatility/Tr.cs | 1 - lib/volatility/Ui.cs | 1 - lib/volatility/Vc.cs | 1 - lib/volatility/Vov.cs | 1 - lib/volatility/Vr.cs | 1 - lib/volatility/Vs.cs | 1 - lib/volume/Adl.cs | 1 - lib/volume/Adosc.cs | 1 - lib/volume/Aobv.cs | 1 - lib/volume/Cmf.cs | 1 - lib/volume/Eom.cs | 1 - lib/volume/Kvo.cs | 1 - lib/volume/Mfi.cs | 1 - lib/volume/Nvi.cs | 1 - lib/volume/Obv.cs | 1 - lib/volume/Pvi.cs | 1 - lib/volume/Pvo.cs | 1 - lib/volume/Pvol.cs | 1 - lib/volume/Pvr.cs | 1 - lib/volume/Pvt.cs | 1 - lib/volume/Tvi.cs | 1 - lib/volume/Vf.cs | 1 - lib/volume/Vp.cs | 1 - lib/volume/Vwap.cs | 1 - lib/volume/Vwma.cs | 1 - quantower/Averages/MacdIndicator.cs | 2 -- quantower/IndicatorExtensions.cs | 4 ---- quantower/Volatility/AtrIndicator.cs | 1 - quantower/Volatility/CmoIndicator.cs | 1 - quantower/Volatility/FlowIndicator.cs | 3 --- quantower/Volatility/JvoltyIndicator.cs | 1 - 130 files changed, 141 deletions(-) diff --git a/SyntheticVendor/SyntheticVendor.cs b/SyntheticVendor/SyntheticVendor.cs index 6566b19b..90898bae 100644 --- a/SyntheticVendor/SyntheticVendor.cs +++ b/SyntheticVendor/SyntheticVendor.cs @@ -17,7 +17,6 @@ public class SyntheticVendor : Vendor { exchanges = new List { - //Spike, //Impulse, //Triangle, @@ -46,7 +45,6 @@ public class SyntheticVendor : Vendor assets = new List { new MessageAsset { Id = "USD", Name = "USD" }, - }; symbols = new List @@ -93,9 +91,6 @@ public class SyntheticVendor : Vendor Warrants, */ - - - } public static VendorMetaData GetVendorMetaData() @@ -211,7 +206,6 @@ public class SyntheticVendor : Vendor { // Simulating disconnection process Thread.Sleep(500); // Simulate some disconnection delay - } public override PingResult Ping() diff --git a/lib/averages/Afirma.cs b/lib/averages/Afirma.cs index e8b0a76c..d31f4102 100644 --- a/lib/averages/Afirma.cs +++ b/lib/averages/Afirma.cs @@ -10,7 +10,6 @@ namespace QuanTAlib; /// Implementation: /// Original implementation based on FIR filter design principles /// - public class Afirma : AbstractBase { public enum WindowType diff --git a/lib/averages/Alma.cs b/lib/averages/Alma.cs index 6f363795..ea2ffede 100644 --- a/lib/averages/Alma.cs +++ b/lib/averages/Alma.cs @@ -11,7 +11,6 @@ namespace QuanTAlib; /// Validation: /// Skender.Stock.Indicators /// - public class Alma : AbstractBase { private readonly int _period; diff --git a/lib/averages/Convolution.cs b/lib/averages/Convolution.cs index ecba18b4..d0dd9f17 100644 --- a/lib/averages/Convolution.cs +++ b/lib/averages/Convolution.cs @@ -10,7 +10,6 @@ namespace QuanTAlib; /// Implementation: /// Based on standard discrete convolution principles from signal processing /// - public class Convolution : AbstractBase { private readonly double[] _kernel; diff --git a/lib/averages/Dsma.cs b/lib/averages/Dsma.cs index eab4d489..7720fb7b 100644 --- a/lib/averages/Dsma.cs +++ b/lib/averages/Dsma.cs @@ -19,7 +19,6 @@ namespace QuanTAlib; /// Source: /// https://www.mesasoftware.com/papers/DEVIATION%20SCALED%20MOVING%20AVERAGE.pdf /// - public class Dsma : AbstractBase { private readonly int _period; diff --git a/lib/averages/Dwma.cs b/lib/averages/Dwma.cs index 76147573..28a067e8 100644 --- a/lib/averages/Dwma.cs +++ b/lib/averages/Dwma.cs @@ -21,7 +21,6 @@ namespace QuanTAlib; /// /// Where WMA is the Weighted Moving Average function and 'period' is the number of data points used in each WMA calculation. /// - public class Dwma : AbstractBase { private readonly Wma _innerWma; diff --git a/lib/averages/Epma.cs b/lib/averages/Epma.cs index e3c256ae..9fca0906 100644 --- a/lib/averages/Epma.cs +++ b/lib/averages/Epma.cs @@ -22,7 +22,6 @@ namespace QuanTAlib; /// Implementation: /// Original implementation based on convolution principles /// - public class Epma : AbstractBase { private readonly int _period; diff --git a/lib/averages/Frama.cs b/lib/averages/Frama.cs index b0c4320c..af57ba58 100644 --- a/lib/averages/Frama.cs +++ b/lib/averages/Frama.cs @@ -23,7 +23,6 @@ namespace QuanTAlib; /// John Ehlers - "FRAMA: A Trend-Following Indicator" /// https://www.mesasoftware.com/papers/FRAMA.pdf /// - public class Frama : AbstractBase { private readonly int _period; diff --git a/lib/averages/Fwma.cs b/lib/averages/Fwma.cs index bff1bf4d..b1a7a8c0 100644 --- a/lib/averages/Fwma.cs +++ b/lib/averages/Fwma.cs @@ -23,7 +23,6 @@ namespace QuanTAlib; /// Implementation: /// Original implementation based on Fibonacci sequence principles /// - public class Fwma : AbstractBase { private readonly Convolution _convolution; diff --git a/lib/averages/Gma.cs b/lib/averages/Gma.cs index 71d80a88..4924ae2c 100644 --- a/lib/averages/Gma.cs +++ b/lib/averages/Gma.cs @@ -23,7 +23,6 @@ namespace QuanTAlib; /// Implementation: /// Based on Gaussian distribution principles from statistics /// - public class Gma : AbstractBase { private readonly Convolution _convolution; diff --git a/lib/averages/Hma.cs b/lib/averages/Hma.cs index da8fccb1..1fe049e7 100644 --- a/lib/averages/Hma.cs +++ b/lib/averages/Hma.cs @@ -25,7 +25,6 @@ namespace QuanTAlib; /// Alan Hull - "Better Trading with Hull Moving Average" /// https://alanhull.com/hull-moving-average /// - public class Hma : AbstractBase { private readonly Convolution _wmaHalf, _wmaFull, _wmaFinal; diff --git a/lib/averages/Htit.cs b/lib/averages/Htit.cs index 149f3c4f..13120bdb 100644 --- a/lib/averages/Htit.cs +++ b/lib/averages/Htit.cs @@ -26,7 +26,6 @@ namespace QuanTAlib; /// Note: This implementation is currently under development and may not pass /// all consistency tests. /// - public class Htit : AbstractBase { private readonly CircularBuffer _priceBuffer = new(7); diff --git a/lib/averages/Hwma.cs b/lib/averages/Hwma.cs index ba97fa73..60a73752 100644 --- a/lib/averages/Hwma.cs +++ b/lib/averages/Hwma.cs @@ -27,7 +27,6 @@ namespace QuanTAlib; /// - Beta (nB) = 1/period /// - Gamma (nC) = 1/period /// - public class Hwma : AbstractBase { private readonly int _period; diff --git a/lib/averages/Jma.cs b/lib/averages/Jma.cs index 9a09c2d6..8df79034 100644 --- a/lib/averages/Jma.cs +++ b/lib/averages/Jma.cs @@ -25,7 +25,6 @@ namespace QuanTAlib; /// Based on known and reverse-engineered insights from Jurik Research /// Original work by Mark Jurik /// - public class Jma : AbstractBase { private readonly double _period; diff --git a/lib/averages/Kama.cs b/lib/averages/Kama.cs index 1bd625c1..8d8fc37e 100644 --- a/lib/averages/Kama.cs +++ b/lib/averages/Kama.cs @@ -24,7 +24,6 @@ namespace QuanTAlib; /// Perry Kaufman - "Smarter Trading" /// https://www.investopedia.com/terms/k/kaufmansadaptivemovingaverage.asp /// - public class Kama : AbstractBase { private readonly int _period; diff --git a/lib/averages/Ltma.cs b/lib/averages/Ltma.cs index 8605c784..b40960f4 100644 --- a/lib/averages/Ltma.cs +++ b/lib/averages/Ltma.cs @@ -25,7 +25,6 @@ namespace QuanTAlib; /// John Ehlers - "Time Warp - Without Space Travel" /// https://www.mesasoftware.com/papers/TimeWarp.pdf /// - public class Ltma : AbstractBase { private readonly double _gamma; diff --git a/lib/averages/Maaf.cs b/lib/averages/Maaf.cs index c2340eb3..c30d5b2a 100644 --- a/lib/averages/Maaf.cs +++ b/lib/averages/Maaf.cs @@ -27,7 +27,6 @@ namespace QuanTAlib; /// /// Note: Initial values handling is currently under development. /// - public class Maaf : AbstractBase { private readonly CircularBuffer _priceBuffer; diff --git a/lib/averages/Mama.cs b/lib/averages/Mama.cs index a87a46e1..ad7595f5 100644 --- a/lib/averages/Mama.cs +++ b/lib/averages/Mama.cs @@ -26,7 +26,6 @@ namespace QuanTAlib; /// John Ehlers - "MESA Adaptive Moving Averages" /// https://www.mesasoftware.com/papers/MAMA.pdf /// - public class Mama : AbstractBase { private readonly double _fastLimit, _slowLimit; diff --git a/lib/averages/Mgdi.cs b/lib/averages/Mgdi.cs index efa64a61..f702ef8b 100644 --- a/lib/averages/Mgdi.cs +++ b/lib/averages/Mgdi.cs @@ -24,7 +24,6 @@ namespace QuanTAlib; /// Implementation: /// Based on geometric decay principles with ratio-based modification /// - public class Mgdi : AbstractBase { private readonly int _period; diff --git a/lib/averages/Mma.cs b/lib/averages/Mma.cs index 0f505408..3e4501e4 100644 --- a/lib/averages/Mma.cs +++ b/lib/averages/Mma.cs @@ -24,7 +24,6 @@ namespace QuanTAlib; /// Based on modified moving average principles combining /// simple and weighted components for optimal smoothing /// - public class Mma : AbstractBase { private readonly int _period; diff --git a/lib/averages/Pwma.cs b/lib/averages/Pwma.cs index c06b82f0..22a82102 100644 --- a/lib/averages/Pwma.cs +++ b/lib/averages/Pwma.cs @@ -25,7 +25,6 @@ namespace QuanTAlib; /// Based on Pascal's triangle principles for weight generation /// Uses convolution for efficient calculation /// - public class Pwma : AbstractBase { private readonly int _period; diff --git a/lib/averages/Qema.cs b/lib/averages/Qema.cs index 9bcd0ec6..a594e7d5 100644 --- a/lib/averages/Qema.cs +++ b/lib/averages/Qema.cs @@ -26,7 +26,6 @@ namespace QuanTAlib; /// Based on quadruple exponential smoothing principles /// with optimized combination formula /// - public class Qema : AbstractBase { private readonly Ema _ema1, _ema2, _ema3, _ema4; diff --git a/lib/averages/Rema.cs b/lib/averages/Rema.cs index 177986bf..96314157 100644 --- a/lib/averages/Rema.cs +++ b/lib/averages/Rema.cs @@ -24,7 +24,6 @@ namespace QuanTAlib; /// Sources: /// https://user42.tuxfamily.org/chart/manual/Regularized-Exponential-Moving-Average.html /// - public class Rema : AbstractBase { private readonly int _period; diff --git a/lib/averages/Sinema.cs b/lib/averages/Sinema.cs index a58d59b3..34fa800e 100644 --- a/lib/averages/Sinema.cs +++ b/lib/averages/Sinema.cs @@ -25,7 +25,6 @@ namespace QuanTAlib; /// Based on sine function principles for weight generation /// Uses convolution for efficient calculation /// - public class Sinema : AbstractBase { private readonly Convolution _convolution; diff --git a/lib/averages/Sma.cs b/lib/averages/Sma.cs index 784abfd7..f6dec4bb 100644 --- a/lib/averages/Sma.cs +++ b/lib/averages/Sma.cs @@ -24,7 +24,6 @@ namespace QuanTAlib; /// https://www.investopedia.com/terms/s/sma.asp /// https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_averages /// - public class Sma : AbstractBase { private readonly CircularBuffer _buffer; diff --git a/lib/averages/Smma.cs b/lib/averages/Smma.cs index 0cb983e7..56c9c70b 100644 --- a/lib/averages/Smma.cs +++ b/lib/averages/Smma.cs @@ -24,7 +24,6 @@ namespace QuanTAlib; /// Based on smoothed moving average principles with /// initial SMA seeding for stability /// - public class Smma : AbstractBase { private readonly int _period; diff --git a/lib/averages/T3.cs b/lib/averages/T3.cs index 197d1eca..7f65090e 100644 --- a/lib/averages/T3.cs +++ b/lib/averages/T3.cs @@ -25,7 +25,6 @@ namespace QuanTAlib; /// Tim Tillson - "Better Moving Averages" /// TASC Magazine, 1998 /// - public class T3 : AbstractBase { private readonly int _period; diff --git a/lib/averages/Tema.cs b/lib/averages/Tema.cs index b10f9191..09d0d76a 100644 --- a/lib/averages/Tema.cs +++ b/lib/averages/Tema.cs @@ -25,7 +25,6 @@ namespace QuanTAlib; /// Patrick Mulloy - "Smoothing Data with Faster Moving Averages" /// Technical Analysis of Stocks and Commodities, 1994 /// - public class Tema : AbstractBase { private readonly int _period; diff --git a/lib/averages/Trima.cs b/lib/averages/Trima.cs index cc4ccb3c..35892391 100644 --- a/lib/averages/Trima.cs +++ b/lib/averages/Trima.cs @@ -25,7 +25,6 @@ namespace QuanTAlib; /// https://www.investopedia.com/terms/t/triangularaverage.asp /// Technical Analysis of Stocks & Commodities magazine /// - public class Trima : AbstractBase { private readonly Convolution _convolution; diff --git a/lib/averages/Vidya.cs b/lib/averages/Vidya.cs index 1d8b64d3..187a8c7b 100644 --- a/lib/averages/Vidya.cs +++ b/lib/averages/Vidya.cs @@ -25,7 +25,6 @@ namespace QuanTAlib; /// Tushar Chande - "Beyond Technical Analysis" /// https://www.investopedia.com/terms/v/vidya.asp /// - public class Vidya : AbstractBase { private readonly int _longPeriod; diff --git a/lib/averages/Wma.cs b/lib/averages/Wma.cs index ce855a83..26fcaa59 100644 --- a/lib/averages/Wma.cs +++ b/lib/averages/Wma.cs @@ -26,7 +26,6 @@ namespace QuanTAlib; /// https://www.investopedia.com/articles/technical/060401.asp /// https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:weighted_moving_average /// - public class Wma : AbstractBase { private readonly int _period; diff --git a/lib/averages/Zlema.cs b/lib/averages/Zlema.cs index ebefa84f..8a4dc5eb 100644 --- a/lib/averages/Zlema.cs +++ b/lib/averages/Zlema.cs @@ -25,7 +25,6 @@ namespace QuanTAlib; /// John Ehlers and Ric Way - "Zero Lag (Well, Almost)" /// Technical Analysis of Stocks and Commodities, 2010 /// - public class Zlema : AbstractBase { private readonly CircularBuffer _buffer; diff --git a/lib/errors/Huber.cs b/lib/errors/Huber.cs index 46bca54d..12c5779b 100644 --- a/lib/errors/Huber.cs +++ b/lib/errors/Huber.cs @@ -29,7 +29,6 @@ namespace QuanTAlib; /// Peter J. Huber - "Robust Estimation of a Location Parameter" /// https://projecteuclid.org/euclid.aoms/1177703732 /// - [SkipLocalsInit] public sealed class Huber : AbstractBase { diff --git a/lib/errors/Mae.cs b/lib/errors/Mae.cs index 61ad8ba1..2399f74d 100644 --- a/lib/errors/Mae.cs +++ b/lib/errors/Mae.cs @@ -27,7 +27,6 @@ namespace QuanTAlib; /// https://en.wikipedia.org/wiki/Mean_absolute_error /// https://www.statisticshowto.com/absolute-error/ /// - [SkipLocalsInit] public sealed class Mae : AbstractBase { diff --git a/lib/errors/Mapd.cs b/lib/errors/Mapd.cs index ad76295d..874a5510 100644 --- a/lib/errors/Mapd.cs +++ b/lib/errors/Mapd.cs @@ -29,7 +29,6 @@ namespace QuanTAlib; /// /// Note: Also known as MAPE (Mean Absolute Percentage Error) in some contexts /// - [SkipLocalsInit] public sealed class Mapd : AbstractBase { diff --git a/lib/errors/Mape.cs b/lib/errors/Mape.cs index 232aeb27..14ae2d2d 100644 --- a/lib/errors/Mape.cs +++ b/lib/errors/Mape.cs @@ -29,7 +29,6 @@ namespace QuanTAlib; /// /// Note: Also known as MAPD (Mean Absolute Percentage Deviation) in some contexts /// - [SkipLocalsInit] public sealed class Mape : AbstractBase { diff --git a/lib/errors/Mase.cs b/lib/errors/Mase.cs index be0fe7c1..9067a4a1 100644 --- a/lib/errors/Mase.cs +++ b/lib/errors/Mase.cs @@ -28,7 +28,6 @@ namespace QuanTAlib; /// Rob J. Hyndman - "Another Look at Forecast-Accuracy Metrics for Intermittent Demand" /// https://robjhyndman.com/papers/another-look-at-measures-of-forecast-accuracy/ /// - [SkipLocalsInit] public sealed class Mase : AbstractBase { diff --git a/lib/errors/Mda.cs b/lib/errors/Mda.cs index cbff518a..57586f94 100644 --- a/lib/errors/Mda.cs +++ b/lib/errors/Mda.cs @@ -29,7 +29,6 @@ namespace QuanTAlib; /// https://www.sciencedirect.com/science/article/abs/pii/S0169207016000121 /// "Evaluating Forecasting Performance" - International Journal of Forecasting /// - [SkipLocalsInit] public sealed class Mda : AbstractBase { diff --git a/lib/errors/Me.cs b/lib/errors/Me.cs index c4422a29..e4ce1dcb 100644 --- a/lib/errors/Me.cs +++ b/lib/errors/Me.cs @@ -29,7 +29,6 @@ namespace QuanTAlib; /// /// Note: Also known as Mean Bias Error (MBE) or Mean Signed Difference (MSD) /// - [SkipLocalsInit] public sealed class Me : AbstractBase { diff --git a/lib/errors/Mpe.cs b/lib/errors/Mpe.cs index 8ff5f825..1e33b670 100644 --- a/lib/errors/Mpe.cs +++ b/lib/errors/Mpe.cs @@ -30,7 +30,6 @@ namespace QuanTAlib; /// /// Note: Similar to MAPE but allows error cancellation /// - [SkipLocalsInit] public sealed class Mpe : AbstractBase { diff --git a/lib/errors/Mse.cs b/lib/errors/Mse.cs index 2ca3949f..1f7d0369 100644 --- a/lib/errors/Mse.cs +++ b/lib/errors/Mse.cs @@ -29,7 +29,6 @@ namespace QuanTAlib; /// /// Note: Often used in optimization due to its mathematical properties /// - [SkipLocalsInit] public sealed class Mse : AbstractBase { diff --git a/lib/errors/Msle.cs b/lib/errors/Msle.cs index cc8bea85..2a794fc9 100644 --- a/lib/errors/Msle.cs +++ b/lib/errors/Msle.cs @@ -30,7 +30,6 @@ namespace QuanTAlib; /// /// Note: Often used in cases where target values follow exponential growth /// - [SkipLocalsInit] public sealed class Msle : AbstractBase { diff --git a/lib/errors/Rae.cs b/lib/errors/Rae.cs index 5f5b69d1..cdee3f54 100644 --- a/lib/errors/Rae.cs +++ b/lib/errors/Rae.cs @@ -29,7 +29,6 @@ namespace QuanTAlib; /// /// Note: Values greater than 1 indicate predictions worse than using zero /// - [SkipLocalsInit] public sealed class Rae : AbstractBase { diff --git a/lib/errors/Rmse.cs b/lib/errors/Rmse.cs index 04c873c0..09067a36 100644 --- a/lib/errors/Rmse.cs +++ b/lib/errors/Rmse.cs @@ -30,7 +30,6 @@ namespace QuanTAlib; /// /// Note: Square root of MSE, making it more interpretable in original units /// - [SkipLocalsInit] public sealed class Rmse : AbstractBase { diff --git a/lib/errors/Rmsle.cs b/lib/errors/Rmsle.cs index 79c66256..83e6e1d2 100644 --- a/lib/errors/Rmsle.cs +++ b/lib/errors/Rmsle.cs @@ -31,7 +31,6 @@ namespace QuanTAlib; /// /// Note: Square root of MSLE, useful for data with exponential growth /// - [SkipLocalsInit] public sealed class Rmsle : AbstractBase { diff --git a/lib/errors/Rse.cs b/lib/errors/Rse.cs index 61e87f26..2c3d1ffd 100644 --- a/lib/errors/Rse.cs +++ b/lib/errors/Rse.cs @@ -29,7 +29,6 @@ namespace QuanTAlib; /// /// Note: Values less than 1 indicate predictions better than using mean /// - [SkipLocalsInit] public sealed class Rse : AbstractBase { diff --git a/lib/errors/Rsquared.cs b/lib/errors/Rsquared.cs index f7fa5e80..21a07d0e 100644 --- a/lib/errors/Rsquared.cs +++ b/lib/errors/Rsquared.cs @@ -29,7 +29,6 @@ namespace QuanTAlib; /// /// Note: Can be negative if predictions are worse than using the mean /// - [SkipLocalsInit] public sealed class Rsquared : AbstractBase { diff --git a/lib/errors/Smape.cs b/lib/errors/Smape.cs index 0aecc8dd..cb523938 100644 --- a/lib/errors/Smape.cs +++ b/lib/errors/Smape.cs @@ -29,7 +29,6 @@ namespace QuanTAlib; /// /// Note: More stable than MAPE when actual values are close to zero /// - [SkipLocalsInit] public sealed class Smape : AbstractBase { diff --git a/lib/momentum/Adx.cs b/lib/momentum/Adx.cs index d5d061d9..2b1d57a2 100644 --- a/lib/momentum/Adx.cs +++ b/lib/momentum/Adx.cs @@ -39,7 +39,6 @@ namespace QuanTAlib; /// /// Note: Default period of 14 was recommended by Wilder /// - [SkipLocalsInit] public sealed class Adx : AbstractBarBase { diff --git a/lib/momentum/Adxr.cs b/lib/momentum/Adxr.cs index e2457f41..4dc29328 100644 --- a/lib/momentum/Adxr.cs +++ b/lib/momentum/Adxr.cs @@ -31,7 +31,6 @@ namespace QuanTAlib; /// /// Note: Default period of 14 was recommended by Wilder /// - [SkipLocalsInit] public sealed class Adxr : AbstractBarBase { diff --git a/lib/momentum/Apo.cs b/lib/momentum/Apo.cs index 686d9b5c..31da989b 100644 --- a/lib/momentum/Apo.cs +++ b/lib/momentum/Apo.cs @@ -32,7 +32,6 @@ namespace QuanTAlib; /// /// Note: Default periods are 12 and 26, similar to MACD /// - [SkipLocalsInit] public sealed class Apo : AbstractBase { diff --git a/lib/momentum/Dmi.cs b/lib/momentum/Dmi.cs index f0c7c49f..d71b284f 100644 --- a/lib/momentum/Dmi.cs +++ b/lib/momentum/Dmi.cs @@ -35,7 +35,6 @@ namespace QuanTAlib; /// /// Note: Default period of 14 was recommended by Wilder /// - [SkipLocalsInit] public sealed class Dmi : AbstractBarBase { diff --git a/lib/momentum/Dmx.cs b/lib/momentum/Dmx.cs index 3f70113f..b3c3efbf 100644 --- a/lib/momentum/Dmx.cs +++ b/lib/momentum/Dmx.cs @@ -32,7 +32,6 @@ namespace QuanTAlib; /// Original DMI by J. Welles Wilder Jr. - "New Concepts in Technical Trading Systems" (1978) /// Enhanced with JMA smoothing by Mark Jurik /// - [SkipLocalsInit] public sealed class Dmx : AbstractBarBase { diff --git a/lib/momentum/Dpo.cs b/lib/momentum/Dpo.cs index 6a7b084a..87273cb4 100644 --- a/lib/momentum/Dpo.cs +++ b/lib/momentum/Dpo.cs @@ -35,7 +35,6 @@ namespace QuanTAlib; /// /// Note: DPO helps identify cycles by removing the trend component from the price data /// - [SkipLocalsInit] public sealed class Dpo : AbstractBase { diff --git a/lib/momentum/Macd.cs b/lib/momentum/Macd.cs index eb8ad743..67c4d589 100644 --- a/lib/momentum/Macd.cs +++ b/lib/momentum/Macd.cs @@ -31,7 +31,6 @@ namespace QuanTAlib; /// https://www.investopedia.com/terms/m/macd.asp /// https://school.stockcharts.com/doku.php?id=technical_indicators:macd /// - [SkipLocalsInit] public sealed class Macd : AbstractBase { diff --git a/lib/momentum/Mom.cs b/lib/momentum/Mom.cs index 56e86f33..41f1c113 100644 --- a/lib/momentum/Mom.cs +++ b/lib/momentum/Mom.cs @@ -26,7 +26,6 @@ namespace QuanTAlib; /// Technical Analysis of Financial Markets by John J. Murphy /// Technical Analysis Using Multiple Timeframes by Brian Shannon /// - [SkipLocalsInit] public sealed class Mom : AbstractBase { diff --git a/lib/momentum/Pmo.cs b/lib/momentum/Pmo.cs index cd22df83..2728eb9e 100644 --- a/lib/momentum/Pmo.cs +++ b/lib/momentum/Pmo.cs @@ -28,7 +28,6 @@ namespace QuanTAlib; /// Developed by Carl Swenlin /// Technical Analysis of Stocks and Commodities magazine /// - [SkipLocalsInit] public sealed class Pmo : AbstractBase { diff --git a/lib/momentum/Po.cs b/lib/momentum/Po.cs index 170096bd..5dca35ea 100644 --- a/lib/momentum/Po.cs +++ b/lib/momentum/Po.cs @@ -27,7 +27,6 @@ namespace QuanTAlib; /// Sources: /// Technical Analysis of Financial Markets by John J. Murphy /// - [SkipLocalsInit] public sealed class Po : AbstractBase { diff --git a/lib/momentum/Ppo.cs b/lib/momentum/Ppo.cs index 2c46c9b8..c6c29e76 100644 --- a/lib/momentum/Ppo.cs +++ b/lib/momentum/Ppo.cs @@ -28,7 +28,6 @@ namespace QuanTAlib; /// Technical Analysis of Financial Markets by John J. Murphy /// StockCharts.com Technical Indicators /// - [SkipLocalsInit] public sealed class Ppo : AbstractBase { diff --git a/lib/momentum/Prs.cs b/lib/momentum/Prs.cs index f2bbb682..454c4b8e 100644 --- a/lib/momentum/Prs.cs +++ b/lib/momentum/Prs.cs @@ -26,7 +26,6 @@ namespace QuanTAlib; /// Technical Analysis of Financial Markets by John J. Murphy /// StockCharts.com Technical Indicators /// - [SkipLocalsInit] public sealed class Prs : AbstractBase { diff --git a/lib/momentum/Roc.cs b/lib/momentum/Roc.cs index f61070ec..fc5c6d1e 100644 --- a/lib/momentum/Roc.cs +++ b/lib/momentum/Roc.cs @@ -26,7 +26,6 @@ namespace QuanTAlib; /// Technical Analysis of Financial Markets by John J. Murphy /// Technical Analysis of Stock Trends by Robert D. Edwards and John Magee /// - [SkipLocalsInit] public sealed class Roc : AbstractBase { diff --git a/lib/momentum/Trix.cs b/lib/momentum/Trix.cs index aa744ab6..ddb1ee09 100644 --- a/lib/momentum/Trix.cs +++ b/lib/momentum/Trix.cs @@ -27,7 +27,6 @@ namespace QuanTAlib; /// Jack Hutson - "Technical Analysis of Stocks and Commodities" magazine, 1983 /// John J. Murphy - "Technical Analysis of the Financial Markets" /// - [SkipLocalsInit] public sealed class Trix : AbstractBase { diff --git a/lib/momentum/Tsi.cs b/lib/momentum/Tsi.cs index 350318c7..e39458bc 100644 --- a/lib/momentum/Tsi.cs +++ b/lib/momentum/Tsi.cs @@ -47,7 +47,6 @@ namespace QuanTAlib; /// /// Note: Values above +25 indicate overbought conditions, while values below -25 indicate oversold conditions /// - [SkipLocalsInit] public sealed class Tsi : AbstractBase { diff --git a/lib/momentum/Vel.cs b/lib/momentum/Vel.cs index c0a8472e..20fffb21 100644 --- a/lib/momentum/Vel.cs +++ b/lib/momentum/Vel.cs @@ -27,7 +27,6 @@ namespace QuanTAlib; /// Enhanced with JMA smoothing by Mark Jurik /// Technical Analysis of Financial Markets by John J. Murphy /// - [SkipLocalsInit] public sealed class Vel : AbstractBase { diff --git a/lib/momentum/Vortex.cs b/lib/momentum/Vortex.cs index f113f193..2ca77cc6 100644 --- a/lib/momentum/Vortex.cs +++ b/lib/momentum/Vortex.cs @@ -46,7 +46,6 @@ namespace QuanTAlib; /// /// Note: When +VI crosses above -VI, it signals a potential uptrend, and vice versa /// - [SkipLocalsInit] public sealed class Vortex : AbstractBase { diff --git a/lib/oscillators/Ac.cs b/lib/oscillators/Ac.cs index f298d560..96bbcd9c 100644 --- a/lib/oscillators/Ac.cs +++ b/lib/oscillators/Ac.cs @@ -26,7 +26,6 @@ namespace QuanTAlib; /// Bill Williams - "Trading Chaos" (1995) /// https://www.investopedia.com/terms/a/ac.asp /// - [SkipLocalsInit] public sealed class Ac : AbstractBase { diff --git a/lib/oscillators/Ao.cs b/lib/oscillators/Ao.cs index 97c39ea0..3a00eaed 100644 --- a/lib/oscillators/Ao.cs +++ b/lib/oscillators/Ao.cs @@ -26,7 +26,6 @@ namespace QuanTAlib; /// Bill Williams - "Trading Chaos" (1995) /// https://www.investopedia.com/terms/a/awesomeoscillator.asp /// - [SkipLocalsInit] public sealed class Ao : AbstractBase { diff --git a/lib/oscillators/Aroon.cs b/lib/oscillators/Aroon.cs index cb1f6c20..618320ac 100644 --- a/lib/oscillators/Aroon.cs +++ b/lib/oscillators/Aroon.cs @@ -32,7 +32,6 @@ namespace QuanTAlib; /// /// Note: Default period of 25 was recommended by Chande /// - [SkipLocalsInit] public sealed class Aroon : AbstractBarBase { diff --git a/lib/oscillators/Bop.cs b/lib/oscillators/Bop.cs index 210805ca..a2a3426c 100644 --- a/lib/oscillators/Bop.cs +++ b/lib/oscillators/Bop.cs @@ -25,7 +25,6 @@ namespace QuanTAlib; /// Igor Livshin (1990s) /// https://www.investopedia.com/terms/b/bop.asp /// - [SkipLocalsInit] public sealed class Bop : AbstractBase { diff --git a/lib/oscillators/Cci.cs b/lib/oscillators/Cci.cs index 56e1135f..8fde77c1 100644 --- a/lib/oscillators/Cci.cs +++ b/lib/oscillators/Cci.cs @@ -30,7 +30,6 @@ namespace QuanTAlib; /// Donald Lambert (1980) /// https://www.investopedia.com/terms/c/commoditychannelindex.asp /// - [SkipLocalsInit] public sealed class Cci : AbstractBase { diff --git a/lib/oscillators/Cfo.cs b/lib/oscillators/Cfo.cs index 5921aeaf..518bb57e 100644 --- a/lib/oscillators/Cfo.cs +++ b/lib/oscillators/Cfo.cs @@ -28,7 +28,6 @@ namespace QuanTAlib; /// Tushar Chande (1990s) /// Technical Analysis of Stocks and Commodities magazine /// - [SkipLocalsInit] public sealed class Cfo : AbstractBase { diff --git a/lib/oscillators/Chop.cs b/lib/oscillators/Chop.cs index f58ef0c6..78eea6d4 100644 --- a/lib/oscillators/Chop.cs +++ b/lib/oscillators/Chop.cs @@ -35,7 +35,6 @@ namespace QuanTAlib; /// /// Note: Default period is 14 /// - [SkipLocalsInit] public sealed class Chop : AbstractBase { diff --git a/lib/oscillators/Cmo.cs b/lib/oscillators/Cmo.cs index cd10da8c..1248d345 100644 --- a/lib/oscillators/Cmo.cs +++ b/lib/oscillators/Cmo.cs @@ -33,7 +33,6 @@ namespace QuanTAlib; /// /// Note: Similar to RSI but with different scaling and calculation method /// - [SkipLocalsInit] public sealed class Cmo : AbstractBase { diff --git a/lib/oscillators/Cog.cs b/lib/oscillators/Cog.cs index 6e49e647..1ef3889c 100644 --- a/lib/oscillators/Cog.cs +++ b/lib/oscillators/Cog.cs @@ -33,7 +33,6 @@ namespace QuanTAlib; /// /// Note: Default period is 10 /// - [SkipLocalsInit] public sealed class Cog : AbstractBase { diff --git a/lib/oscillators/Rsi.cs b/lib/oscillators/Rsi.cs index 324f631f..c18f70aa 100644 --- a/lib/oscillators/Rsi.cs +++ b/lib/oscillators/Rsi.cs @@ -34,7 +34,6 @@ namespace QuanTAlib; /// /// Note: Default period of 14 was recommended by Wilder /// - [SkipLocalsInit] public sealed class Rsi : AbstractBase { diff --git a/lib/oscillators/Rsx.cs b/lib/oscillators/Rsx.cs index 55d6cfd9..f8921e96 100644 --- a/lib/oscillators/Rsx.cs +++ b/lib/oscillators/Rsx.cs @@ -33,7 +33,6 @@ namespace QuanTAlib; /// /// Note: Proprietary enhancement of RSI using JMA technology /// - [SkipLocalsInit] public sealed class Rsx : AbstractBase { diff --git a/lib/statistics/Curvature.cs b/lib/statistics/Curvature.cs index 76249a10..fbab28d8 100644 --- a/lib/statistics/Curvature.cs +++ b/lib/statistics/Curvature.cs @@ -34,7 +34,6 @@ namespace QuanTAlib; /// /// Note: Second-order derivative providing acceleration insights /// - [SkipLocalsInit] public sealed class Curvature : AbstractBase { diff --git a/lib/statistics/Entropy.cs b/lib/statistics/Entropy.cs index 82f15cb4..9d2d9b7b 100644 --- a/lib/statistics/Entropy.cs +++ b/lib/statistics/Entropy.cs @@ -40,7 +40,6 @@ namespace QuanTAlib; /// /// Note: Normalized to [0,1] for easier interpretation /// - [SkipLocalsInit] public sealed class Entropy : AbstractBase { diff --git a/lib/statistics/Kurtosis.cs b/lib/statistics/Kurtosis.cs index c0d76a25..03f8c216 100644 --- a/lib/statistics/Kurtosis.cs +++ b/lib/statistics/Kurtosis.cs @@ -40,7 +40,6 @@ namespace QuanTAlib; /// /// Note: Returns excess kurtosis (normal distribution = 0) /// - [SkipLocalsInit] public sealed class Kurtosis : AbstractBase { diff --git a/lib/statistics/Max.cs b/lib/statistics/Max.cs index acbfc161..15a52d8a 100644 --- a/lib/statistics/Max.cs +++ b/lib/statistics/Max.cs @@ -39,7 +39,6 @@ namespace QuanTAlib; /// /// Note: Decay factor allows for adaptive peak tracking /// - [SkipLocalsInit] public sealed class Max : AbstractBase { diff --git a/lib/statistics/Median.cs b/lib/statistics/Median.cs index c8593405..b6fc0801 100644 --- a/lib/statistics/Median.cs +++ b/lib/statistics/Median.cs @@ -38,7 +38,6 @@ namespace QuanTAlib; /// /// Note: More robust than mean for non-normal distributions /// - [SkipLocalsInit] public sealed class Median : AbstractBase { diff --git a/lib/statistics/Min.cs b/lib/statistics/Min.cs index 67b920eb..0949a11b 100644 --- a/lib/statistics/Min.cs +++ b/lib/statistics/Min.cs @@ -39,7 +39,6 @@ namespace QuanTAlib; /// /// Note: Decay factor allows for adaptive low tracking /// - [SkipLocalsInit] public sealed class Min : AbstractBase { diff --git a/lib/statistics/Mode.cs b/lib/statistics/Mode.cs index 26069517..b64282b5 100644 --- a/lib/statistics/Mode.cs +++ b/lib/statistics/Mode.cs @@ -39,7 +39,6 @@ namespace QuanTAlib; /// /// Note: Particularly useful for price level analysis /// - [SkipLocalsInit] public sealed class Mode : AbstractBase { diff --git a/lib/statistics/Percentile.cs b/lib/statistics/Percentile.cs index 611768ca..635f6680 100644 --- a/lib/statistics/Percentile.cs +++ b/lib/statistics/Percentile.cs @@ -39,7 +39,6 @@ namespace QuanTAlib; /// /// Note: Particularly useful for risk metrics like VaR /// - [SkipLocalsInit] public sealed class Percentile : AbstractBase { diff --git a/lib/statistics/Skew.cs b/lib/statistics/Skew.cs index 65f9613f..eccc5f04 100644 --- a/lib/statistics/Skew.cs +++ b/lib/statistics/Skew.cs @@ -42,7 +42,6 @@ namespace QuanTAlib; /// /// Note: Requires minimum of 3 data points for calculation /// - [SkipLocalsInit] public sealed class Skew : AbstractBase { diff --git a/lib/statistics/Slope.cs b/lib/statistics/Slope.cs index df9adf15..cd1dab68 100644 --- a/lib/statistics/Slope.cs +++ b/lib/statistics/Slope.cs @@ -41,7 +41,6 @@ namespace QuanTAlib; /// /// Note: Provides additional regression statistics (R², intercept) /// - [SkipLocalsInit] public sealed class Slope : AbstractBase { diff --git a/lib/statistics/Stddev.cs b/lib/statistics/Stddev.cs index 4504a58f..a1639804 100644 --- a/lib/statistics/Stddev.cs +++ b/lib/statistics/Stddev.cs @@ -42,7 +42,6 @@ namespace QuanTAlib; /// /// Note: Foundation for many volatility-based indicators /// - [SkipLocalsInit] public sealed class Stddev : AbstractBase { diff --git a/lib/statistics/Variance.cs b/lib/statistics/Variance.cs index a7c30a9f..ee4e043b 100644 --- a/lib/statistics/Variance.cs +++ b/lib/statistics/Variance.cs @@ -42,7 +42,6 @@ namespace QuanTAlib; /// /// Note: Basis for Modern Portfolio Theory and risk models /// - [SkipLocalsInit] public sealed class Variance : AbstractBase { diff --git a/lib/statistics/Zscore.cs b/lib/statistics/Zscore.cs index 752559fb..6af78b57 100644 --- a/lib/statistics/Zscore.cs +++ b/lib/statistics/Zscore.cs @@ -41,7 +41,6 @@ namespace QuanTAlib; /// /// Note: Assumes approximately normal distribution /// - [SkipLocalsInit] public sealed class Zscore : AbstractBase { diff --git a/lib/volatility/Adr.cs b/lib/volatility/Adr.cs index 9e394dae..7137746e 100644 --- a/lib/volatility/Adr.cs +++ b/lib/volatility/Adr.cs @@ -33,7 +33,6 @@ namespace QuanTAlib; /// /// Note: Simpler alternative to ATR, doesn't consider gaps /// - [SkipLocalsInit] public sealed class Adr : AbstractBase { diff --git a/lib/volatility/Ap.cs b/lib/volatility/Ap.cs index 803cc83c..48d57213 100644 --- a/lib/volatility/Ap.cs +++ b/lib/volatility/Ap.cs @@ -39,7 +39,6 @@ namespace QuanTAlib; /// /// Note: Returns median line value for current price level /// - [SkipLocalsInit] public sealed class Ap : AbstractBase { diff --git a/lib/volatility/Atr.cs b/lib/volatility/Atr.cs index c098e83f..2810f5a1 100644 --- a/lib/volatility/Atr.cs +++ b/lib/volatility/Atr.cs @@ -41,7 +41,6 @@ namespace QuanTAlib; /// /// Note: Higher ATR indicates higher volatility /// - [SkipLocalsInit] public sealed class Atr : AbstractBase { diff --git a/lib/volatility/Atrp.cs b/lib/volatility/Atrp.cs index a5546e77..193c2909 100644 --- a/lib/volatility/Atrp.cs +++ b/lib/volatility/Atrp.cs @@ -32,7 +32,6 @@ namespace QuanTAlib; /// /// Note: More suitable for comparing different instruments than raw ATR /// - [SkipLocalsInit] public sealed class Atrp : AbstractBase { diff --git a/lib/volatility/Atrs.cs b/lib/volatility/Atrs.cs index 803cdb0f..352a2291 100644 --- a/lib/volatility/Atrs.cs +++ b/lib/volatility/Atrs.cs @@ -35,7 +35,6 @@ namespace QuanTAlib; /// /// Note: Returns stop level based on current trend /// - [SkipLocalsInit] public sealed class Atrs : AbstractBase { diff --git a/lib/volatility/Cvi.cs b/lib/volatility/Cvi.cs index a6895321..bc16cbbb 100644 --- a/lib/volatility/Cvi.cs +++ b/lib/volatility/Cvi.cs @@ -32,7 +32,6 @@ namespace QuanTAlib; /// /// Note: Higher CVI values indicate higher volatility /// - [SkipLocalsInit] public sealed class Cvi : AbstractBase { diff --git a/lib/volatility/Hv.cs b/lib/volatility/Hv.cs index fb246cce..0bf17c1d 100644 --- a/lib/volatility/Hv.cs +++ b/lib/volatility/Hv.cs @@ -42,7 +42,6 @@ namespace QuanTAlib; /// /// Note: Assumes 252 trading days for annualization /// - [SkipLocalsInit] public sealed class Hv : AbstractBase { diff --git a/lib/volatility/Jvolty.cs b/lib/volatility/Jvolty.cs index 97c436f4..24dddcf3 100644 --- a/lib/volatility/Jvolty.cs +++ b/lib/volatility/Jvolty.cs @@ -40,7 +40,6 @@ namespace QuanTAlib; /// /// Note: Proprietary enhancement of volatility measurement /// - [SkipLocalsInit] public sealed class Jvolty : AbstractBase { diff --git a/lib/volatility/Rv.cs b/lib/volatility/Rv.cs index d53615c4..9ba91021 100644 --- a/lib/volatility/Rv.cs +++ b/lib/volatility/Rv.cs @@ -42,7 +42,6 @@ namespace QuanTAlib; /// /// Note: Efficient implementation using rolling sums /// - [SkipLocalsInit] public sealed class Rv : AbstractBase { diff --git a/lib/volatility/Rvi.cs b/lib/volatility/Rvi.cs index 555727fb..44a9067d 100644 --- a/lib/volatility/Rvi.cs +++ b/lib/volatility/Rvi.cs @@ -41,7 +41,6 @@ namespace QuanTAlib; /// /// Note: Similar concept to RSI but using volatility /// - [SkipLocalsInit] public sealed class Rvi : AbstractBase { diff --git a/lib/volatility/Tr.cs b/lib/volatility/Tr.cs index 6e60d80f..e95016c7 100644 --- a/lib/volatility/Tr.cs +++ b/lib/volatility/Tr.cs @@ -37,7 +37,6 @@ namespace QuanTAlib; /// /// Note: True Range accounts for gaps between periods, making it more accurate than simple high-low range /// - [SkipLocalsInit] public sealed class Tr : AbstractBase { diff --git a/lib/volatility/Ui.cs b/lib/volatility/Ui.cs index cfa5f96f..4af8baa8 100644 --- a/lib/volatility/Ui.cs +++ b/lib/volatility/Ui.cs @@ -37,7 +37,6 @@ namespace QuanTAlib; /// /// Note: Higher values indicate higher risk due to deeper or more frequent drawdowns /// - [SkipLocalsInit] public sealed class Ui : AbstractBase { diff --git a/lib/volatility/Vc.cs b/lib/volatility/Vc.cs index 0303fc30..1b95a89a 100644 --- a/lib/volatility/Vc.cs +++ b/lib/volatility/Vc.cs @@ -38,7 +38,6 @@ namespace QuanTAlib; /// /// Note: Returns three values: mean volatility and its upper/lower bounds /// - [SkipLocalsInit] public sealed class Vc : AbstractBase { diff --git a/lib/volatility/Vov.cs b/lib/volatility/Vov.cs index c840eea0..6c92b7d8 100644 --- a/lib/volatility/Vov.cs +++ b/lib/volatility/Vov.cs @@ -32,7 +32,6 @@ namespace QuanTAlib; /// /// Note: Higher values indicate more unstable volatility conditions /// - [SkipLocalsInit] public sealed class Vov : AbstractBase { diff --git a/lib/volatility/Vr.cs b/lib/volatility/Vr.cs index 009d6e56..d32c113c 100644 --- a/lib/volatility/Vr.cs +++ b/lib/volatility/Vr.cs @@ -33,7 +33,6 @@ namespace QuanTAlib; /// /// Note: Values significantly different from 1 indicate changing market conditions /// - [SkipLocalsInit] public sealed class Vr : AbstractBase { diff --git a/lib/volatility/Vs.cs b/lib/volatility/Vs.cs index aa19b409..6755c505 100644 --- a/lib/volatility/Vs.cs +++ b/lib/volatility/Vs.cs @@ -39,7 +39,6 @@ namespace QuanTAlib; /// /// Note: Returns two values: long stop and short stop levels /// - [SkipLocalsInit] public sealed class Vs : AbstractBase { diff --git a/lib/volume/Adl.cs b/lib/volume/Adl.cs index 786233ab..aae5dea1 100644 --- a/lib/volume/Adl.cs +++ b/lib/volume/Adl.cs @@ -40,7 +40,6 @@ namespace QuanTAlib; /// /// Note: Focuses on the relationship between price and volume /// - [SkipLocalsInit] public sealed class Adl : AbstractBase { diff --git a/lib/volume/Adosc.cs b/lib/volume/Adosc.cs index 0d718fd2..614244c1 100644 --- a/lib/volume/Adosc.cs +++ b/lib/volume/Adosc.cs @@ -42,7 +42,6 @@ namespace QuanTAlib; /// /// Note: Positive values indicate buying pressure, while negative values indicate selling pressure /// - [SkipLocalsInit] public sealed class Adosc : AbstractBase { diff --git a/lib/volume/Aobv.cs b/lib/volume/Aobv.cs index 540ddd72..25ca5abc 100644 --- a/lib/volume/Aobv.cs +++ b/lib/volume/Aobv.cs @@ -49,7 +49,6 @@ namespace QuanTAlib; /// /// Note: Provides a more detailed analysis of volume flow than traditional OBV /// - [SkipLocalsInit] public sealed class Aobv : AbstractBase { diff --git a/lib/volume/Cmf.cs b/lib/volume/Cmf.cs index 2ac7abf6..1d3ed3d2 100644 --- a/lib/volume/Cmf.cs +++ b/lib/volume/Cmf.cs @@ -39,7 +39,6 @@ namespace QuanTAlib; /// /// Note: Values above zero indicate buying pressure, while values below zero indicate selling pressure /// - [SkipLocalsInit] public sealed class Cmf : AbstractBase { diff --git a/lib/volume/Eom.cs b/lib/volume/Eom.cs index 0c2af40b..640201f8 100644 --- a/lib/volume/Eom.cs +++ b/lib/volume/Eom.cs @@ -44,7 +44,6 @@ namespace QuanTAlib; /// Note: Positive values suggest prices are rising with light volume (bullish), /// while negative values suggest prices are falling with light volume (bearish) /// - [SkipLocalsInit] public sealed class Eom : AbstractBase { diff --git a/lib/volume/Kvo.cs b/lib/volume/Kvo.cs index 4e49c5b4..c0fb983f 100644 --- a/lib/volume/Kvo.cs +++ b/lib/volume/Kvo.cs @@ -42,7 +42,6 @@ namespace QuanTAlib; /// /// Note: Positive values indicate buying pressure, while negative values indicate selling pressure /// - [SkipLocalsInit] public sealed class Kvo : AbstractBase { diff --git a/lib/volume/Mfi.cs b/lib/volume/Mfi.cs index 2c847630..4316d8c7 100644 --- a/lib/volume/Mfi.cs +++ b/lib/volume/Mfi.cs @@ -46,7 +46,6 @@ namespace QuanTAlib; /// /// Note: Values above 80 indicate overbought conditions, while values below 20 indicate oversold conditions /// - [SkipLocalsInit] public sealed class Mfi : AbstractBase { diff --git a/lib/volume/Nvi.cs b/lib/volume/Nvi.cs index e0e1aaf7..6a1899c1 100644 --- a/lib/volume/Nvi.cs +++ b/lib/volume/Nvi.cs @@ -41,7 +41,6 @@ namespace QuanTAlib; /// /// Note: Rising NVI suggests smart money is buying, while falling NVI suggests smart money is selling /// - [SkipLocalsInit] public sealed class Nvi : AbstractBase { diff --git a/lib/volume/Obv.cs b/lib/volume/Obv.cs index b8189799..2927b3ad 100644 --- a/lib/volume/Obv.cs +++ b/lib/volume/Obv.cs @@ -44,7 +44,6 @@ namespace QuanTAlib; /// /// Note: Rising OBV suggests buying pressure, while falling OBV suggests selling pressure /// - [SkipLocalsInit] public sealed class Obv : AbstractBase { diff --git a/lib/volume/Pvi.cs b/lib/volume/Pvi.cs index 400da515..e66affc3 100644 --- a/lib/volume/Pvi.cs +++ b/lib/volume/Pvi.cs @@ -40,7 +40,6 @@ namespace QuanTAlib; /// /// Note: Rising PVI suggests public buying pressure, while falling PVI suggests public selling pressure /// - [SkipLocalsInit] public sealed class Pvi : AbstractBase { diff --git a/lib/volume/Pvo.cs b/lib/volume/Pvo.cs index bfce2a6f..17a1a4ee 100644 --- a/lib/volume/Pvo.cs +++ b/lib/volume/Pvo.cs @@ -37,7 +37,6 @@ namespace QuanTAlib; /// /// Note: Positive values indicate higher short-term volume, while negative values indicate higher long-term volume /// - [SkipLocalsInit] public sealed class Pvo : AbstractBase { diff --git a/lib/volume/Pvol.cs b/lib/volume/Pvol.cs index f9c6d975..2d914ce7 100644 --- a/lib/volume/Pvol.cs +++ b/lib/volume/Pvol.cs @@ -37,7 +37,6 @@ namespace QuanTAlib; /// Note: High positive values indicate strong upward momentum with volume support, /// while high negative values indicate strong downward momentum with volume support /// - [SkipLocalsInit] public sealed class Pvol : AbstractBase { diff --git a/lib/volume/Pvr.cs b/lib/volume/Pvr.cs index 702029f7..c2528d9b 100644 --- a/lib/volume/Pvr.cs +++ b/lib/volume/Pvr.cs @@ -36,7 +36,6 @@ namespace QuanTAlib; /// /// Note: Higher absolute values indicate more significant price moves with volume support /// - [SkipLocalsInit] public sealed class Pvr : AbstractBase { diff --git a/lib/volume/Pvt.cs b/lib/volume/Pvt.cs index 150bf855..765d6151 100644 --- a/lib/volume/Pvt.cs +++ b/lib/volume/Pvt.cs @@ -37,7 +37,6 @@ namespace QuanTAlib; /// /// Note: Rising PVT suggests buying pressure, while falling PVT suggests selling pressure /// - [SkipLocalsInit] public sealed class Pvt : AbstractBase { diff --git a/lib/volume/Tvi.cs b/lib/volume/Tvi.cs index 864dec45..9ef29870 100644 --- a/lib/volume/Tvi.cs +++ b/lib/volume/Tvi.cs @@ -39,7 +39,6 @@ namespace QuanTAlib; /// /// Note: Rising TVI suggests accumulation, while falling TVI suggests distribution /// - [SkipLocalsInit] public sealed class Tvi : AbstractBase { diff --git a/lib/volume/Vf.cs b/lib/volume/Vf.cs index f987bfd1..7e7c7d2a 100644 --- a/lib/volume/Vf.cs +++ b/lib/volume/Vf.cs @@ -33,7 +33,6 @@ namespace QuanTAlib; /// /// Note: Higher values indicate stronger volume force /// - [SkipLocalsInit] public sealed class Vf : AbstractBase { diff --git a/lib/volume/Vp.cs b/lib/volume/Vp.cs index d923f588..4ff3a2e6 100644 --- a/lib/volume/Vp.cs +++ b/lib/volume/Vp.cs @@ -33,7 +33,6 @@ namespace QuanTAlib; /// /// Note: Returns Point of Control (price level with highest volume) /// - [SkipLocalsInit] public sealed class Vp : AbstractBase { diff --git a/lib/volume/Vwap.cs b/lib/volume/Vwap.cs index b07a64b5..4193276b 100644 --- a/lib/volume/Vwap.cs +++ b/lib/volume/Vwap.cs @@ -37,7 +37,6 @@ namespace QuanTAlib; /// /// Note: Commonly used by institutional traders /// - [SkipLocalsInit] public sealed class Vwap : AbstractBase { diff --git a/lib/volume/Vwma.cs b/lib/volume/Vwma.cs index 3c1892c9..714c9abb 100644 --- a/lib/volume/Vwma.cs +++ b/lib/volume/Vwma.cs @@ -34,7 +34,6 @@ namespace QuanTAlib; /// /// Note: More responsive to high-volume price movements /// - [SkipLocalsInit] public sealed class Vwma : AbstractBase { diff --git a/quantower/Averages/MacdIndicator.cs b/quantower/Averages/MacdIndicator.cs index 56365f3f..cc98d2c6 100644 --- a/quantower/Averages/MacdIndicator.cs +++ b/quantower/Averages/MacdIndicator.cs @@ -103,7 +103,6 @@ public class MacdIndicator : Indicator, IWatchlistIndicator public override void OnPaintChart(PaintChartEventArgs args) { - Graphics gr = args.Graphics; gr.SmoothingMode = SmoothingMode.AntiAlias; var mainWindow = this.CurrentChart.Windows[args.WindowIndex]; @@ -138,7 +137,6 @@ public class MacdIndicator : Indicator, IWatchlistIndicator Brush col = HistSlopeSeries![i] < 0 ? highRed : lowRed; gr.FillRectangle(col, barX, barY0, HistBarWidth, Math.Abs(barY0 - barY)); } - } this.PaintSmoothCurve(args, MainSeries!, slow_ma!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.3); diff --git a/quantower/IndicatorExtensions.cs b/quantower/IndicatorExtensions.cs index 5c9a79dc..1bfd2d5f 100644 --- a/quantower/IndicatorExtensions.cs +++ b/quantower/IndicatorExtensions.cs @@ -167,7 +167,6 @@ public static class IndicatorExtensions using (Brush hist = new SolidBrush(Color.FromArgb(150, 0, 255, 0))) { gr.FillRectangle(hist, barX, barY, HistBarWidth, Math.Abs(barY - barY0)); - } } else @@ -175,12 +174,9 @@ public static class IndicatorExtensions using (Brush hist = new SolidBrush(Color.FromArgb(150, 255, 0, 0))) { gr.FillRectangle(hist, barX, barY0, HistBarWidth, Math.Abs(barY0 - barY)); - } } - } - } diff --git a/quantower/Volatility/AtrIndicator.cs b/quantower/Volatility/AtrIndicator.cs index 72c95e9c..614fecdb 100644 --- a/quantower/Volatility/AtrIndicator.cs +++ b/quantower/Volatility/AtrIndicator.cs @@ -39,7 +39,6 @@ public class AtrIndicator : Indicator, IWatchlistIndicator AtrSeries!.SetValue(result.Value); AtrSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here - } #pragma warning disable CA1416 // Validate platform compatibility diff --git a/quantower/Volatility/CmoIndicator.cs b/quantower/Volatility/CmoIndicator.cs index 6a7a069d..a5ec940c 100644 --- a/quantower/Volatility/CmoIndicator.cs +++ b/quantower/Volatility/CmoIndicator.cs @@ -55,7 +55,6 @@ public class CmoIndicator : Indicator, IWatchlistIndicator CmoSeries!.SetValue(cmo.Value); CmoSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here - } public override string ShortName => $"CMO ({Periods}:{SourceName})"; diff --git a/quantower/Volatility/FlowIndicator.cs b/quantower/Volatility/FlowIndicator.cs index 07dc9c2d..40649719 100644 --- a/quantower/Volatility/FlowIndicator.cs +++ b/quantower/Volatility/FlowIndicator.cs @@ -78,9 +78,6 @@ public class FlowIndicator : Indicator, IWatchlistIndicator gr.DrawLine(dottedPen, barX2, barY2, barX0, barY0); } } - - } } - } diff --git a/quantower/Volatility/JvoltyIndicator.cs b/quantower/Volatility/JvoltyIndicator.cs index 7a6436b5..7a49d9bb 100644 --- a/quantower/Volatility/JvoltyIndicator.cs +++ b/quantower/Volatility/JvoltyIndicator.cs @@ -51,7 +51,6 @@ public class JvoltyIndicator : Indicator, IWatchlistIndicator jma!.Calc(input); JvoltySeries!.SetValue(jma.Volty); - } public override string ShortName => $"JVOLTY ({Periods})";