diff --git a/.editorconfig b/.editorconfig
index 1148e2a81..8be070d53 100644
--- a/.editorconfig
+++ b/.editorconfig
@@ -90,11 +90,13 @@ dotnet_style_object_initializer = true:suggestion
dotnet_style_prefer_collection_expression = true:suggestion
[*.cs]
+# ref: https://learn.microsoft.com/en-us/dotnet/fundamentals/code-analysis/style-rules/csharp-formatting-options
+
csharp_indent_labels = one_less_than_current
csharp_using_directive_placement = outside_namespace:warning
csharp_prefer_simple_using_statement = true:suggestion
csharp_prefer_static_local_function = true:suggestion
-csharp_prefer_braces = true:suggestion
+
csharp_style_namespace_declarations = file_scoped:suggestion
csharp_style_prefer_method_group_conversion = true:silent
csharp_style_prefer_top_level_statements = true:silent
@@ -117,6 +119,22 @@ csharp_style_prefer_not_pattern = true:suggestion
csharp_style_prefer_extended_property_pattern = true:suggestion
csharp_style_inlined_variable_declaration = true:suggestion
+# braces
+csharp_prefer_braces = true:suggestion
+
+csharp_new_line_before_open_brace = methods, properties, control_blocks, types
+csharp_new_line_before_else = true
+csharp_new_line_before_catch = true
+csharp_new_line_before_finally = true
+csharp_new_line_before_members_in_object_initializers = false
+csharp_new_line_before_members_in_anonymous_types = false
+csharp_new_line_between_query_expression_clauses = false
+
+# braces overrides
+csharp_type_declaration_braces = next_line
+csharp_empty_block_style = together_same_line
+
+# diagnostic analyzers
dotnet_diagnostic.CA1303.severity = none
dotnet_diagnostic.CS1591.severity = silent
dotnet_diagnostic.IDE0058.severity = none
diff --git a/.github/workflows/deploy-package.yml b/.github/workflows/deploy-package.yml
index d83b1c824..78b206e9c 100644
--- a/.github/workflows/deploy-package.yml
+++ b/.github/workflows/deploy-package.yml
@@ -35,14 +35,14 @@ jobs:
fetch-depth: 0
- name: Install GitVersion
- uses: gittools/actions/gitversion/setup@v0
+ uses: gittools/actions/gitversion/setup@v1.1.1
with:
versionSpec: "5.x"
preferLatestVersion: true
- name: Determine version
id: gitversion
- uses: gittools/actions/gitversion/execute@v0
+ uses: gittools/actions/gitversion/execute@v1.1.1
with:
updateAssemblyInfo: true
useConfigFile: true
@@ -51,11 +51,16 @@ jobs:
- name: Compose version
id: compose
run: |
- COMPOSED_VERSION=${{ steps.gitversion.outputs.majorMinorPatch }}${{ inputs.preview && '-preview.' || '' }}${{ inputs.preview && steps.gitversion.outputs.preReleaseNumber || '' }}
+ COMPOSED_VERSION=${{ steps.gitversion.outputs.majorMinorPatch }}${{ inputs.preview && '-preview.' || '' }}${{ inputs.preview && steps.gitversion.outputs.preReleaseNumber || inputs.preview && github.run_number || '' }}
echo "version=$COMPOSED_VERSION" >> "$GITHUB_OUTPUT"
echo "COMPOSED_VERSION=$COMPOSED_VERSION" >> "$GITHUB_ENV"
- echo "Composed version is:"
- echo $COMPOSED_VERSION
+
+ - name: Update release notes URL
+ uses: jacobtomlinson/gha-find-replace@v3
+ with:
+ find: "https://github.com/DaveSkender/Stock.Indicators/releases"
+ replace: "https://github.com/DaveSkender/Stock.Indicators/releases/tag/${{ steps.compose.outputs.version }}"
+ regex: false
- name: Install .NET SDK
uses: actions/setup-dotnet@v4
@@ -67,7 +72,7 @@ jobs:
run: >
dotnet build src/Indicators.csproj
--configuration Release
- --property:Version=$COMPOSED_VERSION
+ --property:Version=${{ steps.compose.outputs.version }}
--property:ContinuousIntegrationBuild=true
-warnAsError
@@ -78,7 +83,7 @@ jobs:
--no-build
--include-symbols
--output NuGet
- -p:PackageVersion=$COMPOSED_VERSION
+ -p:PackageVersion=${{ steps.compose.outputs.version }}
- name: Save NuGet package
uses: actions/upload-artifact@v3
@@ -95,7 +100,7 @@ jobs:
echo "| Minor | ${{ steps.gitversion.outputs.minor }} |"
echo "| Patch | ${{ steps.gitversion.outputs.patch }} |"
echo "| Base | ${{ steps.gitversion.outputs.majorMinorPatch }} |"
- echo "| Composed | $COMPOSED_VERSION |"
+ echo "| Composed | ${{ steps.compose.outputs.COMPOSED_VERSION }} |"
} >> $GITHUB_STEP_SUMMARY
deploy:
diff --git a/.github/workflows/test-performance.yml b/.github/workflows/test-performance.yml
index 3cc8f713a..722fd0346 100644
--- a/.github/workflows/test-performance.yml
+++ b/.github/workflows/test-performance.yml
@@ -8,7 +8,7 @@ on: [workflow_dispatch]
jobs:
analyze:
- runs-on: ubuntu-latest
+ runs-on: ubuntu-22.04
steps:
@@ -18,14 +18,14 @@ jobs:
fetch-depth: 0
- name: Install GitVersion
- uses: gittools/actions/gitversion/setup@v0
+ uses: gittools/actions/gitversion/setup@v1.1.1
with:
- versionSpec: "6.x"
+ versionSpec: "5.x"
preferLatestVersion: true
- name: Determine version
id: gitversion
- uses: gittools/actions/gitversion/execute@v0
+ uses: gittools/actions/gitversion/execute@v1.1.1
with:
updateAssemblyInfo: true
useConfigFile: true
@@ -51,5 +51,5 @@ jobs:
- name: Publish summary
working-directory: tests/performance/BenchmarkDotNet.Artifacts/results
run: |
- echo "### Package version $GITVERSION_FULLSEMVER" >> $GITHUB_STEP_SUMMARY
+ echo "### Package version ${{ steps.gitversion.outputs.fullSemVer }}" >> $GITHUB_STEP_SUMMARY
cat Tests.Performance.IndicatorPerformance-report-github.md >> $GITHUB_STEP_SUMMARY
diff --git a/docs/GemFile.lock b/docs/GemFile.lock
index 0dd39ce66..2844481f6 100644
--- a/docs/GemFile.lock
+++ b/docs/GemFile.lock
@@ -21,7 +21,7 @@ GEM
addressable (2.8.6)
public_suffix (>= 2.0.2, < 6.0)
base64 (0.2.0)
- bigdecimal (3.1.6)
+ bigdecimal (3.1.7)
coffee-script (2.4.1)
coffee-script-source
execjs
@@ -31,10 +31,9 @@ GEM
concurrent-ruby (1.2.3)
connection_pool (2.4.1)
cssminify2 (2.0.1)
- dnsruby (1.70.0)
+ dnsruby (1.71.0)
simpleidn (~> 0.2.1)
- drb (2.2.0)
- ruby2_keywords
+ drb (2.2.1)
em-websocket (0.5.3)
eventmachine (>= 0.12.9)
http_parser.rb (~> 0)
@@ -107,7 +106,7 @@ GEM
nokogiri (>= 1.4)
htmlcompressor (0.4.0)
http_parser.rb (0.8.0)
- i18n (1.14.1)
+ i18n (1.14.4)
concurrent-ruby (~> 1.0)
jekyll (3.9.5)
addressable (~> 2.4)
@@ -242,13 +241,13 @@ GEM
jekyll (>= 3.5, < 5.0)
jekyll-feed (~> 0.9)
jekyll-seo-tag (~> 2.1)
- minitest (5.22.2)
+ minitest (5.22.3)
mutex_m (0.2.0)
net-http (0.4.1)
uri
- nokogiri (1.16.2-x64-mingw-ucrt)
+ nokogiri (1.16.3-x64-mingw-ucrt)
racc (~> 1.4)
- nokogiri (1.16.2-x86_64-linux)
+ nokogiri (1.16.3-x86_64-linux)
racc (~> 1.4)
octokit (4.25.1)
faraday (>= 1, < 3)
@@ -263,7 +262,6 @@ GEM
ffi (~> 1.0)
rexml (3.2.6)
rouge (3.30.0)
- ruby2_keywords (0.0.5)
rubyzip (2.3.2)
safe_yaml (1.0.5)
sass (3.7.4)
diff --git a/docs/examples/.editorconfig b/docs/examples/.editorconfig
new file mode 100644
index 000000000..1139ee700
--- /dev/null
+++ b/docs/examples/.editorconfig
@@ -0,0 +1,38 @@
+# top-most EditorConfig file
+root = true
+
+# global baselines
+[*]
+charset = utf-8
+end_of_line = lf
+
+indent_style = space
+indent_size = 2
+tab_width = 2
+
+line_length = 150
+max_line_length = 150
+trim_trailing_whitespace = true
+insert_final_newline = true
+
+[*.{csproj,props,targets}]
+indent_style = space
+indent_size = 2
+
+[*.yml]
+indent_style = space
+indent_size = 2
+
+[*.{cs,vb}]
+tab_width = 4
+indent_size = 4
+end_of_line = lf
+
+#### Naming styles ####
+
+# Naming styles
+
+dotnet_style_namespace_match_folder = false:none
+
+[*.cs]
+dotnet_diagnostic.IDE0058.severity = none
diff --git a/docs/examples/Backtest/Backtest.csproj b/docs/examples/Backtest/Backtest.csproj
index 65af421c0..8630a4433 100644
--- a/docs/examples/Backtest/Backtest.csproj
+++ b/docs/examples/Backtest/Backtest.csproj
@@ -7,8 +7,7 @@
-
-
+
diff --git a/docs/examples/Backtest/GlobalSuppressions.cs b/docs/examples/Backtest/GlobalSuppressions.cs
deleted file mode 100644
index a1f10e846..000000000
--- a/docs/examples/Backtest/GlobalSuppressions.cs
+++ /dev/null
@@ -1,12 +0,0 @@
-// This file is used by Code Analysis to maintain SuppressMessage
-// attributes that are applied to this project.
-// Project-level suppressions either have no target or are given
-// a specific target and scoped to a namespace, type, member, etc.
-
-using System.Diagnostics.CodeAnalysis;
-
-[assembly: SuppressMessage(
- "Style",
- "IDE0130:Namespace does not match folder structure",
- Justification = "Microsoft bug?"
-)]
\ No newline at end of file
diff --git a/docs/examples/Backtest/Program.cs b/docs/examples/Backtest/Program.cs
index 0f5849ed6..51496c29d 100644
--- a/docs/examples/Backtest/Program.cs
+++ b/docs/examples/Backtest/Program.cs
@@ -1,5 +1,5 @@
using System.Collections.ObjectModel;
-using Newtonsoft.Json;
+using System.Text.Json;
using Skender.Stock.Indicators;
namespace Backtest;
@@ -23,8 +23,7 @@ public static void Main()
*/
// fetch historical quotes from data provider
- List quotesList = [.. GetQuotesFromFeed()
-];
+ List quotesList = [.. GetQuotesFromFeed()];
// calculate Stochastic RSI
List resultsList =
@@ -44,6 +43,7 @@ public static void Main()
for (int i = 1; i < quotesList.Count; i++)
{
Quote q = quotesList[i];
+
StochRsiResult e = resultsList[i]; // evaluation period
StochRsiResult l = resultsList[i - 1]; // last (prior) period
string cross = string.Empty;
@@ -112,9 +112,10 @@ or ICollection or other IEnumerable compatible types.
string json = File.ReadAllText("quotes.data.json");
- Collection quotes = JsonConvert.DeserializeObject>(json)
+ Collection quotes = JsonSerializer
+ .Deserialize>(json)
.ToSortedCollection();
return quotes;
}
-}
\ No newline at end of file
+}
diff --git a/docs/examples/Backtest/quotes.data.json b/docs/examples/Backtest/quotes.data.json
index f628068bc..9522f4a60 100644
--- a/docs/examples/Backtest/quotes.data.json
+++ b/docs/examples/Backtest/quotes.data.json
@@ -1,42282 +1,64890 @@
[
{
- "date": "1999-09-07",
- "open": "1357.24",
- "high": "1361.39",
- "low": "1349.59",
- "close": "1350.45",
- "volume": "715300000"
+ "Date": "1990-01-02",
+ "Open": 353.4,
+ "High": 359.69,
+ "Low": 351.98,
+ "Close": 359.69,
+ "Volume": 0
},
- {
- "date": "1999-09-08",
- "open": "1350.45",
- "high": "1355.18",
- "low": "1337.36",
- "close": "1344.15",
- "volume": "791200000"
+ {
+ "Date": "1990-01-03",
+ "Open": 359.69,
+ "High": 360.59,
+ "Low": 357.89,
+ "Close": 358.76,
+ "Volume": 0
},
- {
- "date": "1999-09-09",
- "open": "1344.15",
- "high": "1347.66",
- "low": "1333.91",
- "close": "1347.66",
- "volume": "773900000"
+ {
+ "Date": "1990-01-04",
+ "Open": 358.76,
+ "High": 358.76,
+ "Low": 352.89,
+ "Close": 355.67,
+ "Volume": 0
},
- {
- "date": "1999-09-10",
- "open": "1347.66",
- "high": "1357.62",
- "low": "1346.2",
- "close": "1351.66",
- "volume": "808500000"
+ {
+ "Date": "1990-01-05",
+ "Open": 355.67,
+ "High": 355.67,
+ "Low": 351.35,
+ "Close": 352.2,
+ "Volume": 0
},
- {
- "date": "1999-09-13",
- "open": "1351.66",
- "high": "1351.66",
- "low": "1341.7",
- "close": "1344.13",
- "volume": "657900000"
+ {
+ "Date": "1990-01-08",
+ "Open": 352.2,
+ "High": 354.24,
+ "Low": 350.54,
+ "Close": 353.79,
+ "Volume": 0
},
- {
- "date": "1999-09-14",
- "open": "1344.13",
- "high": "1344.18",
- "low": "1330.61",
- "close": "1336.29",
- "volume": "734500000"
+ {
+ "Date": "1990-01-09",
+ "Open": 353.79,
+ "High": 354.17,
+ "Low": 349.61,
+ "Close": 349.62,
+ "Volume": 0
},
- {
- "date": "1999-09-15",
- "open": "1336.29",
- "high": "1347.21",
- "low": "1317.97",
- "close": "1317.97",
- "volume": "787300000"
+ {
+ "Date": "1990-01-10",
+ "Open": 349.62,
+ "High": 349.62,
+ "Low": 344.32,
+ "Close": 347.31,
+ "Volume": 0
},
- {
- "date": "1999-09-16",
- "open": "1317.97",
- "high": "1322.51",
- "low": "1299.97",
- "close": "1318.48",
- "volume": "739000000"
+ {
+ "Date": "1990-01-11",
+ "Open": 347.31,
+ "High": 350.14,
+ "Low": 347.31,
+ "Close": 348.53,
+ "Volume": 0
},
- {
- "date": "1999-09-17",
- "open": "1318.48",
- "high": "1337.59",
- "low": "1318.48",
- "close": "1335.42",
- "volume": "861900000"
+ {
+ "Date": "1990-01-12",
+ "Open": 348.53,
+ "High": 348.53,
+ "Low": 339.49,
+ "Close": 339.93,
+ "Volume": 0
},
- {
- "date": "1999-09-20",
- "open": "1335.42",
- "high": "1338.38",
- "low": "1330.61",
- "close": "1335.53",
- "volume": "568000000"
+ {
+ "Date": "1990-01-15",
+ "Open": 339.93,
+ "High": 339.94,
+ "Low": 336.57,
+ "Close": 337,
+ "Volume": 0
},
- {
- "date": "1999-09-21",
- "open": "1335.52",
- "high": "1335.53",
- "low": "1301.97",
- "close": "1307.58",
- "volume": "817300000"
+ {
+ "Date": "1990-01-16",
+ "Open": 337,
+ "High": 340.75,
+ "Low": 333.37,
+ "Close": 340.75,
+ "Volume": 0
},
- {
- "date": "1999-09-22",
- "open": "1307.58",
- "high": "1316.18",
- "low": "1297.81",
- "close": "1310.51",
- "volume": "822200000"
+ {
+ "Date": "1990-01-17",
+ "Open": 340.75,
+ "High": 342.01,
+ "Low": 336.26,
+ "Close": 337.4,
+ "Volume": 0
},
- {
- "date": "1999-09-23",
- "open": "1310.51",
- "high": "1315.25",
- "low": "1277.3",
- "close": "1280.41",
- "volume": "890800000"
+ {
+ "Date": "1990-01-18",
+ "Open": 337.4,
+ "High": 338.38,
+ "Low": 333.98,
+ "Close": 338.19,
+ "Volume": 0
},
{
- "date": "1999-09-24",
- "open": "1280.41",
- "high": "1281.17",
- "low": "1263.84",
- "close": "1277.36",
- "volume": "872800000"
+ "Date": "1990-01-19",
+ "Open": 338.19,
+ "High": 340.48,
+ "Low": 338.19,
+ "Close": 339.15,
+ "Volume": 0
},
{
- "date": "1999-09-27",
- "open": "1277.36",
- "high": "1295.03",
- "low": "1277.36",
- "close": "1283.31",
- "volume": "780600000"
+ "Date": "1990-01-22",
+ "Open": 339.15,
+ "High": 339.96,
+ "Low": 330.28,
+ "Close": 330.38,
+ "Volume": 0
},
{
- "date": "1999-09-28",
- "open": "1283.31",
- "high": "1285.55",
- "low": "1256.26",
- "close": "1282.2",
- "volume": "885400000"
+ "Date": "1990-01-23",
+ "Open": 330.38,
+ "High": 332.76,
+ "Low": 328.67,
+ "Close": 331.61,
+ "Volume": 0
},
{
- "date": "1999-09-29",
- "open": "1282.2",
- "high": "1288.83",
- "low": "1268.16",
- "close": "1268.37",
- "volume": "856000000"
+ "Date": "1990-01-24",
+ "Open": 331.61,
+ "High": 331.71,
+ "Low": 324.17,
+ "Close": 330.26,
+ "Volume": 0
},
{
- "date": "1999-09-30",
- "open": "1268.37",
- "high": "1291.31",
- "low": "1268.37",
- "close": "1282.71",
- "volume": "1017600000"
+ "Date": "1990-01-25",
+ "Open": 330.26,
+ "High": 332.33,
+ "Low": 325.33,
+ "Close": 326.08,
+ "Volume": 0
},
{
- "date": "1999-10-01",
- "open": "1282.71",
- "high": "1283.17",
- "low": "1265.78",
- "close": "1282.81",
- "volume": "896200000"
+ "Date": "1990-01-26",
+ "Open": 326.08,
+ "High": 328.58,
+ "Low": 321.44,
+ "Close": 325.8,
+ "Volume": 0
},
{
- "date": "1999-10-04",
- "open": "1282.81",
- "high": "1304.6",
- "low": "1282.81",
- "close": "1304.6",
- "volume": "803300000"
+ "Date": "1990-01-29",
+ "Open": 325.8,
+ "High": 327.31,
+ "Low": 321.79,
+ "Close": 325.2,
+ "Volume": 0
},
{
- "date": "1999-10-05",
- "open": "1304.6",
- "high": "1316.41",
- "low": "1286.44",
- "close": "1301.35",
- "volume": "965700000"
+ "Date": "1990-01-30",
+ "Open": 325.2,
+ "High": 325.73,
+ "Low": 319.83,
+ "Close": 322.98,
+ "Volume": 0
},
{
- "date": "1999-10-06",
- "open": "1301.35",
- "high": "1325.46",
- "low": "1301.35",
- "close": "1325.4",
- "volume": "895200000"
+ "Date": "1990-01-31",
+ "Open": 322.98,
+ "High": 329.08,
+ "Low": 322.98,
+ "Close": 329.08,
+ "Volume": 0
},
{
- "date": "1999-10-07",
- "open": "1325.4",
- "high": "1328.05",
- "low": "1314.13",
- "close": "1317.64",
- "volume": "827800000"
+ "Date": "1990-02-01",
+ "Open": 329.08,
+ "High": 329.86,
+ "Low": 327.76,
+ "Close": 328.79,
+ "Volume": 0
},
{
- "date": "1999-10-08",
- "open": "1317.64",
- "high": "1336.61",
- "low": "1311.88",
- "close": "1336.02",
- "volume": "897300000"
+ "Date": "1990-02-02",
+ "Open": 328.79,
+ "High": 332.1,
+ "Low": 328.09,
+ "Close": 330.92,
+ "Volume": 0
},
{
- "date": "1999-10-11",
- "open": "1336.02",
- "high": "1339.23",
- "low": "1332.96",
- "close": "1335.21",
- "volume": "655900000"
+ "Date": "1990-02-05",
+ "Open": 330.92,
+ "High": 332.16,
+ "Low": 330.45,
+ "Close": 331.85,
+ "Volume": 0
},
{
- "date": "1999-10-12",
- "open": "1335.21",
- "high": "1335.21",
- "low": "1311.8",
- "close": "1313.04",
- "volume": "778300000"
+ "Date": "1990-02-06",
+ "Open": 331.85,
+ "High": 331.86,
+ "Low": 328.2,
+ "Close": 329.68,
+ "Volume": 0
},
{
- "date": "1999-10-13",
- "open": "1313.04",
- "high": "1313.04",
- "low": "1282.8",
- "close": "1285.55",
- "volume": "821500000"
+ "Date": "1990-02-07",
+ "Open": 329.68,
+ "High": 333.76,
+ "Low": 326.55,
+ "Close": 333.75,
+ "Volume": 0
},
{
- "date": "1999-10-14",
- "open": "1285.55",
- "high": "1289.63",
- "low": "1267.62",
- "close": "1283.42",
- "volume": "892300000"
+ "Date": "1990-02-08",
+ "Open": 333.75,
+ "High": 336.09,
+ "Low": 332,
+ "Close": 332.96,
+ "Volume": 0
},
{
- "date": "1999-10-15",
- "open": "1283.42",
- "high": "1283.42",
- "low": "1245.39",
- "close": "1247.41",
- "volume": "912600000"
+ "Date": "1990-02-09",
+ "Open": 332.96,
+ "High": 334.6,
+ "Low": 332.41,
+ "Close": 333.62,
+ "Volume": 0
},
{
- "date": "1999-10-18",
- "open": "1247.41",
- "high": "1254.13",
- "low": "1233.7",
- "close": "1254.13",
- "volume": "818700000"
+ "Date": "1990-02-12",
+ "Open": 333.62,
+ "High": 333.62,
+ "Low": 329.97,
+ "Close": 330.08,
+ "Volume": 0
},
{
- "date": "1999-10-19",
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+ "Date": "2022-01-31",
+ "Open": 4431.79,
+ "High": 4516.89,
+ "Low": 4414.02,
+ "Close": 4515.55,
+ "Volume": 2952334592
+ },
+ {
+ "Date": "2022-02-01",
+ "Open": 4519.57,
+ "High": 4550.49,
+ "Low": 4483.53,
+ "Close": 4546.54,
+ "Volume": 2707012608
+ },
+ {
+ "Date": "2022-02-02",
+ "Open": 4566.39,
+ "High": 4595.31,
+ "Low": 4544.32,
+ "Close": 4589.38,
+ "Volume": 2854205440
+ },
+ {
+ "Date": "2022-02-03",
+ "Open": 4535.41,
+ "High": 4542.88,
+ "Low": 4470.39,
+ "Close": 4477.44,
+ "Volume": 2688577792
+ },
+ {
+ "Date": "2022-02-04",
+ "Open": 4482.79,
+ "High": 4539.66,
+ "Low": 4451.5,
+ "Close": 4500.53,
+ "Volume": 2651636736
+ },
+ {
+ "Date": "2022-02-07",
+ "Open": 4505.75,
+ "High": 4521.86,
+ "Low": 4471.47,
+ "Close": 4483.87,
+ "Volume": 2372428288
+ },
+ {
+ "Date": "2022-02-08",
+ "Open": 4480.02,
+ "High": 4531.32,
+ "Low": 4465.4,
+ "Close": 4521.54,
+ "Volume": 2536891648
+ },
+ {
+ "Date": "2022-02-09",
+ "Open": 4547,
+ "High": 4590.03,
+ "Low": 4547,
+ "Close": 4587.18,
+ "Volume": 2415138048
+ },
+ {
+ "Date": "2022-02-10",
+ "Open": 4553.24,
+ "High": 4588.92,
+ "Low": 4484.31,
+ "Close": 4504.08,
+ "Volume": 2692718336
+ },
+ {
+ "Date": "2022-02-11",
+ "Open": 4506.27,
+ "High": 4526.33,
+ "Low": 4401.41,
+ "Close": 4418.64,
+ "Volume": 2865533440
+ },
+ {
+ "Date": "2022-02-14",
+ "Open": 4412.61,
+ "High": 4426.22,
+ "Low": 4364.84,
+ "Close": 4401.67,
+ "Volume": 2528191744
+ },
+ {
+ "Date": "2022-02-15",
+ "Open": 4429.28,
+ "High": 4472.77,
+ "Low": 4429.28,
+ "Close": 4471.07,
+ "Volume": 2340804608
+ },
+ {
+ "Date": "2022-02-16",
+ "Open": 4455.75,
+ "High": 4489.55,
+ "Low": 4429.68,
+ "Close": 4475.01,
+ "Volume": 2322607360
+ },
+ {
+ "Date": "2022-02-17",
+ "Open": 4456.06,
+ "High": 4456.06,
+ "Low": 4373.81,
+ "Close": 4380.26,
+ "Volume": 2310816512
+ },
+ {
+ "Date": "2022-02-18",
+ "Open": 4384.57,
+ "High": 4394.6,
+ "Low": 4327.22,
+ "Close": 4348.87,
+ "Volume": 2577940992
+ },
+ {
+ "Date": "2022-02-22",
+ "Open": 4332.74,
+ "High": 4362.12,
+ "Low": 4267.11,
+ "Close": 4304.76,
+ "Volume": 2737227520
+ },
{
- "date": "2020-08-20",
- "open": "3360.48",
- "high": "3390.8",
- "low": "3354.69",
- "close": "3385.51",
- "volume": "3642850000"
- },
+ "Date": "2022-02-23",
+ "Open": 4324.93,
+ "High": 4341.51,
+ "Low": 4221.51,
+ "Close": 4225.5,
+ "Volume": 2504695296
+ },
{
- "date": "2020-08-21",
- "open": "3386.01",
- "high": "3399.96",
- "low": "3379.31",
- "close": "3397.16",
- "volume": "3705420000"
- },
+ "Date": "2022-02-24",
+ "Open": 4155.77,
+ "High": 4294.73,
+ "Low": 4114.65,
+ "Close": 4288.7,
+ "Volume": 3560794112
+ },
{
- "date": "2020-08-24",
- "open": "3418.09",
- "high": "3432.09",
- "low": "3413.13",
- "close": "3431.28",
- "volume": "3728690000"
- },
+ "Date": "2022-02-25",
+ "Open": 4298.38,
+ "High": 4385.34,
+ "Low": 4286.83,
+ "Close": 4384.65,
+ "Volume": 2695977472
+ },
{
- "date": "2020-08-25",
- "open": "3435.95",
- "high": "3444.21",
- "low": "3425.84",
- "close": "3443.62",
- "volume": "3619300000"
- },
+ "Date": "2022-02-28",
+ "Open": 4354.17,
+ "High": 4388.84,
+ "Low": 4315.12,
+ "Close": 4373.94,
+ "Volume": 3222435840
+ },
{
- "date": "2020-08-26",
- "open": "3449.97",
- "high": "3481.07",
- "low": "3444.15",
- "close": "3478.73",
- "volume": "3754360000"
- },
+ "Date": "2022-03-01",
+ "Open": 4363.14,
+ "High": 4378.45,
+ "Low": 4279.54,
+ "Close": 4306.26,
+ "Volume": 3140983040
+ },
{
- "date": "2020-08-27",
- "open": "3485.14",
- "high": "3501.38",
- "low": "3468.35",
- "close": "3484.55",
- "volume": "3929560000"
- },
+ "Date": "2022-03-02",
+ "Open": 4322.56,
+ "High": 4401.48,
+ "Low": 4322.56,
+ "Close": 4386.54,
+ "Volume": 2861392128
+ },
{
- "date": "2020-08-28",
- "open": "3494.69",
- "high": "3509.23",
- "low": "3484.32",
- "close": "3508.01",
- "volume": "3855880000"
- },
+ "Date": "2022-03-03",
+ "Open": 4401.31,
+ "High": 4416.78,
+ "Low": 4345.56,
+ "Close": 4363.49,
+ "Volume": 2610445312
+ },
{
- "date": "2020-08-31",
- "open": "3509.73",
- "high": "3514.77",
- "low": "3493.25",
- "close": "3500.31",
- "volume": "4342290000"
- },
+ "Date": "2022-03-04",
+ "Open": 4342.12,
+ "High": 4342.12,
+ "Low": 4284.98,
+ "Close": 4328.87,
+ "Volume": 2982711296
+ },
{
- "date": "2020-09-01",
- "open": "3507.44",
- "high": "3528.03",
- "low": "3494.6",
- "close": "3526.65",
- "volume": "4083110000"
- },
+ "Date": "2022-03-07",
+ "Open": 4327.01,
+ "High": 4327.01,
+ "Low": 4199.85,
+ "Close": 4201.09,
+ "Volume": 3492456192
+ },
{
- "date": "2020-09-02",
- "open": "3543.76",
- "high": "3588.11",
- "low": "3535.23",
- "close": "3580.84",
- "volume": "4285190000"
- },
+ "Date": "2022-03-08",
+ "Open": 4202.66,
+ "High": 4276.94,
+ "Low": 4157.87,
+ "Close": 4170.7,
+ "Volume": 3630082816
+ },
{
- "date": "2020-09-03",
- "open": "3564.74",
- "high": "3564.85",
- "low": "3427.41",
- "close": "3455.06",
- "volume": "4898680000"
- },
+ "Date": "2022-03-09",
+ "Open": 4223.1,
+ "High": 4299.4,
+ "Low": 4223.1,
+ "Close": 4277.88,
+ "Volume": 3011834368
+ },
{
- "date": "2020-09-04",
- "open": "3453.6",
- "high": "3479.15",
- "low": "3349.63",
- "close": "3426.96",
- "volume": "3044871716"
+ "Date": "2022-03-10",
+ "Open": 4252.55,
+ "High": 4268.28,
+ "Low": 4209.8,
+ "Close": 4259.52,
+ "Volume": 2573193216
}
-]
\ No newline at end of file
+]
diff --git a/docs/examples/ConsoleApp/ConsoleApp.csproj b/docs/examples/ConsoleApp/ConsoleApp.csproj
index 65af421c0..8630a4433 100644
--- a/docs/examples/ConsoleApp/ConsoleApp.csproj
+++ b/docs/examples/ConsoleApp/ConsoleApp.csproj
@@ -7,8 +7,7 @@
-
-
+
diff --git a/docs/examples/ConsoleApp/GlobalSuppressions.cs b/docs/examples/ConsoleApp/GlobalSuppressions.cs
deleted file mode 100644
index a1f10e846..000000000
--- a/docs/examples/ConsoleApp/GlobalSuppressions.cs
+++ /dev/null
@@ -1,12 +0,0 @@
-// This file is used by Code Analysis to maintain SuppressMessage
-// attributes that are applied to this project.
-// Project-level suppressions either have no target or are given
-// a specific target and scoped to a namespace, type, member, etc.
-
-using System.Diagnostics.CodeAnalysis;
-
-[assembly: SuppressMessage(
- "Style",
- "IDE0130:Namespace does not match folder structure",
- Justification = "Microsoft bug?"
-)]
\ No newline at end of file
diff --git a/docs/examples/ConsoleApp/Program.cs b/docs/examples/ConsoleApp/Program.cs
index 652ee5e7f..e8099bc19 100644
--- a/docs/examples/ConsoleApp/Program.cs
+++ b/docs/examples/ConsoleApp/Program.cs
@@ -1,6 +1,6 @@
using System.Collections.ObjectModel;
using System.Globalization;
-using Newtonsoft.Json;
+using System.Text.Json;
using Skender.Stock.Indicators;
namespace ConsoleApp;
@@ -87,9 +87,10 @@ or ICollection or other IEnumerable compatible types.
string json = File.ReadAllText("quotes.data.json");
- Collection quotes = JsonConvert.DeserializeObject>(json)
+ Collection quotes = JsonSerializer
+ .Deserialize>(json)
.ToSortedCollection();
return quotes;
}
-}
\ No newline at end of file
+}
diff --git a/docs/examples/CustomIndicators/AtrWma.cs b/docs/examples/CustomIndicators/AtrWma.cs
index 40bf01f28..2f0412f23 100644
--- a/docs/examples/CustomIndicators/AtrWma.cs
+++ b/docs/examples/CustomIndicators/AtrWma.cs
@@ -69,4 +69,4 @@ public static IEnumerable GetAtrWma(
return results;
}
-}
\ No newline at end of file
+}
diff --git a/docs/examples/CustomIndicators/CustomIndicatorsLibrary.csproj b/docs/examples/CustomIndicators/CustomIndicatorsLibrary.csproj
index a05805299..fd0f13607 100644
--- a/docs/examples/CustomIndicators/CustomIndicatorsLibrary.csproj
+++ b/docs/examples/CustomIndicators/CustomIndicatorsLibrary.csproj
@@ -6,7 +6,7 @@
-
+
diff --git a/docs/examples/CustomIndicatorsUsage/CustomIndicatorsUsage.csproj b/docs/examples/CustomIndicatorsUsage/CustomIndicatorsUsage.csproj
index 391b7239a..3a1896172 100644
--- a/docs/examples/CustomIndicatorsUsage/CustomIndicatorsUsage.csproj
+++ b/docs/examples/CustomIndicatorsUsage/CustomIndicatorsUsage.csproj
@@ -7,8 +7,7 @@
-
-
+
diff --git a/docs/examples/CustomIndicatorsUsage/Program.cs b/docs/examples/CustomIndicatorsUsage/Program.cs
index 9246a8900..5439a977e 100644
--- a/docs/examples/CustomIndicatorsUsage/Program.cs
+++ b/docs/examples/CustomIndicatorsUsage/Program.cs
@@ -1,9 +1,9 @@
using System.Collections.ObjectModel;
+using System.Text.Json;
using Custom.Stock.Indicators;
-using Newtonsoft.Json;
using Skender.Stock.Indicators;
-namespace ConsoleApp;
+namespace CustomIndicatorsUsage;
// USE CUSTOM INDICATORS exactly the same as
// other indicators in the library
@@ -67,9 +67,10 @@ or ICollection or other IEnumerable compatible types.
string json = File.ReadAllText("quotes.data.json");
- Collection quotes = JsonConvert.DeserializeObject>(json)
+ Collection quotes = JsonSerializer
+ .Deserialize>(json)
.ToSortedCollection();
return quotes;
}
-}
\ No newline at end of file
+}
diff --git a/docs/examples/ObserveStream/ObserveStream.csproj b/docs/examples/ObserveStream/ObserveStream.csproj
index 8d1a47c95..3305eec6e 100644
--- a/docs/examples/ObserveStream/ObserveStream.csproj
+++ b/docs/examples/ObserveStream/ObserveStream.csproj
@@ -7,7 +7,7 @@
-
+
diff --git a/docs/examples/ObserveStream/Program.cs b/docs/examples/ObserveStream/Program.cs
index 738ac16f7..80b9a54be 100644
--- a/docs/examples/ObserveStream/Program.cs
+++ b/docs/examples/ObserveStream/Program.cs
@@ -1,7 +1,7 @@
using Alpaca.Markets;
using Skender.Stock.Indicators;
-namespace ObserveAlpaca;
+namespace ObserveStream;
internal class Program
{
@@ -22,21 +22,21 @@ private static async Task Main(string[] args)
public static async Task SubscribeToQuotes(string symbol)
{
// get and validate keys, see README.md
- string alpacaApiKey = Environment.GetEnvironmentVariable("AlpacaApiKey");
- string alpacaSecret = Environment.GetEnvironmentVariable("AlpacaSecret");
+ string ALPACA_KEY = Environment.GetEnvironmentVariable("ALPACA_KEY");
+ string ALPACA_SECRET = Environment.GetEnvironmentVariable("ALPACA_SECRET");
- if (string.IsNullOrEmpty(alpacaApiKey))
+ if (string.IsNullOrEmpty(ALPACA_KEY))
{
throw new ArgumentNullException(
- alpacaApiKey,
- $"API KEY missing, use `setx AlpacaApiKey \"ALPACA_API_KEY\"` to set.");
+ ALPACA_KEY,
+ $"API KEY missing, use `setx ALPACA_KEY \"MY-ALPACA-KEY\"` to set.");
}
- if (string.IsNullOrEmpty(alpacaSecret))
+ if (string.IsNullOrEmpty(ALPACA_SECRET))
{
throw new ArgumentNullException(
- alpacaSecret,
- $"API SECRET missing, use `setx AlpacaApiSecret \"ALPACA_SECRET\"` to set.");
+ ALPACA_SECRET,
+ $"API SECRET missing, use `setx AlpacaApiSecret \"MY-ALPACA-SECRET\"` to set.");
}
// initialize our quote provider and a few subscribers
@@ -49,7 +49,7 @@ public static async Task SubscribeToQuotes(string symbol)
.GetEma(7);
// connect to Alpaca WebSocket
- SecretKey secretKey = new(alpacaApiKey, alpacaSecret);
+ SecretKey secretKey = new(ALPACA_KEY, ALPACA_SECRET);
IAlpacaCryptoStreamingClient client
= Environments
@@ -122,4 +122,4 @@ IAlpacaDataSubscription quoteSubscription
await client.UnsubscribeAsync(quoteSubscription);
await client.DisconnectAsync();
}
-}
\ No newline at end of file
+}
diff --git a/docs/examples/README.md b/docs/examples/README.md
index dfaeedbce..6fabc94ad 100644
--- a/docs/examples/README.md
+++ b/docs/examples/README.md
@@ -8,7 +8,7 @@ layout: page
# {{ page.title }}
-To help you get started, here are a few minimalist [.NET 7.0](https://dotnet.microsoft.com/en-us/download/dotnet/7.0) C# projects that you can review. They are complete working examples.
+To help you get started, here are a few minimalist [.NET 8.0](https://dotnet.microsoft.com/en-us/download/dotnet/8.0) C# projects that you can review. They are complete working examples.
- `ConsoleApp` is a minimalist example of how to use the library (start here)
- `Backtest` is a slightly more complicated example of how to analyze results
@@ -25,12 +25,12 @@ We use an external API quote source for our **streaming** and **quote API** exam
[get a free Alpaca API key and secret](https://alpaca.markets/docs/market-data/getting-started/),
then set your local environment variables.
-Run the following command line items to set, after replacing the `ALPACA_API_KEY` and `ALPACA_SECRET` values.
+Run the following command line items to set, after replacing the `MY-ALPACA-KEY` and `MY-ALPACA-SECRET` values; then restart your IDE.
```bash
# use your own keys
-setx AlpacaApiKey "ALPACA_API_KEY"
-setx AlpacaSecret "ALPACA_SECRET"
+setx ALPACA_KEY "MY-ALPACA-KEY"
+setx ALPACA_SECRET "MY-ALPACA-SECRET"
```
## Get and run the sample projects
diff --git a/docs/examples/Skender.Stock.Indicators-Examples.zip b/docs/examples/Skender.Stock.Indicators-Examples.zip
index b56a3050c..96fed5aaa 100644
Binary files a/docs/examples/Skender.Stock.Indicators-Examples.zip and b/docs/examples/Skender.Stock.Indicators-Examples.zip differ
diff --git a/docs/examples/UseQuoteApi/Program.cs b/docs/examples/UseQuoteApi/Program.cs
index e93af0599..024a2c0a1 100644
--- a/docs/examples/UseQuoteApi/Program.cs
+++ b/docs/examples/UseQuoteApi/Program.cs
@@ -80,25 +80,25 @@ or ICollection or other IEnumerable compatible types.
************************************************************/
// get and validate keys, see README.md
- string alpacaApiKey = Environment.GetEnvironmentVariable("AlpacaApiKey");
- string alpacaSecret = Environment.GetEnvironmentVariable("AlpacaSecret");
+ string ALPACA_KEY = Environment.GetEnvironmentVariable("ALPACA_KEY");
+ string ALPACA_SECRET = Environment.GetEnvironmentVariable("ALPACA_SECRET");
- if (string.IsNullOrEmpty(alpacaApiKey))
+ if (string.IsNullOrEmpty(ALPACA_KEY))
{
throw new ArgumentNullException(
- alpacaApiKey,
- $"API KEY missing, use `setx AlpacaApiKey \"ALPACA_API_KEY\"` to set.");
+ ALPACA_KEY,
+ $"API KEY missing, use `setx ALPACA_KEY \"MY-ALPACA-KEY\"` to set.");
}
- if (string.IsNullOrEmpty(alpacaSecret))
+ if (string.IsNullOrEmpty(ALPACA_SECRET))
{
throw new ArgumentNullException(
- alpacaSecret,
- $"API SECRET missing, use `setx AlpacaApiSecret \"ALPACA_SECRET\"` to set.");
+ ALPACA_SECRET,
+ $"API SECRET missing, use `setx AlpacaApiSecret \"MY-ALPACA-SECRET\"` to set.");
}
// connect to Alpaca REST API
- SecretKey secretKey = new(alpacaApiKey, alpacaSecret);
+ SecretKey secretKey = new(ALPACA_KEY, ALPACA_SECRET);
IAlpacaDataClient client = Environments.Paper.GetAlpacaDataClient(secretKey);
@@ -128,4 +128,4 @@ or ICollection or other IEnumerable compatible types.
return quotes;
}
-}
\ No newline at end of file
+}
diff --git a/docs/examples/UseQuoteApi/UseQuoteApi.csproj b/docs/examples/UseQuoteApi/UseQuoteApi.csproj
index cda3d5aec..3f510bd45 100644
--- a/docs/examples/UseQuoteApi/UseQuoteApi.csproj
+++ b/docs/examples/UseQuoteApi/UseQuoteApi.csproj
@@ -7,8 +7,8 @@
-
-
+
+
diff --git a/src/_common/Candles/Candles.cs b/src/_common/Candles/Candles.cs
index 7514eb252..bda0ef617 100644
--- a/src/_common/Candles/Candles.cs
+++ b/src/_common/Candles/Candles.cs
@@ -9,8 +9,7 @@ public static IEnumerable Condense(
public static CandleProperties ToCandle(
this TQuote quote)
- where TQuote : IQuote => new()
- {
+ where TQuote : IQuote => new() {
Date = quote.Date,
Open = quote.Open,
High = quote.High,
@@ -39,8 +38,7 @@ internal static List ToCandleResults(
where TQuote : IQuote
{
List candlesList = quotes
- .Select(x => new CandleResult(x.Date)
- {
+ .Select(x => new CandleResult(x.Date) {
Match = Match.None,
Candle = x.ToCandle()
})
diff --git a/src/_common/Math/Numerix.cs b/src/_common/Math/Numerix.cs
index 6d0e98ad2..b41698b0b 100644
--- a/src/_common/Math/Numerix.cs
+++ b/src/_common/Math/Numerix.cs
@@ -97,8 +97,7 @@ internal static DateTime RoundDown(this DateTime dateTime, TimeSpan interval)
// PERIOD-SIZE to TIMESPAN CONVERSION
internal static TimeSpan ToTimeSpan(this PeriodSize periodSize)
- => periodSize switch
- {
+ => periodSize switch {
PeriodSize.OneMinute => TimeSpan.FromMinutes(1),
PeriodSize.TwoMinutes => TimeSpan.FromMinutes(2),
PeriodSize.ThreeMinutes => TimeSpan.FromMinutes(3),
diff --git a/src/_common/Quotes/Quote.Aggregates.cs b/src/_common/Quotes/Quote.Aggregates.cs
index e917c9af8..8ce2dc29f 100644
--- a/src/_common/Quotes/Quote.Aggregates.cs
+++ b/src/_common/Quotes/Quote.Aggregates.cs
@@ -25,8 +25,7 @@ public static IEnumerable Aggregate(
return quotes
.OrderBy(x => x.Date)
.GroupBy(x => new DateTime(x.Date.Year, x.Date.Month, 1))
- .Select(x => new Quote
- {
+ .Select(x => new Quote {
Date = x.Key,
Open = x.First().Open,
High = x.Max(t => t.High),
@@ -55,8 +54,7 @@ public static IEnumerable Aggregate(
return quotes
.OrderBy(x => x.Date)
.GroupBy(x => x.Date.RoundDown(timeSpan))
- .Select(x => new Quote
- {
+ .Select(x => new Quote {
Date = x.Key,
Open = x.First().Open,
High = x.Max(t => t.High),
diff --git a/src/_common/Quotes/Quote.Converters.cs b/src/_common/Quotes/Quote.Converters.cs
index 07f45c7bf..fa7d18cc3 100644
--- a/src/_common/Quotes/Quote.Converters.cs
+++ b/src/_common/Quotes/Quote.Converters.cs
@@ -47,8 +47,7 @@ public static partial class QuoteUtility
internal static List ToQuoteD(
this IEnumerable quotes)
where TQuote : IQuote => quotes
- .Select(x => new QuoteD
- {
+ .Select(x => new QuoteD {
Date = x.Date,
Open = (double)x.Open,
High = (double)x.High,
@@ -73,8 +72,7 @@ internal static List ToQuoteD(
internal static (DateTime date, double value) ToTuple(
this TQuote q,
CandlePart candlePart)
- where TQuote : IQuote => candlePart switch
- {
+ where TQuote : IQuote => candlePart switch {
CandlePart.Open => (q.Date, (double)q.Open),
CandlePart.High => (q.Date, (double)q.High),
CandlePart.Low => (q.Date, (double)q.Low),
@@ -92,8 +90,7 @@ internal static (DateTime date, double value) ToTuple(
internal static BasicData ToBasicData(
this TQuote q,
CandlePart candlePart)
- where TQuote : IQuote => candlePart switch
- {
+ where TQuote : IQuote => candlePart switch {
CandlePart.Open => new BasicData { Date = q.Date, Value = (double)q.Open },
CandlePart.High => new BasicData { Date = q.Date, Value = (double)q.High },
CandlePart.Low => new BasicData { Date = q.Date, Value = (double)q.Low },
@@ -110,8 +107,7 @@ internal static BasicData ToBasicData(
// convert quoteD element to basic tuple
internal static (DateTime, double) ToTuple(
this QuoteD q,
- CandlePart candlePart) => candlePart switch
- {
+ CandlePart candlePart) => candlePart switch {
CandlePart.Open => (q.Date, q.Open),
CandlePart.High => (q.Date, q.High),
CandlePart.Low => (q.Date, q.Low),
diff --git a/src/a-d/Adl/Adl.Series.cs b/src/a-d/Adl/Adl.Series.cs
index 4f9d05df3..57d125d0f 100644
--- a/src/a-d/Adl/Adl.Series.cs
+++ b/src/a-d/Adl/Adl.Series.cs
@@ -23,8 +23,7 @@ internal static List CalcAdl(
double mfv = mfm * q.Volume;
double adl = mfv + prevAdl;
- AdlResult r = new(q.Date)
- {
+ AdlResult r = new(q.Date) {
MoneyFlowMultiplier = mfm,
MoneyFlowVolume = mfv,
Adl = adl
diff --git a/src/a-d/Beta/Beta.Series.cs b/src/a-d/Beta/Beta.Series.cs
index 7f1b84b75..e36854367 100644
--- a/src/a-d/Beta/Beta.Series.cs
+++ b/src/a-d/Beta/Beta.Series.cs
@@ -50,8 +50,7 @@ internal static List CalcBeta(
{
(DateTime date, double _) = tpListEval[i];
- BetaResult r = new(date)
- {
+ BetaResult r = new(date) {
ReturnsEval = evalReturns[i],
ReturnsMrkt = mrktReturns[i]
};
diff --git a/src/a-d/ChaikinOsc/ChaikinOsc.Series.cs b/src/a-d/ChaikinOsc/ChaikinOsc.Series.cs
index f6f9e19b0..77b9e27c7 100644
--- a/src/a-d/ChaikinOsc/ChaikinOsc.Series.cs
+++ b/src/a-d/ChaikinOsc/ChaikinOsc.Series.cs
@@ -13,8 +13,7 @@ internal static List CalcChaikinOsc(
// money flow
List results = qdList.CalcAdl(null)
- .Select(r => new ChaikinOscResult(r.Date)
- {
+ .Select(r => new ChaikinOscResult(r.Date) {
MoneyFlowMultiplier = r.MoneyFlowMultiplier,
MoneyFlowVolume = r.MoneyFlowVolume,
Adl = r.Adl
diff --git a/src/a-d/Cmf/Cmf.Series.cs b/src/a-d/Cmf/Cmf.Series.cs
index 61ef30f97..d3eb8e391 100644
--- a/src/a-d/Cmf/Cmf.Series.cs
+++ b/src/a-d/Cmf/Cmf.Series.cs
@@ -23,8 +23,7 @@ internal static List CalcCmf(
{
AdlResult adl = adlResults[i];
- CmfResult r = new(adl.Date)
- {
+ CmfResult r = new(adl.Date) {
MoneyFlowMultiplier = adl.MoneyFlowMultiplier,
MoneyFlowVolume = adl.MoneyFlowVolume
};
diff --git a/src/a-d/ConnorsRsi/ConnorsRsi.Series.cs b/src/a-d/ConnorsRsi/ConnorsRsi.Series.cs
index ef7f2caf4..918df784c 100644
--- a/src/a-d/ConnorsRsi/ConnorsRsi.Series.cs
+++ b/src/a-d/ConnorsRsi/ConnorsRsi.Series.cs
@@ -63,8 +63,7 @@ private static List CalcStreak(
{
(DateTime date, double value) = tpList[i];
- ConnorsRsiResult r = new(date)
- {
+ ConnorsRsiResult r = new(date) {
Rsi = rsiResults[i].Rsi
};
results.Add(r);
diff --git a/src/e-k/ElderRay/ElderRay.Series.cs b/src/e-k/ElderRay/ElderRay.Series.cs
index d1a46befa..ba8f366d4 100644
--- a/src/e-k/ElderRay/ElderRay.Series.cs
+++ b/src/e-k/ElderRay/ElderRay.Series.cs
@@ -14,8 +14,7 @@ internal static List CalcElderRay(
List results = qdList
.ToTuple(CandlePart.Close)
.CalcEma(lookbackPeriods)
- .Select(x => new ElderRayResult(x.Date)
- {
+ .Select(x => new ElderRayResult(x.Date) {
Ema = x.Ema
})
.ToList();
diff --git a/src/e-k/Epma/Epma.Series.cs b/src/e-k/Epma/Epma.Series.cs
index f9d9f59a0..76269778c 100644
--- a/src/e-k/Epma/Epma.Series.cs
+++ b/src/e-k/Epma/Epma.Series.cs
@@ -24,8 +24,7 @@ internal static List CalcEpma(
{
SlopeResult s = slopeResults[i];
- EpmaResult r = new(s.Date)
- {
+ EpmaResult r = new(s.Date) {
Epma = ((s.Slope * (i + 1)) + s.Intercept).NaN2Null()
};
diff --git a/src/e-k/Gator/Gator.Series.cs b/src/e-k/Gator/Gator.Series.cs
index 59382d2fa..2c308f322 100644
--- a/src/e-k/Gator/Gator.Series.cs
+++ b/src/e-k/Gator/Gator.Series.cs
@@ -7,8 +7,7 @@ internal static List CalcGator(
this List alligator)
{
List results = alligator
- .Select(x => new GatorResult(x.Date)
- {
+ .Select(x => new GatorResult(x.Date) {
Upper = NullMath.Abs(x.Jaw - x.Teeth),
Lower = -NullMath.Abs(x.Teeth - x.Lips)
})
diff --git a/src/e-k/HeikinAshi/HeikinAshi.Series.cs b/src/e-k/HeikinAshi/HeikinAshi.Series.cs
index 088376caf..ecc83d4eb 100644
--- a/src/e-k/HeikinAshi/HeikinAshi.Series.cs
+++ b/src/e-k/HeikinAshi/HeikinAshi.Series.cs
@@ -40,8 +40,7 @@ internal static List CalcHeikinAshi(
decimal[] arrL = [q.Low, open, close];
decimal low = arrL.Min();
- HeikinAshiResult r = new(q.Date)
- {
+ HeikinAshiResult r = new(q.Date) {
Open = open,
High = high,
Low = low,
diff --git a/src/e-k/HeikinAshi/HeikinAshi.Utilities.cs b/src/e-k/HeikinAshi/HeikinAshi.Utilities.cs
index 64f587ab4..096e44982 100644
--- a/src/e-k/HeikinAshi/HeikinAshi.Utilities.cs
+++ b/src/e-k/HeikinAshi/HeikinAshi.Utilities.cs
@@ -6,8 +6,7 @@ public static partial class Indicator
public static IEnumerable ToQuotes(
this IEnumerable results)
=> results
- .Select(x => new Quote
- {
+ .Select(x => new Quote {
Date = x.Date,
Open = x.Open,
High = x.High,
diff --git a/src/e-k/Hma/Hma.Series.cs b/src/e-k/Hma/Hma.Series.cs
index c308c10f7..a895f64e3 100644
--- a/src/e-k/Hma/Hma.Series.cs
+++ b/src/e-k/Hma/Hma.Series.cs
@@ -45,8 +45,7 @@ internal static List CalcHma(
// calculate final HMA = WMA with period SQRT(n)
List hmaResults = synthHistory.CalcWma(sqN)
- .Select(x => new HmaResult(x.Date)
- {
+ .Select(x => new HmaResult(x.Date) {
Hma = x.Wma
})
.ToList();
diff --git a/src/m-r/MaEnvelopes/MaEnvelopes.Series.cs b/src/m-r/MaEnvelopes/MaEnvelopes.Series.cs
index 58634bdc6..a5c75a3c4 100644
--- a/src/m-r/MaEnvelopes/MaEnvelopes.Series.cs
+++ b/src/m-r/MaEnvelopes/MaEnvelopes.Series.cs
@@ -18,8 +18,7 @@ internal static IEnumerable CalcMaEnvelopes(
double offsetRatio = percentOffset / 100d;
// get envelopes variant
- return movingAverageType switch
- {
+ return movingAverageType switch {
MaType.ALMA => tpList.MaEnvAlma(lookbackPeriods, offsetRatio),
MaType.DEMA => tpList.MaEnvDema(lookbackPeriods, offsetRatio),
MaType.EMA => tpList.MaEnvEma(lookbackPeriods, offsetRatio),
@@ -44,8 +43,7 @@ private static IEnumerable MaEnvAlma(
int lookbackPeriods,
double offsetRatio)
=> tpList.GetAlma(lookbackPeriods)
- .Select(x => new MaEnvelopeResult(x.Date)
- {
+ .Select(x => new MaEnvelopeResult(x.Date) {
Centerline = x.Alma,
UpperEnvelope = x.Alma + (x.Alma * offsetRatio),
LowerEnvelope = x.Alma - (x.Alma * offsetRatio)
@@ -56,8 +54,7 @@ private static IEnumerable MaEnvDema(
int lookbackPeriods,
double offsetRatio)
=> tpList.GetDema(lookbackPeriods)
- .Select(x => new MaEnvelopeResult(x.Date)
- {
+ .Select(x => new MaEnvelopeResult(x.Date) {
Centerline = x.Dema,
UpperEnvelope = x.Dema + (x.Dema * offsetRatio),
LowerEnvelope = x.Dema - (x.Dema * offsetRatio)
@@ -68,8 +65,7 @@ private static IEnumerable MaEnvEma(
int lookbackPeriods,
double offsetRatio)
=> tpList.GetEma(lookbackPeriods)
- .Select(x => new MaEnvelopeResult(x.Date)
- {
+ .Select(x => new MaEnvelopeResult(x.Date) {
Centerline = x.Ema,
UpperEnvelope = x.Ema + (x.Ema * offsetRatio),
LowerEnvelope = x.Ema - (x.Ema * offsetRatio)
@@ -80,8 +76,7 @@ private static IEnumerable MaEnvEpma(
int lookbackPeriods,
double offsetRatio)
=> tpList.GetEpma(lookbackPeriods)
- .Select(x => new MaEnvelopeResult(x.Date)
- {
+ .Select(x => new MaEnvelopeResult(x.Date) {
Centerline = x.Epma,
UpperEnvelope = x.Epma + (x.Epma * offsetRatio),
LowerEnvelope = x.Epma - (x.Epma * offsetRatio)
@@ -92,8 +87,7 @@ private static IEnumerable MaEnvHma(
int lookbackPeriods,
double offsetRatio)
=> tpList.GetHma(lookbackPeriods)
- .Select(x => new MaEnvelopeResult(x.Date)
- {
+ .Select(x => new MaEnvelopeResult(x.Date) {
Centerline = x.Hma,
UpperEnvelope = x.Hma + (x.Hma * offsetRatio),
LowerEnvelope = x.Hma - (x.Hma * offsetRatio)
@@ -104,8 +98,7 @@ private static IEnumerable MaEnvSma(
int lookbackPeriods,
double offsetRatio)
=> tpList.GetSma(lookbackPeriods)
- .Select(x => new MaEnvelopeResult(x.Date)
- {
+ .Select(x => new MaEnvelopeResult(x.Date) {
Centerline = x.Sma,
UpperEnvelope = x.Sma + (x.Sma * offsetRatio),
LowerEnvelope = x.Sma - (x.Sma * offsetRatio)
@@ -116,8 +109,7 @@ private static IEnumerable MaEnvSmma(
int lookbackPeriods,
double offsetRatio)
=> tpList.GetSmma(lookbackPeriods)
- .Select(x => new MaEnvelopeResult(x.Date)
- {
+ .Select(x => new MaEnvelopeResult(x.Date) {
Centerline = x.Smma,
UpperEnvelope = x.Smma + (x.Smma * offsetRatio),
LowerEnvelope = x.Smma - (x.Smma * offsetRatio)
@@ -128,8 +120,7 @@ private static IEnumerable MaEnvTema(
int lookbackPeriods,
double offsetRatio)
=> tpList.GetTema(lookbackPeriods)
- .Select(x => new MaEnvelopeResult(x.Date)
- {
+ .Select(x => new MaEnvelopeResult(x.Date) {
Centerline = x.Tema,
UpperEnvelope = x.Tema + (x.Tema * offsetRatio),
LowerEnvelope = x.Tema - (x.Tema * offsetRatio)
@@ -140,8 +131,7 @@ private static IEnumerable MaEnvWma(
int lookbackPeriods,
double offsetRatio)
=> tpList.GetWma(lookbackPeriods)
- .Select(x => new MaEnvelopeResult(x.Date)
- {
+ .Select(x => new MaEnvelopeResult(x.Date) {
Centerline = x.Wma,
UpperEnvelope = x.Wma + (x.Wma * offsetRatio),
LowerEnvelope = x.Wma - (x.Wma * offsetRatio)
diff --git a/src/m-r/Macd/Macd.Series.cs b/src/m-r/Macd/Macd.Series.cs
index b8c0b7550..d5660d9c3 100644
--- a/src/m-r/Macd/Macd.Series.cs
+++ b/src/m-r/Macd/Macd.Series.cs
@@ -27,8 +27,7 @@ internal static List CalcMacd(
EmaResult df = emaFast[i];
EmaResult ds = emaSlow[i];
- MacdResult r = new(date)
- {
+ MacdResult r = new(date) {
FastEma = df.Ema,
SlowEma = ds.Ema
};
diff --git a/src/m-r/Obv/Obv.Series.cs b/src/m-r/Obv/Obv.Series.cs
index e2feab466..d50ba1007 100644
--- a/src/m-r/Obv/Obv.Series.cs
+++ b/src/m-r/Obv/Obv.Series.cs
@@ -34,8 +34,7 @@ internal static List CalcObv(
obv -= q.Volume;
}
- ObvResult r = new(q.Date)
- {
+ ObvResult r = new(q.Date) {
Obv = obv
};
results.Add(r);
diff --git a/src/m-r/PivotPoints/PivotPoints.Series.cs b/src/m-r/PivotPoints/PivotPoints.Series.cs
index b8223c62c..6a8f6e1f6 100644
--- a/src/m-r/PivotPoints/PivotPoints.Series.cs
+++ b/src/m-r/PivotPoints/PivotPoints.Series.cs
@@ -39,8 +39,7 @@ internal static List CalcPivotPoints(
{
TQuote q = quotesList[i];
- PivotPointsResult r = new()
- {
+ PivotPointsResult r = new() {
Date = q.Date
};
@@ -104,8 +103,7 @@ internal static TPivotPoint GetPivotPointStandard(
{
decimal pp = (high + low + close) / 3;
- return new TPivotPoint
- {
+ return new TPivotPoint {
PP = pp,
S1 = (pp * 2) - high,
S2 = pp - (high - low),
@@ -119,8 +117,7 @@ internal static TPivotPoint GetPivotPointStandard(
internal static TPivotPoint GetPivotPointCamarilla(
decimal high, decimal low, decimal close)
where TPivotPoint : IPivotPoint, new()
- => new()
- {
+ => new() {
PP = close,
S1 = close - (1.1m / 12 * (high - low)),
S2 = close - (1.1m / 6 * (high - low)),
@@ -151,8 +148,7 @@ internal static TPivotPoint GetPivotPointDemark(
x = high + low + (2 * close);
}
- return new TPivotPoint
- {
+ return new TPivotPoint {
PP = x / 4,
S1 = (x / 2) - high,
R1 = (x / 2) - low
@@ -165,8 +161,7 @@ internal static TPivotPoint GetPivotPointFibonacci(
{
decimal pp = (high + low + close) / 3;
- return new TPivotPoint
- {
+ return new TPivotPoint {
PP = pp,
S1 = pp - (0.382m * (high - low)),
S2 = pp - (0.618m * (high - low)),
@@ -183,8 +178,7 @@ internal static TPivotPoint GetPivotPointWoodie(
{
decimal pp = (high + low + (2 * currentOpen)) / 4;
- return new TPivotPoint
- {
+ return new TPivotPoint {
PP = pp,
S1 = (pp * 2) - high,
S2 = pp - high + low,
@@ -199,8 +193,7 @@ internal static TPivotPoint GetPivotPointWoodie(
internal static TPivotPoint GetPivotPoint(
PivotPointType pointType, decimal open, decimal high, decimal low, decimal close)
where TPivotPoint : IPivotPoint, new()
- => pointType switch
- {
+ => pointType switch {
PivotPointType.Standard => GetPivotPointStandard(high, low, close),
PivotPointType.Camarilla => GetPivotPointCamarilla(high, low, close),
PivotPointType.Demark => GetPivotPointDemark(open, high, low, close),
@@ -211,8 +204,7 @@ internal static TPivotPoint GetPivotPoint(
// window size lookup
private static int GetWindowNumber(DateTime d, PeriodSize windowSize)
- => windowSize switch
- {
+ => windowSize switch {
PeriodSize.Month => d.Month,
PeriodSize.Week => EnglishCalendar.GetWeekOfYear(d, EnglishCalendarWeekRule, EnglishFirstDayOfWeek),
PeriodSize.Day => d.Day,
diff --git a/src/m-r/Pivots/Pivots.Series.cs b/src/m-r/Pivots/Pivots.Series.cs
index 101bb0ddc..b19f7e0f3 100644
--- a/src/m-r/Pivots/Pivots.Series.cs
+++ b/src/m-r/Pivots/Pivots.Series.cs
@@ -19,8 +19,7 @@ internal static List CalcPivots(
List results
= quotesList
.CalcFractal(leftSpan, rightSpan, endType)
- .Select(x => new PivotsResult(x.Date)
- {
+ .Select(x => new PivotsResult(x.Date) {
HighPoint = x.FractalBear,
LowPoint = x.FractalBull
})
diff --git a/src/m-r/Prs/Prs.Series.cs b/src/m-r/Prs/Prs.Series.cs
index a4b79e0a2..a3d498d1d 100644
--- a/src/m-r/Prs/Prs.Series.cs
+++ b/src/m-r/Prs/Prs.Series.cs
@@ -27,8 +27,7 @@ internal static List CalcPrs(
"Date sequence does not match. Price Relative requires matching dates in provided histories.");
}
- PrsResult r = new(eDate)
- {
+ PrsResult r = new(eDate) {
Prs = (bValue == 0) ? null : (eValue / bValue).NaN2Null() // relative strength ratio
};
results.Add(r);
diff --git a/src/m-r/Renko/Renko.Series.cs b/src/m-r/Renko/Renko.Series.cs
index ad5d8a92d..0d27477b8 100644
--- a/src/m-r/Renko/Renko.Series.cs
+++ b/src/m-r/Renko/Renko.Series.cs
@@ -34,8 +34,7 @@ internal static List CalcRenko(
decimal l = decimal.MaxValue;
decimal v = 0;
- RenkoResult lastBrick = new(q0.Date)
- {
+ RenkoResult lastBrick = new(q0.Date) {
Open = baseline,
Close = baseline
};
@@ -82,8 +81,7 @@ internal static List CalcRenko(
c = baseline - brickSize;
}
- RenkoResult r = new(q.Date)
- {
+ RenkoResult r = new(q.Date) {
Open = baseline,
High = h,
Low = l,
diff --git a/src/m-r/RocWb/RocWb.Series.cs b/src/m-r/RocWb/RocWb.Series.cs
index 00ebd7888..864c7bf8b 100644
--- a/src/m-r/RocWb/RocWb.Series.cs
+++ b/src/m-r/RocWb/RocWb.Series.cs
@@ -15,8 +15,7 @@ internal static List CalcRocWb(
// initialize
List results = tpList
.CalcRoc(lookbackPeriods, null)
- .Select(x => new RocWbResult(x.Date)
- {
+ .Select(x => new RocWbResult(x.Date) {
Roc = x.Roc
})
.ToList();
diff --git a/src/m-r/RollingPivots/RollingPivots.Series.cs b/src/m-r/RollingPivots/RollingPivots.Series.cs
index 06efcc09e..2b3b7d138 100644
--- a/src/m-r/RollingPivots/RollingPivots.Series.cs
+++ b/src/m-r/RollingPivots/RollingPivots.Series.cs
@@ -22,8 +22,7 @@ internal static List CalcRollingPivots(
{
TQuote q = quotesList[i];
- RollingPivotsResult r = new()
- {
+ RollingPivotsResult r = new() {
Date = q.Date
};
diff --git a/src/s-z/StarcBands/StarcBands.Series.cs b/src/s-z/StarcBands/StarcBands.Series.cs
index 2669fbf96..5d1318abd 100644
--- a/src/s-z/StarcBands/StarcBands.Series.cs
+++ b/src/s-z/StarcBands/StarcBands.Series.cs
@@ -18,8 +18,7 @@ internal static List CalcStarcBands(
List results = qdList
.ToTuple(CandlePart.Close)
.CalcSma(smaPeriods)
- .Select(x => new StarcBandsResult(x.Date)
- {
+ .Select(x => new StarcBandsResult(x.Date) {
Centerline = x.Sma
})
.ToList();
diff --git a/src/s-z/Stc/Stc.Series.cs b/src/s-z/Stc/Stc.Series.cs
index 955469d3e..8fc170176 100644
--- a/src/s-z/Stc/Stc.Series.cs
+++ b/src/s-z/Stc/Stc.Series.cs
@@ -28,8 +28,7 @@ internal static List CalcStc(
List stochMacd = tpList
.CalcMacd(fastPeriods, slowPeriods, 1)
.Remove(initPeriods)
- .Select(x => new QuoteD
- {
+ .Select(x => new QuoteD {
Date = x.Date,
High = x.Macd.Null2NaN(),
Low = x.Macd.Null2NaN(),
diff --git a/src/s-z/StochRsi/StochRsi.Series.cs b/src/s-z/StochRsi/StochRsi.Series.cs
index 559e44f57..087099ee0 100644
--- a/src/s-z/StochRsi/StochRsi.Series.cs
+++ b/src/s-z/StochRsi/StochRsi.Series.cs
@@ -30,8 +30,7 @@ internal static List CalcStochRsi(
tpList
.CalcRsi(rsiPeriods)
.Remove(Math.Min(rsiPeriods, length))
- .Select(x => new QuoteD
- {
+ .Select(x => new QuoteD {
Date = x.Date,
High = x.Rsi.Null2NaN(),
Low = x.Rsi.Null2NaN(),
@@ -48,8 +47,7 @@ internal static List CalcStochRsi(
for (int i = rsiPeriods + stochPeriods - 1; i < length; i++)
{
StochResult r = stoResults[i - rsiPeriods];
- results.Add(new StochRsiResult(r.Date)
- {
+ results.Add(new StochRsiResult(r.Date) {
StochRsi = r.Oscillator,
Signal = r.Signal
});
diff --git a/src/s-z/VolatilityStop/VolatilityStop.Series.cs b/src/s-z/VolatilityStop/VolatilityStop.Series.cs
index 8f5964429..b49881305 100644
--- a/src/s-z/VolatilityStop/VolatilityStop.Series.cs
+++ b/src/s-z/VolatilityStop/VolatilityStop.Series.cs
@@ -46,8 +46,7 @@ internal static List CalcVolatilityStop(
// average true range × multiplier constant
double? arc = atrList[i - 1].Atr * multiplier;
- VolatilityStopResult r = new(date)
- {
+ VolatilityStopResult r = new(date) {
// stop and reverse threshold
Sar = isLong ? sic - arc : sic + arc
};
diff --git a/src/s-z/WilliamsR/WilliamsR.Series.cs b/src/s-z/WilliamsR/WilliamsR.Series.cs
index d6e1d13b2..025bc2e90 100644
--- a/src/s-z/WilliamsR/WilliamsR.Series.cs
+++ b/src/s-z/WilliamsR/WilliamsR.Series.cs
@@ -12,8 +12,7 @@ internal static List CalcWilliamsR(
// convert Fast Stochastic to William %R
return qdList.CalcStoch(lookbackPeriods, 1, 1, 3, 2, MaType.SMA)
- .Select(s => new WilliamsResult(s.Date)
- {
+ .Select(s => new WilliamsResult(s.Date) {
WilliamsR = s.Oscillator - 100
})
.ToList();
diff --git a/src/s-z/ZigZag/ZigZag.Series.cs b/src/s-z/ZigZag/ZigZag.Series.cs
index 5ba0b4c14..29d42485e 100644
--- a/src/s-z/ZigZag/ZigZag.Series.cs
+++ b/src/s-z/ZigZag/ZigZag.Series.cs
@@ -29,22 +29,19 @@ internal static List CalcZigZag(
ZigZagEval eval = GetZigZagEval(endType, 1, q0);
decimal changeThreshold = percentChange / 100m;
- ZigZagPoint lastPoint = new()
- {
+ ZigZagPoint lastPoint = new() {
Index = eval.Index,
Value = q0.Close,
PointType = "U"
};
- ZigZagPoint lastHighPoint = new()
- {
+ ZigZagPoint lastHighPoint = new() {
Index = eval.Index,
Value = eval.High,
PointType = "H"
};
- ZigZagPoint lastLowPoint = new()
- {
+ ZigZagPoint lastLowPoint = new() {
Index = eval.Index,
Value = eval.Low,
PointType = "L"
@@ -115,8 +112,7 @@ private static ZigZagPoint EvaluateNextPoint(
bool trendUp = lastPoint.PointType == "L";
// candidate
- ZigZagPoint extremePoint = new()
- {
+ ZigZagPoint extremePoint = new() {
Index = lastPoint.Index,
Value = lastPoint.Value,
PointType = trendUp ? "H" : "L"
@@ -193,8 +189,7 @@ private static void DrawZigZagLine(List results, List(
TQuote q)
where TQuote : IQuote
{
- ZigZagEval eval = new()
- {
+ ZigZagEval eval = new() {
Index = index
};
diff --git a/tests/indicators/Tests.Indicators.csproj b/tests/indicators/Tests.Indicators.csproj
index 2b3cf2ad0..ad7682579 100644
--- a/tests/indicators/Tests.Indicators.csproj
+++ b/tests/indicators/Tests.Indicators.csproj
@@ -14,11 +14,10 @@
-
-
-
-
-
+
+
+
+
all
runtime; build; native; contentfiles; analyzers; buildtransitive
diff --git a/tests/indicators/_common/Helper.Random.cs b/tests/indicators/_common/Helper.Random.cs
index 0e238dcfb..cc11b90b8 100644
--- a/tests/indicators/_common/Helper.Random.cs
+++ b/tests/indicators/_common/Helper.Random.cs
@@ -53,8 +53,7 @@ public void Add(DateTime timestamp)
double volume = Price(seed * 10, volatility * 2, drift: 0);
- Quote quote = new()
- {
+ Quote quote = new() {
Date = timestamp,
Open = (decimal)open,
High = (decimal)high,
diff --git a/tests/indicators/_common/Quotes/Quote.Converters.Tests.cs b/tests/indicators/_common/Quotes/Quote.Converters.Tests.cs
index f4dc08592..e0cb88630 100644
--- a/tests/indicators/_common/Quotes/Quote.Converters.Tests.cs
+++ b/tests/indicators/_common/Quotes/Quote.Converters.Tests.cs
@@ -67,8 +67,7 @@ public void QuoteToTuple()
decimal ohl3 = (o + h + l) / 3m;
decimal ohlc4 = (o + h + l + c) / 4m;
- Quote q = new()
- {
+ Quote q = new() {
Date = d,
Open = o,
High = h,
@@ -158,8 +157,7 @@ public void QuoteToBasicData()
decimal ohl3 = (o + h + l) / 3m;
decimal ohlc4 = (o + h + l + c) / 4m;
- Quote q = new()
- {
+ Quote q = new() {
Date = d,
Open = o,
High = h,
@@ -220,8 +218,7 @@ public void QuoteDToTuple()
double ohl3 = (o + h + l) / 3;
double ohlc4 = (o + h + l + c) / 4;
- QuoteD q = new()
- {
+ QuoteD q = new() {
Date = d,
Open = o,
High = h,
diff --git a/tests/indicators/a-d/Dpo/Dpo.Tests.cs b/tests/indicators/a-d/Dpo/Dpo.Tests.cs
index 2f897777b..324b2ec69 100644
--- a/tests/indicators/a-d/Dpo/Dpo.Tests.cs
+++ b/tests/indicators/a-d/Dpo/Dpo.Tests.cs
@@ -19,14 +19,12 @@ public void Standard()
string[] csv = csvData[i].Split(",");
DateTime date = Convert.ToDateTime(csv[1], EnglishCulture);
- qot.Add(new Quote
- {
+ qot.Add(new Quote {
Date = date,
Close = csv[5].ToDecimal()
});
- exp.Add(new DpoResult(date)
- {
+ exp.Add(new DpoResult(date) {
Sma = csv[6].ToDoubleNull(),
Dpo = csv[7].ToDoubleNull()
});
diff --git a/tests/observe/Observe.Streaming.csproj b/tests/observe/Observe.Streaming.csproj
index a2af5efa2..a6edaccf3 100644
--- a/tests/observe/Observe.Streaming.csproj
+++ b/tests/observe/Observe.Streaming.csproj
@@ -4,16 +4,14 @@
Exe
net8.0
enable
- enable
-
+
-
diff --git a/tests/observe/Program.cs b/tests/observe/Program.cs
index ac5ca23b5..f7c7d0511 100644
--- a/tests/observe/Program.cs
+++ b/tests/observe/Program.cs
@@ -1,7 +1,7 @@
using Alpaca.Markets;
using Skender.Stock.Indicators;
-namespace ObserveAlpaca;
+namespace ObserveStreaming;
internal class Program
{
@@ -19,20 +19,37 @@ private static async Task Main(string[] args)
public class QuoteStream
{
- private readonly string? alpacaApiKey = Environment.GetEnvironmentVariable("AlpacaApiKey");
- private readonly string? alpacaSecret = Environment.GetEnvironmentVariable("AlpacaSecret");
+ private readonly string alpacaApiKey = Environment.GetEnvironmentVariable("ALPACA_KEY");
+ private readonly string alpacaSecret = Environment.GetEnvironmentVariable("ALPACA_SECRET");
+
+ internal QuoteStream()
+ {
+ if (string.IsNullOrEmpty(alpacaApiKey))
+ {
+ throw new ArgumentNullException(
+ alpacaApiKey,
+ $"API KEY missing, use `setx ALPACA_KEY \"MY_ALPACA_KEY\"` to set.");
+ }
+
+ if (string.IsNullOrEmpty(alpacaSecret))
+ {
+ throw new ArgumentNullException(
+ alpacaSecret,
+ $"API SECRET missing, use `setx ALPACA_SECRET \"MY_ALPACA_SECRET\"` to set.");
+ }
+ }
public async Task SubscribeToQuotes(string symbol)
{
- Console.WriteLine("PLEASE WAIT. QUOTES ARRIVE EVERY MINUTE.");
Console.WriteLine("Press any key to exit the process...");
+ Console.WriteLine("PLEASE WAIT. QUOTES ARRIVE EVERY MINUTE.");
- if (alpacaApiKey == null)
+ if (string.IsNullOrEmpty(alpacaApiKey))
{
throw new ArgumentNullException(alpacaApiKey);
}
- if (alpacaSecret == null)
+ if (string.IsNullOrEmpty(alpacaSecret))
{
throw new ArgumentNullException(alpacaSecret);
}
@@ -56,12 +73,24 @@ IAlpacaCryptoStreamingClient client
await client.ConnectAndAuthenticateAsync();
- // todo: is this needed?
+ // TODO: is this needed?
AutoResetEvent[] waitObjects = [new AutoResetEvent(false)];
IAlpacaDataSubscription quoteSubscription
= client.GetMinuteBarSubscription(symbol);
+ await client.SubscribeAsync(quoteSubscription);
+
+ // console display header
+ Console.WriteLine("A new quote will be shown when they arrive every minute.");
+ Console.WriteLine("PLEASE WAIT > 8 MINUTES BEFORE EXITING TO SEE ALL 4 INDICATORS CALCULATED.");
+ Console.WriteLine("Press any key to EXIT the process and to see results.");
+ Console.WriteLine();
+
+ Console.WriteLine("Date Close price SMA(3) EMA(5) EMA(7,HL2) SMA/EMA(8)");
+ Console.WriteLine("----------------------------------------------------------------------------------");
+
+ // handle new quotes
quoteSubscription.Received += (q) =>
{
// add to our provider
@@ -83,33 +112,11 @@ IAlpacaDataSubscription quoteSubscription
// to stop watching on key press
Console.ReadKey();
+ // end observation
provider.EndTransmission();
+
+ // close WebSocket
await client.UnsubscribeAsync(quoteSubscription);
await client.DisconnectAsync();
-
- Console.WriteLine("-- QUOTES STORED (last 10 only) --");
- foreach (Quote? pt in provider.Quotes.TakeLast(10))
- {
- Console.WriteLine($"{symbol} {pt.Date:s} ${pt.Close:N2}");
- }
-
- // show last 3 results for indicator results
- Console.WriteLine("-- EMA(14,CLOSE) RESULTS (last 3 only) --");
- foreach (EmaResult? e in ema.Results.TakeLast(3))
- {
- Console.WriteLine($"{symbol} {e.Date:s} ${e.Ema:N2}");
- }
-
- Console.WriteLine("-- EMA(10,HL2) CHAINED (last 3 only) --");
- foreach (EmaResult? e in emaChain.Results.TakeLast(3))
- {
- Console.WriteLine($"{symbol} {e.Date:s} ${e.Ema:N2}");
- }
-
- Console.WriteLine("-- SMA(5) RESULTS (last 3 only) --");
- foreach (SmaResult? s in sma.Results.TakeLast(3))
- {
- Console.WriteLine($"{symbol} {s.Date:s} ${s.Sma:N2}");
- }
}
}
diff --git a/tests/other/PublicApi.Tests.cs b/tests/other/PublicApi.Tests.cs
index 574986428..7ffe5f564 100644
--- a/tests/other/PublicApi.Tests.cs
+++ b/tests/other/PublicApi.Tests.cs
@@ -61,8 +61,7 @@ public void ReadQuoteClass()
public void DerivedQuoteClass()
{
// can use a derive Quote class
- MyQuote myQuote = new()
- {
+ MyQuote myQuote = new() {
Date = DateTime.Now,
MyProperty = true
};
@@ -79,8 +78,7 @@ public void DerivedQuoteClassLinq()
// can use a derive Quote class using Linq
IEnumerable myHistory = quotes
- .Select(x => new MyQuote
- {
+ .Select(x => new MyQuote {
Date = x.Date,
MyClose = x.Close,
MyProperty = false
@@ -93,8 +91,7 @@ public void DerivedQuoteClassLinq()
public void CustomQuoteClass()
{
List myGenericHistory = TestData.GetDefault()
- .Select(x => new MyGenericQuote
- {
+ .Select(x => new MyGenericQuote {
CloseDate = x.Date,
Open = x.Open,
High = x.High,
@@ -127,8 +124,7 @@ public void CustomQuoteClass()
public void CustomQuoteAggregate()
{
List myGenericHistory = TestData.GetIntraday()
- .Select(x => new MyGenericQuote
- {
+ .Select(x => new MyGenericQuote {
CloseDate = x.Date,
Open = x.Open,
High = x.High,
@@ -155,8 +151,7 @@ public void CustomQuoteAggregate()
public void CustomQuoteAggregateTimeSpan()
{
List myGenericHistory = TestData.GetIntraday()
- .Select(x => new MyGenericQuote
- {
+ .Select(x => new MyGenericQuote {
CloseDate = x.Date,
Open = x.Open,
High = x.High,
@@ -183,8 +178,7 @@ public void CustomQuoteAggregateTimeSpan()
public void CustomIndicatorClass()
{
// can use a derive Indicator class
- MyEma myIndicator = new()
- {
+ MyEma myIndicator = new() {
Date = DateTime.Now,
Ema = 123.456,
MyProperty = false
@@ -203,8 +197,7 @@ public void CustomIndicatorClassLinq()
IEnumerable myIndicatorResults = emaResults
.Where(x => x.Ema != null)
- .Select(x => new MyEma
- {
+ .Select(x => new MyEma {
Date = x.Date,
Ema = x.Ema,
MyProperty = false
@@ -223,8 +216,7 @@ public void CustomIndicatorClassFind()
IEnumerable myIndicatorResults = emaResults
.Where(x => x.Ema != null)
- .Select(x => new MyEma
- {
+ .Select(x => new MyEma {
Id = 12345,
Date = x.Date,
Ema = x.Ema,
diff --git a/tests/other/Tests.Other.csproj b/tests/other/Tests.Other.csproj
index 7da941782..143d75343 100644
--- a/tests/other/Tests.Other.csproj
+++ b/tests/other/Tests.Other.csproj
@@ -14,9 +14,9 @@
-
-
-
+
+
+
diff --git a/tests/performance/Perf.Helpers.cs b/tests/performance/Perf.Helpers.cs
index b08cd767f..15c50536a 100644
--- a/tests/performance/Perf.Helpers.cs
+++ b/tests/performance/Perf.Helpers.cs
@@ -10,7 +10,7 @@ public class HelperPerformance
[GlobalSetup]
public static void Setup() => h = TestData.GetDefault();
- [GlobalSetup(Targets = new[] { nameof(Aggregate) })]
+ [GlobalSetup(Targets = [nameof(Aggregate)])]
public static void SetupIntraday() => i = TestData.GetIntraday();
[Benchmark]
diff --git a/tests/performance/Perf.Internals.cs b/tests/performance/Perf.Internals.cs
index 2c2611fe5..3c544d817 100644
--- a/tests/performance/Perf.Internals.cs
+++ b/tests/performance/Perf.Internals.cs
@@ -10,7 +10,7 @@ public class InternalsPerformance
private double[] values;
// standard deviation
- [GlobalSetup(Targets = new[] { nameof(StdDev) })]
+ [GlobalSetup(Targets = [nameof(StdDev)])]
public void Setup()
=> values = TestData.GetLongish(Periods)
.Select(x => (double)x.Close)
diff --git a/tests/performance/Program.cs b/tests/performance/Program.cs
index b0603b80b..0c6b90d6b 100644
--- a/tests/performance/Program.cs
+++ b/tests/performance/Program.cs
@@ -6,9 +6,9 @@ namespace Tests.Performance;
public static class Program
{
- private static void Main(string[] args)
+ public static void Main(string[] args)
{
- if (args.Length == 0)
+ if (args?.Length == 0)
{
// run all
// example: dotnet run -c Release
diff --git a/tests/performance/Tests.Performance.csproj b/tests/performance/Tests.Performance.csproj
index 6fac7a425..9aed26922 100644
--- a/tests/performance/Tests.Performance.csproj
+++ b/tests/performance/Tests.Performance.csproj
@@ -14,12 +14,29 @@
-
+
-
+
+
+
+
+ Always
+
+
+ Always
+
+
+ Always
+
+
+ Always
+
+
+ Always
+
diff --git a/tests/performance/helpers/Helper.Getter.cs b/tests/performance/helpers/Helper.Getter.cs
new file mode 100644
index 000000000..c82c64dcd
--- /dev/null
+++ b/tests/performance/helpers/Helper.Getter.cs
@@ -0,0 +1,48 @@
+namespace Tests.Common;
+
+// IMPORT TEST DATA
+internal static class TestData
+{
+ // DEFAULT: S&P 500 ~2 years of daily data
+ internal static IEnumerable GetDefault(int days = 502)
+ => File.ReadAllLines("helpers/data/default.csv")
+ .Skip(1)
+ .Select(Importer.QuoteFromCsv)
+ .OrderByDescending(x => x.Date)
+ .Take(days)
+ .ToList();
+
+ // COMPARE DATA ~2 years of TSLA data (matches default time)
+ internal static IEnumerable GetCompare(int days = 502)
+ => File.ReadAllLines("helpers/data/compare.csv")
+ .Skip(1)
+ .Select(Importer.QuoteFromCsv)
+ .OrderByDescending(x => x.Date)
+ .Take(days)
+ .ToList();
+
+ // INTRADAY DATA
+ internal static IEnumerable GetIntraday(int days = 1564)
+ => File.ReadAllLines("helpers/data/intraday.csv")
+ .Skip(1)
+ .Select(Importer.QuoteFromCsv)
+ .OrderByDescending(x => x.Date)
+ .Take(days)
+ .ToList();
+
+ // LONGEST DATA ~62 years of S&P 500 daily data
+ internal static IEnumerable GetLongest()
+ => File.ReadAllLines("helpers/data/longest.csv")
+ .Skip(1)
+ .Select(Importer.QuoteFromCsv)
+ .ToList();
+
+ // LONGISH DATA ~20 years of S&P 500 daily data
+ internal static IEnumerable GetLongish(int days = 5285)
+ => File.ReadAllLines("helpers/data/longish.csv")
+ .Skip(1)
+ .Select(Importer.QuoteFromCsv)
+ .OrderByDescending(x => x.Date)
+ .Take(days)
+ .ToList();
+}
diff --git a/tests/performance/helpers/Helper.Importer.cs b/tests/performance/helpers/Helper.Importer.cs
new file mode 100644
index 000000000..b88006ca4
--- /dev/null
+++ b/tests/performance/helpers/Helper.Importer.cs
@@ -0,0 +1,73 @@
+using System.Globalization;
+
+namespace Tests.Common;
+
+// TEST QUOTE IMPORTER
+internal static class Importer
+{
+ private static readonly CultureInfo EnglishCulture = new("en-US", false);
+
+ // importer / parser
+ internal static Quote QuoteFromCsv(string csvLine)
+ {
+ if (string.IsNullOrEmpty(csvLine))
+ {
+ return new Quote();
+ }
+
+ string[] values = csvLine.Split(',');
+ Quote quote = new();
+
+ HandleOHLCV(quote, "D", values[0]);
+ HandleOHLCV(quote, "O", values[1]);
+ HandleOHLCV(quote, "H", values[2]);
+ HandleOHLCV(quote, "L", values[3]);
+ HandleOHLCV(quote, "C", values[4]);
+ HandleOHLCV(quote, "V", values[5]);
+
+ return quote;
+ }
+
+ internal static decimal ToDecimal(this string value)
+ => decimal.TryParse(value, out decimal d) ? d
+ : throw new NotFiniteNumberException(
+ $"Cannot convert `{value}`, it is not a number.");
+
+ internal static decimal? ToDecimalNull(this string value)
+ => decimal.TryParse(value, out decimal d) ? d : null;
+
+ internal static double? ToDoubleNull(this string value)
+ => double.TryParse(value, out double d) ? d : null;
+
+ private static void HandleOHLCV(Quote quote, string position, string value)
+ {
+ if (string.IsNullOrEmpty(value))
+ {
+ return;
+ }
+
+ switch (position)
+ {
+ case "D":
+ quote.Date = Convert.ToDateTime(value, EnglishCulture);
+ break;
+ case "O":
+ quote.Open = Convert.ToDecimal(value, EnglishCulture);
+ break;
+ case "H":
+ quote.High = Convert.ToDecimal(value, EnglishCulture);
+ break;
+ case "L":
+ quote.Low = Convert.ToDecimal(value, EnglishCulture);
+ break;
+ case "C":
+ quote.Close = Convert.ToDecimal(value, EnglishCulture);
+ break;
+ case "V":
+ quote.Volume = Convert.ToDecimal(value, EnglishCulture);
+ break;
+ default:
+ throw new ArgumentOutOfRangeException(nameof(position));
+ }
+ }
+}
diff --git a/tests/performance/helpers/data/compare.csv b/tests/performance/helpers/data/compare.csv
new file mode 100644
index 000000000..0165b397e
--- /dev/null
+++ b/tests/performance/helpers/data/compare.csv
@@ -0,0 +1,503 @@
+date,open,high,low,close,volume
+2017-01-03,214.86,220.33,210.96,216.99,5923254
+2017-01-04,214.75,228,214.31,226.99,11213471
+2017-01-05,226.42,227.48,221.95,226.75,5911695
+2017-01-06,226.93,230.31,225.45,229.01,5527893
+2017-01-09,228.97,231.92,228,231.28,3979484
+2017-01-10,232,232,226.89,229.87,3659955
+2017-01-11,229.07,229.98,226.68,229.73,3650825
+2017-01-12,229.06,230.7,225.58,229.59,3790229
+2017-01-13,230,237.85,229.59,237.75,6092960
+2017-01-17,236.7,239.96,234.37,235.58,4617522
+2017-01-18,236.65,239.71,235.58,238.36,3768967
+2017-01-19,247.25,248.68,240.75,243.76,7732303
+2017-01-20,245.46,246,243.01,244.73,4204275
+2017-01-23,245.85,250.89,245.5,248.92,6262938
+2017-01-24,250,254.8,249.65,254.61,4965451
+2017-01-25,257.31,258.46,251.8,254.47,5146361
+2017-01-26,254.29,255.74,250.75,252.51,3152123
+2017-01-27,251.38,253,248.52,252.95,3166336
+2017-01-30,252.53,255.29,247.1,250.63,3801074
+2017-01-31,249.24,255.89,247.7,251.93,4116104
+2017-02-01,253.05,253.2,249.05,249.24,3958829
+2017-02-02,248.34,252.42,247.71,251.55,2499775
+2017-02-03,251.91,252.18,249.68,251.33,2186723
+2017-02-06,251,257.82,250.63,257.77,3562517
+2017-02-07,258.19,260,256.42,257.48,4244775
+2017-02-08,257.35,263.36,256.2,262.08,3933014
+2017-02-09,266.25,271.18,266.15,269.2,7820222
+2017-02-10,269.79,270.95,266.11,269.23,3619739
+2017-02-13,270.74,280.79,270.51,280.6,7029605
+2017-02-14,279.03,287.39,278.61,280.98,7345224
+2017-02-15,280,282.24,276.44,279.76,4947856
+2017-02-16,277.6,280,268.5,268.95,7077322
+2017-02-17,265.8,272.89,264.15,272.23,6257149
+2017-02-21,275.45,281.4,274.01,277.39,5676747
+2017-02-22,280.31,283.45,272.6,273.51,8754975
+2017-02-23,264,264.66,255.56,255.99,14915249
+2017-02-24,252.66,258.25,250.2,257,8171626
+2017-02-27,248.17,248.36,242.01,246.23,11460810
+2017-02-28,244.19,251,243.9,249.99,6078145
+2017-03-01,254.18,254.85,249.11,250.02,4809488
+2017-03-02,249.71,253.28,248.27,250.48,3351833
+2017-03-03,250.74,251.9,249,251.57,2929234
+2017-03-06,247.91,251.7,247.51,251.21,3355500
+2017-03-07,251.92,253.89,248.32,248.59,3459470
+2017-03-08,247,250.07,245.32,246.87,3728649
+2017-03-09,247.63,248.66,243,244.9,3879293
+2017-03-10,246.21,246.5,243,243.69,3066272
+2017-03-13,244.82,246.85,242.78,246.17,3022625
+2017-03-14,246.11,258.12,246.02,258,7598446
+2017-03-15,257,261,254.27,255.73,5330806
+2017-03-16,262.4,265.75,259.06,262.05,7132153
+2017-03-17,264,265.33,261.2,261.5,6497496
+2017-03-20,260.6,264.55,258.82,261.92,3614294
+2017-03-21,262.83,264.8,250.24,250.68,6908554
+2017-03-22,251.56,255.07,250.51,255.01,4059297
+2017-03-23,255.39,257.67,253.3,254.78,3320245
+2017-03-24,255.7,263.89,255.01,263.16,5647253
+2017-03-27,260.6,270.57,259.75,270.22,6230795
+2017-03-28,277.02,280.68,275,277.45,7987604
+2017-03-29,278.34,279.6,275.54,277.38,3676157
+2017-03-30,278.04,282,277.21,277.92,4148426
+2017-03-31,278.73,279.68,276.32,278.3,3294640
+2017-04-03,286.9,299,284.58,298.52,13888618
+2017-04-04,296.89,304.81,294.53,303.7,10134556
+2017-04-05,302.04,304.88,294.2,295,7880938
+2017-04-06,296.88,301.94,294.1,298.7,5520588
+2017-04-07,297.5,302.69,297.15,302.54,4579613
+2017-04-10,309.15,313.73,308.71,312.39,7664458
+2017-04-11,313.38,313.47,305.5,308.71,5724577
+2017-04-12,306.34,308.45,296.32,296.84,6050682
+2017-04-13,296.7,307.39,295.3,304,9284634
+2017-04-17,302.7,304,298.68,301.44,4138736
+2017-04-18,299.7,300.84,297.9,300.25,3035698
+2017-04-19,302.46,306.62,302.11,305.52,3898024
+2017-04-20,306.51,309.15,300.23,302.51,6149352
+2017-04-21,302,306.4,300.42,305.6,4509756
+2017-04-24,309.22,310.55,306.02,308.03,5083505
+2017-04-25,308,313.98,305.86,313.79,6737708
+2017-04-26,312.37,314.5,309,310.17,4695044
+2017-04-27,311.69,313.09,307.5,308.63,3468569
+2017-04-28,309.83,314.8,308,314.07,4505478
+2017-05-01,314.88,327.25,314.81,322.83,8829565
+2017-05-02,324,327.66,316.56,318.89,5382777
+2017-05-03,317.67,321.53,310.45,311.02,7133365
+2017-05-04,307.43,307.77,290.76,295.46,14152008
+2017-05-05,298,308.55,296.8,308.35,8177347
+2017-05-08,310.9,313.79,305.82,307.19,7006471
+2017-05-09,309.38,321.99,309.1,321.26,9676537
+2017-05-10,321.56,325.5,318.12,325.22,5741607
+2017-05-11,323.4,326,319.6,323.1,4753819
+2017-05-12,325.48,327,321.53,324.81,4121612
+2017-05-15,318.38,320.2,312.53,315.88,7622004
+2017-05-16,317.59,320.06,315.14,317.01,4152484
+2017-05-17,314.39,314.63,305.5,306.11,6711940
+2017-05-18,307,313.94,305.31,313.06,5653801
+2017-05-19,315.5,316.5,310.2,310.83,4687572
+2017-05-22,312.8,314.37,306.8,310.35,4329178
+2017-05-23,310.46,310.73,303.48,303.86,4318354
+2017-05-24,306.51,311,305.4,310.22,5041692
+2017-05-25,311.02,316.97,307.81,316.83,5013963
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diff --git a/tests/performance/helpers/data/default.csv b/tests/performance/helpers/data/default.csv
new file mode 100644
index 000000000..a52ec8a9f
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diff --git a/tests/performance/helpers/data/intraday.csv b/tests/performance/helpers/data/intraday.csv
new file mode 100644
index 000000000..485877af1
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diff --git a/tests/performance/helpers/data/longest.csv b/tests/performance/helpers/data/longest.csv
new file mode 100644
index 000000000..b753dcc33
--- /dev/null
+++ b/tests/performance/helpers/data/longest.csv
@@ -0,0 +1,15822 @@
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diff --git a/tests/performance/helpers/data/longish.csv b/tests/performance/helpers/data/longish.csv
new file mode 100644
index 000000000..e6afbbf57
--- /dev/null
+++ b/tests/performance/helpers/data/longish.csv
@@ -0,0 +1,5286 @@
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