Refactoring

.github/workflows/codeql-analysis.yml

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+# For most projects, this workflow file will not need changing; you simply need
+# to commit it to your repository.
+#
+# You may wish to alter this file to override the set of languages analyzed,
+# or to provide custom queries or build logic.
+#
+# ******** NOTE ********
+# We have attempted to detect the languages in your repository. Please check
+# the `language` matrix defined below to confirm you have the correct set of
+# supported CodeQL languages.
+#
+name: "CodeQL"
+
+on:
+ push:
+ branches: [ main ]
+ pull_request:
+ # The branches below must be a subset of the branches above
+ branches: [ main ]
+
+jobs:
+ analyze:
+ name: Analyze
+ runs-on: ubuntu-latest
+ permissions:
+ actions: read
+ contents: read
+ security-events: write
+
+ strategy:
+ fail-fast: false
+ matrix:
+ language: [ 'csharp' ]
+ # CodeQL supports [ 'cpp', 'csharp', 'go', 'java', 'javascript', 'python', 'ruby' ]
+ # Learn more about CodeQL language support at https://git.io/codeql-language-support
+
+ steps:
+
+ - uses: actions/setup-dotnet@v1
+ with:
+ dotnet-version: 8.0.x
+
+ - name: Checkout repository
+ uses: actions/checkout@v2
+
+ # Initializes the CodeQL tools for scanning.
+ - name: Initialize CodeQL
+ uses: github/codeql-action/init@v1
+ with:
+ languages: ${{ matrix.language }}
+ # If you wish to specify custom queries, you can do so here or in a config file.
+ # By default, queries listed here will override any specified in a config file.
+ # Prefix the list here with "+" to use these queries and those in the config file.
+ # queries: ./path/to/local/query, your-org/your-repo/queries@main
+
+ # Autobuild attempts to build any compiled languages (C/C++, C#, or Java).
+ # If this step fails, then you should remove it and run the build manually (see below)
+ - name: Autobuild
+ uses: github/codeql-action/autobuild@v1
+
+ # ℹ️ Command-line programs to run using the OS shell.
+ # 📚 https://git.io/JvXDl
+
+ # ✏️ If the Autobuild fails above, remove it and uncomment the following three lines
+ # and modify them (or add more) to build your code if your project
+ # uses a compiled language
+
+# - name: build
+# run: dotnet build
+
+
+ - name: Perform CodeQL Analysis
+ uses: github/codeql-action/analyze@v1

.github/workflows/sonar.yml

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+name: Sonar
+on:
+ push:
+ branches:
+ - main
+ pull_request:
+ types: [opened, synchronize, reopened]
+jobs:
+ build:
+ name: Build
+ runs-on: windows-latest
+ steps:
+ - uses: actions/setup-java@v4
+ with:
+ distribution: 'zulu' # See 'Supported distributions' for available options
+ java-version: '21'
+ - uses: actions/setup-dotnet@v1
+ with:
+ dotnet-version: 8.0.x
+ - uses: actions/checkout@v2
+ with:
+ fetch-depth: 0 # Shallow clones should be disabled for a better relevancy of analysis
+ - name: Cache SonarCloud packages
+ uses: actions/cache@v1
+ with:
+ path: ~\.sonar\cache
+ key: ${{ runner.os }}-sonar
+ restore-keys: ${{ runner.os }}-sonar
+ - name: Cache SonarCloud scanner
+ id: cache-sonar-scanner
+ uses: actions/cache@v1
+ with:
+ path: .\.sonar\scanner
+ key: ${{ runner.os }}-sonar-scanner
+ restore-keys: ${{ runner.os }}-sonar-scanner
+ - name: Install SonarCloud scanner
+ if: steps.cache-sonar-scanner.outputs.cache-hit != 'true'
+ shell: powershell
+ run: |
+ New-Item -Path .\.sonar\scanner -ItemType Directory
+ dotnet tool update dotnet-sonarscanner --tool-path .\.sonar\scanner
+ - name: Test
+ run: dotnet test /p:CollectCoverage=true /p:CoverletOutputFormat=opencover
+ - name: Begin
+ env:
+ GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} # Needed to get PR information, if any
+ SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
+ shell: powershell
+ run: .\.sonar\scanner\dotnet-sonarscanner begin /k:"mccaffers_backtesting-engine" /o:"mccaffers" /d:sonar.login="${{ secrets.SONAR_TOKEN }}" /d:sonar.host.url="https://sonarcloud.io" /d:sonar.cs.opencover.reportsPaths="./tests/coverage.opencover.xml" 
+ - name: Build
+ run: dotnet build 
+ - name: Sonar End
+ env:
+ GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} # Needed to get PR information, if any
+ SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
+ shell: powershell
+ run: .\.sonar\scanner\dotnet-sonarscanner end /d:sonar.login="${{ secrets.SONAR_TOKEN }}"

.gitignore

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+*.swp
+*.*~
+project.lock.json
+.DS_Store
+*.pyc
+nupkg/
+
+# Rider
+.idea
+
+# User-specific files
+*.suo
+*.user
+*.userosscache
+*.sln.docstates
+
+# Build results
+[Dd]ebug/
+[Dd]ebugPublic/
+[Rr]elease/
+[Rr]eleases/
+x64/
+x86/
+build/
+bld/
+[Bb]in/
+[Oo]bj/
+[Oo]ut/
+msbuild.log
+msbuild.err
+msbuild.wrn
+
+# Visual Studio 2015
+.vs/
+
+.env/local.env
+.env/aws.env
+engine.zip
+tickdata/
+scripts/data.sh
+src/ui/src/libs/
+scripts/backtestings/data.sh
+src/strategies/private