Add Fisher Transform indicator #241
Workflow file for this run
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| name: Publish Workflow | |
| on: | |
| push: | |
| paths-ignore: | |
| - '**.md' | |
| - 'docs/**' | |
| - '.gitignore' | |
| - 'LICENSE' | |
| pull_request: | |
| paths-ignore: | |
| - '**.md' | |
| - 'docs/**' | |
| - '.gitignore' | |
| - 'LICENSE' | |
| workflow_dispatch: | |
| concurrency: | |
| group: ${{ github.workflow }}-${{ github.ref }} | |
| cancel-in-progress: true | |
| permissions: | |
| contents: write | |
| pull-requests: read # Allows SonarCloud to decorate PRs with analysis results | |
| security-events: write # Required for CodeQL analysis and uploading SARIF results | |
| env: | |
| DOTNET_VERSION: '8.x' | |
| DOTNET_SKIP_FIRST_TIME_EXPERIENCE: true | |
| DOTNET_CLI_TELEMETRY_OPTOUT: true | |
| jobs: | |
| Code_Coverage: | |
| timeout-minutes: 30 | |
| runs-on: windows-latest | |
| steps: | |
| - name: Checkout repository | |
| uses: actions/checkout@v4 | |
| with: | |
| fetch-depth: 0 | |
| - name: Setup .NET SDK | |
| uses: actions/setup-dotnet@v4 | |
| with: | |
| dotnet-version: ${{ env.DOTNET_VERSION }} | |
| - name: Cache NuGet packages | |
| uses: actions/cache@v4 | |
| with: | |
| path: ~/.nuget/packages | |
| key: ${{ runner.os }}-nuget-${{ hashFiles('**/*.csproj') }} | |
| restore-keys: ${{ runner.os }}-nuget- | |
| - name: Cache dotnet tools | |
| uses: actions/cache@v4 | |
| with: | |
| path: ~/.dotnet/tools | |
| key: ${{ runner.os }}-dotnet-tools-${{ hashFiles('**/*.csproj') }} | |
| - name: Set up JDK 17 | |
| uses: actions/setup-java@v4 | |
| with: | |
| java-version: 17 | |
| distribution: 'zulu' | |
| - name: Cache SonarCloud scanner | |
| id: cache-sonar-scanner | |
| uses: actions/cache@v4 | |
| with: | |
| path: .\.sonar\scanner | |
| key: ${{ runner.os }}-sonar-scanner | |
| restore-keys: ${{ runner.os }}-sonar-scanner | |
| - name: Install dotnet tools | |
| run: | | |
| dotnet tool install JetBrains.dotCover.GlobalTool --global | |
| dotnet tool install dotnet-sonarscanner --global | |
| dotnet tool install dotnet-coverage --global | |
| dotnet tool install --global coverlet.console | |
| dotnet tool install --global dotnet-reportgenerator-globaltool | |
| dotnet restore | |
| - name: Begin SonarCloud Analysis | |
| env: | |
| GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} | |
| SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }} | |
| shell: powershell | |
| run: | | |
| dotnet sonarscanner begin /k:"mihakralj_QuanTAlib" /o:"mihakralj-quantalib" /d:sonar.token="${{ secrets.SONAR_TOKEN }}" /d:sonar.host.url="https://sonarcloud.io" ` | |
| /d:sonar.solution.file="QuanTAlib.sln" ` | |
| /d:sonar.cs.opencover.reportsPaths="**/*cover*.xml" ` | |
| /d:sonar.cs.dotcover.reportsPaths="**/dotcover.xml" ` | |
| /d:sonar.coverage.exclusions="**Tests.cs,**/*.md,**/*.html,**/*.css,**/docs/**/*,**/archive/**/*,**/notebooks/**/*,**/obj/**/*,**/bin/**/*" ` | |
| /d:sonar.exclusions="**/TestResults/**/*,**/bin/**/*,**/obj/**/*,**/*.html,**/coverage/**/*,**/CoverageReport/**/*,**/*.md,**/*.css,**/docs/**/*,**/archive/**/*,**/notebooks/**/*" ` | |
| /d:sonar.test.exclusions="**Tests.cs,**/obj/**/*,**/bin/**/*" ` | |
| /d:sonar.cpd.exclusions="**Tests.cs" ` | |
| /d:sonar.scanner.scanAll="false" ` | |
| /d:sonar.cs.roslyn.ignoreIssues="false" ` | |
| /d:sonar.issue.ignore.multicriteria="e1" ` | |
| /d:sonar.issue.ignore.multicriteria.e1.ruleKey="csharpsquid:S1944,csharpsquid:S2053,csharpsquid:S2222,csharpsquid:S2259,csharpsquid:S2583,csharpsquid:S2589,csharpsquid:S3329,csharpsquid:S3655,csharpsquid:S3900,csharpsquid:S3949,csharpsquid:S3966,csharpsquid:S4158,csharpsquid:S4347,csharpsquid:S5773,csharpsquid:S6781" ` | |
| /d:sonar.issue.ignore.multicriteria.e1.resourceKey="**/*.cs" ` | |
| /d:sonar.verbose="true" | |
| - name: Build Projects | |
| id: build | |
| continue-on-error: true | |
| run: | | |
| dotnet build --no-restore --configuration Debug | |
| dotnet build ./lib/quantalib.csproj --configuration Release --nologo | |
| dotnet build ./quantower/Averages/_Averages.csproj --configuration Release --nologo | |
| dotnet build ./quantower/Statistics/_Statistics.csproj --configuration Release --nologo | |
| dotnet build ./quantower/Volatility/_Volatility.csproj --configuration Release --nologo | |
| dotnet build ./SyntheticVendor/SyntheticVendor.csproj --configuration Release --nologo | |
| if ($LASTEXITCODE -ne 0) { Write-Error "Build failed" } | |
| - name: Check Build Status | |
| if: steps.build.outcome == 'failure' | |
| run: exit 1 | |
| - name: Run Tests with Coverage | |
| id: tests | |
| continue-on-error: true | |
| run: | | |
| dotnet test --no-build --configuration Debug /p:CollectCoverage=true /p:CoverletOutputFormat=opencover | |
| dotnet-coverage collect "dotnet test" -f xml -o "coverage.xml" | |
| dotnet dotcover test Tests/Tests.csproj --dcReportType=HTML --dcoutput=./dotcover.html | |
| dotnet dotcover test Tests/Tests.csproj --dcReportType=DetailedXML --dcoutput=./dotcover.xml --verbosity=Detailed | |
| dotnet test -p:CollectCoverage=true --collect:"XPlat Code Coverage" --results-directory "./" | |
| - name: Generate Coverage Report | |
| run: | | |
| reportgenerator -reports:*cover*.xml -targetdir:./coverage-report | |
| - name: Upload Coverage Reports | |
| if: always() | |
| uses: actions/upload-artifact@v4 | |
| with: | |
| name: coverage-reports | |
| path: | | |
| **/TestResults | |
| **/coverage-report | |
| **/*cover*.xml | |
| **/dotcover.* | |
| - name: End SonarCloud Analysis | |
| if: always() | |
| env: | |
| GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} | |
| SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }} | |
| shell: powershell | |
| run: dotnet sonarscanner end /d:sonar.token="${{ secrets.SONAR_TOKEN }}" | |
| - name: Upload Coverage to Codacy | |
| uses: codacy/codacy-coverage-reporter-action@v1 | |
| with: | |
| project-token: ${{ secrets.CODACY_PROJECT_TOKEN }} | |
| coverage-reports: '*cover*.xml' | |
| - name: Upload Coverage to Codecov | |
| uses: codecov/codecov-action@v4 | |
| with: | |
| files: 'cover*' | |
| verbose: true | |
| CodeQL: | |
| timeout-minutes: 30 | |
| runs-on: ubuntu-latest | |
| permissions: | |
| security-events: write | |
| actions: read | |
| contents: read | |
| steps: | |
| - name: Checkout repository | |
| uses: actions/checkout@v4 | |
| with: | |
| fetch-depth: 0 | |
| - name: Setup .NET SDK | |
| uses: actions/setup-dotnet@v4 | |
| with: | |
| dotnet-version: ${{ env.DOTNET_VERSION }} | |
| - name: Cache NuGet packages | |
| uses: actions/cache@v4 | |
| with: | |
| path: ~/.nuget/packages | |
| key: ${{ runner.os }}-nuget-${{ hashFiles('**/*.csproj') }} | |
| restore-keys: ${{ runner.os }}-nuget- | |
| - name: Initialize CodeQL | |
| uses: github/codeql-action/init@v3 | |
| with: | |
| languages: 'csharp' | |
| queries: security-and-quality | |
| config-file: ./.github/codeql/codeql-config.yml | |
| tools: linked | |
| - name: Restore dependencies | |
| run: dotnet restore | |
| - name: Build | |
| run: dotnet build --no-restore --configuration Debug | |
| - name: Perform CodeQL Analysis | |
| uses: github/codeql-action/analyze@v3 | |
| with: | |
| output: results | |
| upload: true | |
| - name: Run Snyk to check for vulnerabilities | |
| uses: snyk/actions/dotnet@master | |
| continue-on-error: true | |
| env: | |
| SNYK_TOKEN: ${{ secrets.SNYK_TOKEN }} | |
| LD_PRELOAD: '' # Clear the LD_PRELOAD to avoid CodeQL conflicts | |
| with: | |
| args: | | |
| --file=./lib/quantalib.csproj | |
| --severity-threshold=low | |
| --detection-depth=4 | |
| --package-manager=nuget | |
| - name: Run Snyk on Solution | |
| uses: snyk/actions/dotnet@master | |
| if: always() | |
| continue-on-error: true | |
| env: | |
| SNYK_TOKEN: ${{ secrets.SNYK_TOKEN }} | |
| LD_PRELOAD: '' | |
| with: | |
| args: | | |
| --file=QuanTAlib.sln | |
| --all-projects | |
| --detection-depth=4 | |
| - name: Run Snyk IaC | |
| uses: snyk/actions/iac@master | |
| continue-on-error: true | |
| env: | |
| SNYK_TOKEN: ${{ secrets.SNYK_TOKEN }} | |
| LD_PRELOAD: '' | |
| with: | |
| args: | | |
| --severity-threshold=low | |
| build_publish: | |
| timeout-minutes: 20 | |
| needs: [Code_Coverage, CodeQL] | |
| if: | | |
| success() && | |
| (github.event_name == 'push' && (github.ref == 'refs/heads/main' || github.ref == 'refs/heads/dev')) || | |
| github.event_name == 'workflow_dispatch' | |
| runs-on: ubuntu-latest | |
| steps: | |
| - name: Checkout repository | |
| uses: actions/checkout@v4 | |
| with: | |
| fetch-depth: 0 | |
| - name: Setup .NET SDK | |
| uses: actions/setup-dotnet@v4 | |
| with: | |
| dotnet-version: ${{ env.DOTNET_VERSION }} | |
| - name: Install GitVersion | |
| uses: gittools/actions/gitversion/setup@v0 | |
| with: | |
| versionSpec: '6.x' | |
| includePrerelease: true | |
| - name: Determine Version | |
| id: gitversion | |
| uses: gittools/actions/gitversion/execute@v0 | |
| with: | |
| useConfigFile: true | |
| updateAssemblyInfo: false | |
| - name: Cache NuGet packages | |
| uses: actions/cache@v4 | |
| with: | |
| path: ~/.nuget/packages | |
| key: ${{ runner.os }}-nuget-${{ hashFiles('**/*.csproj') }} | |
| restore-keys: ${{ runner.os }}-nuget- | |
| - name: Build projects | |
| run: | | |
| dotnet restore | |
| dotnet build ./lib/quantalib.csproj --configuration Release --nologo | |
| dotnet build ./quantower/Averages/_Averages.csproj --configuration Release --nologo | |
| dotnet build ./quantower/Statistics/_Statistics.csproj --configuration Release --nologo | |
| dotnet build ./quantower/Volatility/_Volatility.csproj --configuration Release --nologo | |
| dotnet build ./SyntheticVendor/SyntheticVendor.csproj --configuration Release --nologo | |
| - name: Create or Update Development Release | |
| if: github.ref == 'refs/heads/dev' | |
| env: | |
| GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} | |
| run: | | |
| gh release delete development --yes || true | |
| gh release create development \ | |
| --title "Development Build" \ | |
| --notes "Latest development build from commit ${{ github.sha }}" \ | |
| --prerelease \ | |
| --target ${{ github.sha }} \ | |
| lib/bin/Release/QuanTAlib.dll \ | |
| quantower/Averages/bin/Release/Averages.dll \ | |
| quantower/Statistics/bin/Release/Statistics.dll \ | |
| quantower/Volatility/bin/Release/Volatility.dll \ | |
| SyntheticVendor/bin/Release/SyntheticVendor.dll | |
| - name: Push prerelease package to myget.org | |
| if: github.ref == 'refs/heads/dev' | |
| continue-on-error: true | |
| id: myget-push | |
| run: | | |
| dotnet nuget push 'lib/bin/Release/QuanTAlib.*.nupkg' \ | |
| --source https://www.myget.org/F/quantalib/api/v3/index.json \ | |
| --force-english-output \ | |
| --api-key ${{ secrets.MYGET_DEPLOY_KEY_QUANTALIB }} | |
| - name: Create GitHub Release | |
| if: github.ref == 'refs/heads/main' | |
| env: | |
| GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} | |
| run: | | |
| gh release create v${{ steps.gitversion.outputs.MajorMinorPatch }} \ | |
| --title "Release from commit ${{ steps.gitversion.outputs.MajorMinorPatch }}" \ | |
| --notes "Release notes for this version." \ | |
| quantower/Averages/bin/Release/Averages.dll \ | |
| quantower/Statistics/bin/Release/Statistics.dll \ | |
| quantower/Volatility/bin/Release/Volatility.dll \ | |
| SyntheticVendor/bin/Release/SyntheticVendor.dll | |
| - name: Push release package to nuget.org | |
| if: ${{ github.ref == 'refs/heads/main' }} | |
| run: | | |
| dotnet nuget push 'lib/bin/Release/QuanTAlib.*.nupkg' \ | |
| --source https://api.nuget.org/v3/index.json \ | |
| --skip-duplicate \ | |
| --api-key ${{ secrets.NUGET_DEPLOY_KEY_QUANTLIB }} |