Refactor code formatting and improve consistency across various test files

- Removed unnecessary blank lines in multiple test files to enhance readability.
- Ensured consistent spacing and formatting in the `Trima`, `Usf`, `Vidya`, `Wma`, and `Atr` test classes.
- Updated comments for clarity and consistency in the `Atr` and `Adl` classes.
- Adjusted project files for better structure and maintainability.
This commit is contained in:
Miha Kralj
2025-12-28 17:44:08 -08:00
parent ad6eebf812
commit 13d7c1215d
169 changed files with 10815 additions and 10814 deletions
+7 -7
View File
@@ -25,13 +25,13 @@ public sealed class BetaValidationTests : IDisposable
{
// Generate Market Data (use existing Data)
var marketQuotes = _data.Data;
// Generate Asset Data correlated to Market
// Asset Returns = 1.5 * Market Returns + Noise
var assetQuotes = new List<TBar>();
double assetPrice = 100;
double targetBeta = 1.5;
// Use GBM for noise generation (sigma=0.2 gives ~0.0006 per step noise which matches original random noise level)
var noiseGbm = new GBM(startPrice: 100, mu: 0, sigma: 0.2, seed: 777);
@@ -40,13 +40,13 @@ public sealed class BetaValidationTests : IDisposable
for (int i = 1; i < marketQuotes.Count; i++)
{
double marketReturn = (marketQuotes[i].Value - marketQuotes[i-1].Value) / marketQuotes[i-1].Value;
// Get noise from GBM return
var noiseBar = noiseGbm.Next();
double noise = (noiseBar.Close - noiseBar.Open) / noiseBar.Open;
double assetReturn = targetBeta * marketReturn + noise;
assetPrice *= (1 + assetReturn);
assetQuotes.Add(new TBar(marketQuotes[i].Time, assetPrice, assetPrice, assetPrice, assetPrice, 1000));
}
@@ -73,7 +73,7 @@ public sealed class BetaValidationTests : IDisposable
// Skip warmup period. Skender Beta needs period returns, so period+1 prices?
// Skender results align with input quotes.
// First valid value should be at index 'period'.
// We verify the last 100 values
int count = qlBeta.Count;
int skip = period + 5; // Safety margin
@@ -82,7 +82,7 @@ public sealed class BetaValidationTests : IDisposable
{
double sk = (skenderBeta[i].Beta ?? 0);
double ql = qlBeta[i];
// Skender might return null/0 for warmup.
if (Math.Abs(sk) > 1e-10)
{