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https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-23 13:08:04 +00:00
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.
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@@ -25,13 +25,13 @@ public sealed class BetaValidationTests : IDisposable
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{
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// Generate Market Data (use existing Data)
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var marketQuotes = _data.Data;
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// Generate Asset Data correlated to Market
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// Asset Returns = 1.5 * Market Returns + Noise
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var assetQuotes = new List<TBar>();
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double assetPrice = 100;
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double targetBeta = 1.5;
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// Use GBM for noise generation (sigma=0.2 gives ~0.0006 per step noise which matches original random noise level)
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var noiseGbm = new GBM(startPrice: 100, mu: 0, sigma: 0.2, seed: 777);
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@@ -40,13 +40,13 @@ public sealed class BetaValidationTests : IDisposable
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for (int i = 1; i < marketQuotes.Count; i++)
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{
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double marketReturn = (marketQuotes[i].Value - marketQuotes[i-1].Value) / marketQuotes[i-1].Value;
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// Get noise from GBM return
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var noiseBar = noiseGbm.Next();
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double noise = (noiseBar.Close - noiseBar.Open) / noiseBar.Open;
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double assetReturn = targetBeta * marketReturn + noise;
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assetPrice *= (1 + assetReturn);
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assetQuotes.Add(new TBar(marketQuotes[i].Time, assetPrice, assetPrice, assetPrice, assetPrice, 1000));
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}
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@@ -73,7 +73,7 @@ public sealed class BetaValidationTests : IDisposable
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// Skip warmup period. Skender Beta needs period returns, so period+1 prices?
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// Skender results align with input quotes.
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// First valid value should be at index 'period'.
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// We verify the last 100 values
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int count = qlBeta.Count;
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int skip = period + 5; // Safety margin
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@@ -82,7 +82,7 @@ public sealed class BetaValidationTests : IDisposable
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{
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double sk = (skenderBeta[i].Beta ?? 0);
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double ql = qlBeta[i];
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// Skender might return null/0 for warmup.
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if (Math.Abs(sk) > 1e-10)
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{
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