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https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-25 05:48:06 +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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@@ -49,7 +49,7 @@ public class BesselIndicator : Indicator, IWatchlistIndicator
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protected override void OnUpdate(UpdateArgs args)
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{
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var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
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TValue result = _filter!.Update(new TValue(item.TimeLeft.Ticks, _priceSelector!(item)), isNew: args.IsNewBar());
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Series!.SetValue(result.Value, _filter.IsHot, ShowColdValues);
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@@ -12,7 +12,7 @@ public class BesselTests
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var bessel = new Bessel(2);
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Assert.NotNull(bessel);
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var bessel14 = new Bessel(14);
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Assert.NotNull(bessel14);
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}
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@@ -9,7 +9,7 @@ namespace QuanTAlib;
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/// <remarks>
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/// Bessel filter is a 2nd-order IIR low-pass filter with maximally flat group delay,
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/// adapted from John Ehlers' work for financial time series.
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///
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///
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/// Coefficients for a given length L:
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/// a = exp(-PI / L)
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/// b = 2 * a * cos(1.738 * PI / L)
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