[CodeFactor] Apply fixes

This commit is contained in:
codefactor-io
2024-11-03 23:59:03 +00:00
parent 16e5a9a392
commit 2b62aaad6c
10 changed files with 8 additions and 17 deletions
+1 -2
View File
@@ -41,7 +41,6 @@ namespace QuanTAlib;
///
/// Note: Returns annualized volatility as a percentage
/// </remarks>
[SkipLocalsInit]
public sealed class Ewma : AbstractBase
{
@@ -121,7 +120,7 @@ public sealed class Ewma : AbstractBase
}
// Update EWMA
_ewma = _lambda * _ewma + (1 - _lambda) * squaredReturn;
_ewma = (_lambda * _ewma) + ((1 - _lambda) * squaredReturn);
// Calculate volatility
double volatility = Math.Sqrt(_ewma);