Merge branch 'main' of https://github.com/mihakralj/QuanTAlib

lib/channels/hwc/Hwc.cs

@@ -111,7 +111,7 @@ public sealed class Hwc : AbstractBase
         _decayGamma = 1.0 - gamma;
         _multiplier = multiplier;
 
-        int effectivePeriod = Math.Max((int)(2.0 / alpha - 1.0), 1);
+        int effectivePeriod = Math.Max((int)((2.0 / alpha) - 1.0), 1);
         WarmupPeriod = effectivePeriod;
         Name = $"Hwc({alpha:F3},{beta:F3},{gamma:F3},{multiplier:F1})";
         _state = new State(double.NaN, 0, 0, 0, double.NaN, false);
@@ -179,7 +179,7 @@ public sealed class Hwc : AbstractBase
             double prevA = _state.A;
 
             // HWMA: F = α×src + (1−α)×(prevF + prevV + 0.5×prevA)
-            double forecast = prevF + prevV + 0.5 * prevA;
+            double forecast = prevF + prevV + (0.5 * prevA);
             double newF = Math.FusedMultiplyAdd(forecast, _decayAlpha, _alpha * val);
 
             // V = β×(F − prevF) + (1−β)×(prevV + prevA)
@@ -188,7 +188,7 @@ public sealed class Hwc : AbstractBase
             // A = γ×(V − prevV) + (1−γ)×prevA
             double newA = Math.FusedMultiplyAdd(prevA, _decayGamma, _gamma * (newV - prevV));
 
-            result = newF + newV + 0.5 * newA;
+            result = newF + newV + (0.5 * newA);
 
             // Adaptive volatility filter: filt = α×(src − forecast)² + (1−α)×prevFilt
             double err = val - forecast;
@@ -240,7 +240,7 @@ public sealed class Hwc : AbstractBase
 
         for (int i = 0; i < source.Length; i++)
         {
-            Update(new TValue(startTime + i * step.Value, source[i]), isNew: true);
+            Update(new TValue(startTime + (i * step.Value), source[i]), isNew: true);
         }
     }
 
@@ -299,11 +299,11 @@ public sealed class Hwc : AbstractBase
             }
             else
             {
-                double forecast = f + v + 0.5 * a;
+                double forecast = f + v + (0.5 * a);
                 double newF = Math.FusedMultiplyAdd(forecast, dA, alpha * val);
                 double newV = Math.FusedMultiplyAdd(v + a, dB, beta * (newF - f));
                 double newA = Math.FusedMultiplyAdd(a, dG, gamma * (newV - v));
-                result = newF + newV + 0.5 * newA;
+                result = newF + newV + (0.5 * newA);
 
                 double err = val - forecast;
                 filt = Math.FusedMultiplyAdd(err * err, alpha, filt * dA);

lib/channels/hwc/tests/Hwc.Tests.cs

@@ -174,7 +174,7 @@ public sealed class HwcTests
             // Low volatility: small oscillation
             indCalm.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100.0 + Math.Sin(i * 0.1)));
             // High volatility: large oscillation
-            indVolatile.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100.0 + Math.Sin(i * 0.1) * 20));
+            indVolatile.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100.0 + (Math.Sin(i * 0.1) * 20)));
         }
 
         double widthCalm = indCalm.Upper.Value - indCalm.Lower.Value;

lib/momentum/vwmacd/tests/Vwmacd.Tests.cs

@@ -74,7 +74,7 @@ public sealed class VwmacdTests
         var ind = new Vwmacd(fastPeriod: 3, slowPeriod: 5, signalPeriod: 3);
         for (int i = 0; i < 20; i++)
         {
-            var bar = new TBar(DateTime.UtcNow.AddMinutes(i), 100 + i, 105 + i, 95 + i, 101 + i, 1000 + i * 10);
+            var bar = new TBar(DateTime.UtcNow.AddMinutes(i), 100 + i, 105 + i, 95 + i, 101 + i, 1000 + (i * 10));
             ind.Update(bar);
         }
         Assert.True(double.IsFinite(ind.Last.Value));
@@ -116,7 +116,7 @@ public sealed class VwmacdTests
         var ind = new Vwmacd(fastPeriod: 5, slowPeriod: 10, signalPeriod: 3);
         for (int i = 0; i < 30; i++)
         {
-            double price = 100.0 + i * 2;
+            double price = 100.0 + (i * 2);
             var bar = new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 1, price - 1, price, 10000);
             ind.Update(bar);
         }
@@ -130,7 +130,7 @@ public sealed class VwmacdTests
         var ind = new Vwmacd(fastPeriod: 5, slowPeriod: 10, signalPeriod: 3);
         for (int i = 0; i < 30; i++)
         {
-            double price = 200.0 - i * 2;
+            double price = 200.0 - (i * 2);
             var bar = new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 1, price - 1, price, 10000);
             ind.Update(bar);
         }
@@ -326,7 +326,7 @@ public sealed class VwmacdTests
             // ind1: uniform volume
             ind1.Update(new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 1, price - 1, price, 1000));
             // ind2: high volume on latter bars (accelerating weight)
-            ind2.Update(new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 1, price - 1, price, 1000 + i * 500));
+            ind2.Update(new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 1, price - 1, price, 1000 + (i * 500)));
         }
 
         // Both should be finite; values may differ due to volume weighting

lib/oscillators/bw_mfi/tests/BwMfi.Validation.Tests.cs

@@ -46,8 +46,8 @@ public sealed class BwMfiValidationTests
         double range1 = mfi1 * vol1;
         double range2 = mfi2 * vol2;
 
-        m.Update(new TBar(t, 100, 100 + range1 / 2, 100 - range1 / 2, 100, vol1));
+        m.Update(new TBar(t, 100, 100 + (range1 / 2), 100 - (range1 / 2), 100, vol1));
-        m.Update(new TBar(t.AddMinutes(1), 100, 100 + range2 / 2, 100 - range2 / 2, 100, vol2));
+        m.Update(new TBar(t.AddMinutes(1), 100, 100 + (range2 / 2), 100 - (range2 / 2), 100, vol2));
 
         Assert.Equal(expectedZone, m.Zone);
     }

lib/reversals/atrstop/Atrstop.cs

@@ -173,13 +173,13 @@ public sealed class Atrstop : ITValuePublisher
             double upperEval, lowerEval;
             if (_useHighLow)
             {
-                upperEval = high + _multiplier * atrValue;
+                upperEval = high + (_multiplier * atrValue);
-                lowerEval = low - _multiplier * atrValue;
+                lowerEval = low - (_multiplier * atrValue);
             }
             else
             {
-                upperEval = close + _multiplier * atrValue;
+                upperEval = close + (_multiplier * atrValue);
-                lowerEval = close - _multiplier * atrValue;
+                lowerEval = close - (_multiplier * atrValue);
             }
 
             // Initialize bands on first hot bar

lib/statistics/convexity/tests/Convexity.Quantower.Tests.cs

@@ -57,7 +57,7 @@ public sealed class ConvexityIndicatorTests
         {
             ind.HistoricalData.AddBar(
                 DateTime.UtcNow.AddMinutes(i),
-                100 + i * 0.5, 101 + i * 0.5, 99 + i * 0.5, 100.5 + i * 0.5, 1000);
+                100 + (i * 0.5), 101 + (i * 0.5), 99 + (i * 0.5), 100.5 + (i * 0.5), 1000);
         }
 
         ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));

lib/statistics/convexity/tests/Convexity.Tests.cs

@@ -93,10 +93,10 @@ public sealed class ConvexityTests
         for (int i = 1; i <= period; i++)
         {
             double sign = (i % 2 == 0) ? 1 : -1;
-            double magnitude = 0.01 + rng.NextDouble() * 0.03;
+            double magnitude = 0.01 + (rng.NextDouble() * 0.03);
             double mktReturn = sign * magnitude;
             mkt *= (1 + mktReturn);
-            ast *= (1 + 2 * mktReturn); // exactly 2x market return
+            ast *= (1 + (2 * mktReturn)); // exactly 2x market return
             c.Update(ast, mkt);
         }
 
@@ -123,7 +123,7 @@ public sealed class ConvexityTests
         for (int i = 1; i <= period; i++)
         {
             double sign = (i % 2 == 0) ? 1 : -1;
-            double magnitude = 0.01 + rng.NextDouble() * 0.03; // 1%-4% varying
+            double magnitude = 0.01 + (rng.NextDouble() * 0.03); // 1%-4% varying
             double mktReturn = sign * magnitude;
             double astReturn;
             if (mktReturn > 0)
@@ -157,8 +157,8 @@ public sealed class ConvexityTests
         c.Update(100.0, 100.0);
         for (int i = 0; i < 50; i++)
         {
-            double ast = 100.0 + rng.NextDouble() * 20 - 10;
+            double ast = 100.0 + (rng.NextDouble() * 20) - 10;
-            double mkt = 100.0 + rng.NextDouble() * 20 - 10;
+            double mkt = 100.0 + (rng.NextDouble() * 20) - 10;
             c.Update(ast, mkt);
             Assert.True(c.ConvexityValue >= 0, $"Convexity must be ≥ 0, got {c.ConvexityValue} at i={i}");
         }
@@ -179,8 +179,8 @@ public sealed class ConvexityTests
         for (int i = 1; i <= period + 5; i++)
         {
             double sign = (i % 2 == 0) ? 1 : -1;
-            double magnitude = 0.005 + rng.NextDouble() * 0.02;
+            double magnitude = 0.005 + (rng.NextDouble() * 0.02);
-            price *= (1 + sign * magnitude);
+            price *= (1 + (sign * magnitude));
             c.Update(price, price);
         }
 
@@ -296,9 +296,9 @@ public sealed class ConvexityTests
         for (int i = 0; i < 10; i++)
         {
             double sign = (i % 2 == 0) ? 1 : -1;
-            double magnitude = 0.005 + rng.NextDouble() * 0.02;
+            double magnitude = 0.005 + (rng.NextDouble() * 0.02);
-            ast *= (1 + sign * magnitude * 1.5);
+            ast *= (1 + (sign * magnitude * 1.5));
-            mkt *= (1 + sign * magnitude);
+            mkt *= (1 + (sign * magnitude));
             assetSeries.Add(new TValue(i, ast));
             marketSeries.Add(new TValue(i, mkt));
         }
@@ -394,7 +394,7 @@ public sealed class ConvexityTests
         for (int i = 1; i <= period; i++)
         {
             double sign = (i % 2 == 0) ? 1 : -1;
-            double magnitude = 0.01 + rng.NextDouble() * 0.03;
+            double magnitude = 0.01 + (rng.NextDouble() * 0.03);
             double mktRet = sign * magnitude;
             mkt *= (1 + mktRet);
             ast *= (1 - mktRet); // inverse
@@ -440,8 +440,8 @@ public sealed class ConvexityTests
 
         for (int i = 0; i < 1000; i++)
         {
-            ast *= (1 + (rng.NextDouble() - 0.5) * 0.04);
+            ast *= (1 + ((rng.NextDouble() - 0.5) * 0.04));
-            mkt *= (1 + (rng.NextDouble() - 0.5) * 0.02);
+            mkt *= (1 + ((rng.NextDouble() - 0.5) * 0.02));
             c.Update(ast, mkt);
 
             Assert.True(double.IsFinite(c.ConvexityValue), $"ConvexityValue not finite at i={i}");