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style: format code with dotnet-format

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This commit fixes the style issues introduced in ed45c9e according to the output
from dotnet-format.

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This commit is contained in:
deepsource-autofix[bot]
2024-10-06 07:24:57 +00:00
committed by GitHub
parent ed45c9e5b8
commit 40842ba5fc
116 changed files with 1773 additions and 2748 deletions
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archive/.refactoring/base.cs
+35 -50
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@@ -3,45 +3,44 @@ using System;
public readonly record struct TValue(DateTime Time, double Value, bool IsNew = true, bool IsHot = true)
{
public DateTime Time { get; init; } = Time;
public double Value { get; init; } = Value;
public bool IsNew { get; init; } = IsNew;
public bool IsHot { get; init; } = IsHot;
public double Value { get; init; } = Value;
public bool IsNew { get; init; } = IsNew;
public bool IsHot { get; init; } = IsHot;
public TValue() : this(DateTime.UtcNow, 0) { }
public TValue(double value) : this(DateTime.UtcNow, value) { }
public TValue((DateTime time, double value) tuple) : this(tuple.time, tuple.value) { }
public TValue() : this(DateTime.UtcNow, 0) { }
public TValue(double value) : this(DateTime.UtcNow, value) { }
public TValue((DateTime time, double value) tuple) : this(tuple.time, tuple.value) { }
public static implicit operator double(TValue tv) => tv.Value;
public static implicit operator DateTime(TValue tv) => tv.Time;
public static implicit operator TValue(double value) => new TValue(DateTime.UtcNow, value);
public static implicit operator double(TValue tv) => tv.Value;
public static implicit operator DateTime(TValue tv) => tv.Time;
public static implicit operator TValue(double value) => new TValue(DateTime.UtcNow, value);
public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}: {Value:F2}]";
public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}: {Value:F2}]";
}
public readonly record struct TBar(DateTime Time, double Open, double High, double Low, double Close, double Volume, bool IsNew = true)
{
public DateTime Time { get; init; } = Time;
public double Open { get; init; } = Open;
public double High { get; init; } = High;
public double Low { get; init; } = Low;
public double Close { get; init; } = Close;
public double Volume { get; init; } = Volume;
public bool IsNew { get; init; } = IsNew;
public double Open { get; init; } = Open;
public double High { get; init; } = High;
public double Low { get; init; } = Low;
public double Close { get; init; } = Close;
public double Volume { get; init; } = Volume;
public bool IsNew { get; init; } = IsNew;
public TBar() : this(DateTime.UtcNow, 0, 0, 0, 0, 0) { }
public TBar(double open, double high, double low, double close, double volume) : this(DateTime.UtcNow, open, high, low, close, volume) { }
public TBar((DateTime time, double open, double high, double low, double close, double volume) tuple) : this(tuple.time, tuple.open, tuple.high, tuple.low, tuple.close, tuple.volume) { }
public TBar() : this(DateTime.UtcNow, 0, 0, 0, 0, 0) { }
public TBar(double open, double high, double low, double close, double volume) : this(DateTime.UtcNow, open, high, low, close, volume) { }
public TBar((DateTime time, double open, double high, double low, double close, double volume) tuple) : this(tuple.time, tuple.open, tuple.high, tuple.low, tuple.close, tuple.volume) { }
public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}: O={Open:F2}, H={High:F2}, L={Low:F2}, C={Close:F2}, V={Volume:F2}]";
public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}: O={Open:F2}, H={High:F2}, L={Low:F2}, C={Close:F2}, V={Volume:F2}]";
}
/////////////////////
///
/////////////////////
public class GBM_Feed
{
public class GBM_Feed {
private readonly double _mu;
private readonly double _sigma;
private readonly Random _random;
@@ -49,8 +48,7 @@ public class GBM_Feed
private double _lastHigh;
private double _lastLow;
public GBM_Feed(double initialPrice, double mu, double sigma)
{
public GBM_Feed(double initialPrice, double mu, double sigma) {
_lastClose = initialPrice;
_lastHigh = initialPrice;
_lastLow = initialPrice;
@@ -59,8 +57,7 @@ public class GBM_Feed
_random = Random.Shared;
}
public TBar Generate(bool IsNew = true)
{
public TBar Generate(bool IsNew = true) {
DateTime time = DateTime.UtcNow;
double dt = 1.0 / 252; // Assuming daily steps in a trading year of 252 days
double drift = (_mu - 0.5 * _sigma * _sigma) * dt;
@@ -72,13 +69,10 @@ public class GBM_Feed
double low = Math.Min(open, newClose) * (1 - _random.NextDouble() * 0.01);
double volume = 1000 + _random.NextDouble() * 1000; // Random volume between 1000 and 2000
if (!IsNew)
{
if (!IsNew) {
high = Math.Max(_lastHigh, high);
low = Math.Min(_lastLow, low);
}
else
{
} else {
_lastClose = newClose;
}
@@ -88,8 +82,7 @@ public class GBM_Feed
return new TBar(time, open, high, low, newClose, volume, IsNew);
}
private double NormalRandom()
{
private double NormalRandom() {
// Box-Muller transform to generate standard normal random variable
double u1 = 1.0 - _random.NextDouble(); // Uniform(0,1] random doubles
double u2 = 1.0 - _random.NextDouble();
@@ -102,8 +95,7 @@ public class GBM_Feed
/// ////////////////
/// </summary>
public class EMA
{
public class EMA {
private double lastEma, lastEmaCandidate, k;
private int period, i;
public TValue Value { get; private set; }
@@ -113,8 +105,7 @@ public class EMA
Init(period);
}
public void Init(int period)
{
public void Init(int period) {
this.period = period;
this.k = 2.0 / (period + 1);
this.lastEma = this.lastEmaCandidate = double.NaN;
@@ -130,7 +121,7 @@ public class EMA
i++;
}
double kk = (i<period)?(2.0/(i+1)):k;
double kk = (i < period) ? (2.0 / (i + 1)) : k;
ema = lastEma + kk * (input.Value - lastEma);
lastEmaCandidate = ema;
@@ -143,21 +134,18 @@ public class EMA
/////////////////
///
public class SMA
{
public class SMA {
private CircularBuffer<double> buffer;
private int period;
private double sum;
public TValue Value { get; private set; }
public bool IsHot { get; private set; }
public SMA(int period)
{
public SMA(int period) {
Init(period);
}
public void Init(int period)
{
public void Init(int period) {
this.period = period;
this.buffer = new CircularBuffer<double>(period);
this.sum = 0;
@@ -165,10 +153,8 @@ public class SMA
this.Value = default;
}
public TValue Update(TValue input, bool IsNew = true)
{
if (IsNew)
{
public TValue Update(TValue input, bool IsNew = true) {
if (IsNew) {
if (buffer.Count == period) {
sum -= buffer[0];
}
@@ -197,8 +183,7 @@ public class SMA
/////////////////////
public class CircularBuffer<double>
{
public class CircularBuffer<double> {
private double[] _buffer;
private int _start;
private int _size;