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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.

Details: None
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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lib/volatility/Realized.cs
+22 -11
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@@ -9,7 +9,8 @@ namespace QuanTAlib;
/// both annualized and non-annualized volatility measures. The calculation uses a rolling
/// sum of squared returns for efficiency and assumes 252 trading days in a year for annualization.
/// </remarks>
public class Realized : AbstractBase {
public class Realized : AbstractBase
{
private readonly int Period;
private readonly bool IsAnnualized;
private readonly CircularBuffer _returns;
@@ -24,8 +25,10 @@ public class Realized : AbstractBase {
/// <exception cref="ArgumentOutOfRangeException">
/// Thrown when period is less than 2.
/// </exception>
public Realized(int period, bool isAnnualized = true) : base() {
if (period < 2) {
public Realized(int period, bool isAnnualized = true) : base()
{
if (period < 2)
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2.");
}
Period = period;
@@ -39,7 +42,8 @@ public class Realized : AbstractBase {
/// <summary>
/// Initializes the Realized instance by clearing buffers and resetting calculation variables.
/// </summary>
public override void Init() {
public override void Init()
{
base.Init();
_returns.Clear();
_previousClose = 0;
@@ -50,8 +54,10 @@ public class Realized : AbstractBase {
/// Manages the state of the Realized instance based on whether a new value is being processed.
/// </summary>
/// <param name="isNew">Indicates whether the current input is a new value.</param>
protected override void ManageState(bool isNew) {
if (isNew) {
protected override void ManageState(bool isNew)
{
if (isNew)
{
_lastValidValue = Input.Value;
_index++;
}
@@ -72,14 +78,17 @@ public class Realized : AbstractBase {
/// 5. If annualized, multiply by the square root of 252 (assumed trading days in a year).
/// The method returns 0 until enough data points are available for the calculation.
/// </remarks>
protected override double Calculation() {
protected override double Calculation()
{
ManageState(Input.IsNew);
double volatility = 0;
if (_previousClose != 0) {
if (_previousClose != 0)
{
double logReturn = Math.Log(Input.Value / _previousClose);
if (_returns.Count == Period) {
if (_returns.Count == Period)
{
// Remove the oldest squared return from the sum
_sumSquaredReturns -= Math.Pow(_returns[0], 2);
}
@@ -87,11 +96,13 @@ public class Realized : AbstractBase {
_returns.Add(logReturn, Input.IsNew);
_sumSquaredReturns += Math.Pow(logReturn, 2);
if (_returns.Count == Period) {
if (_returns.Count == Period)
{
double variance = _sumSquaredReturns / Period;
volatility = Math.Sqrt(variance);
if (IsAnnualized) {
if (IsAnnualized)
{
// Assuming 252 trading days in a year. Adjust as needed.
volatility *= Math.Sqrt(252);
}