Merge remote-tracking branch 'origin/dev' into dev

Tests/test_updates_statistics.cs

@@ -22,7 +22,7 @@ public class StatisticsUpdateTests
         double open = GetRandomDouble();
         double high = open + Math.Abs(GetRandomDouble());
         double low = open - Math.Abs(GetRandomDouble());
-        double close = low + (high - low) * GetRandomDouble();
+        double close = low + ((high - low) * GetRandomDouble());
         return new TBar(DateTime.Now, open, high, low, close, 1000, IsNew);
     }
 

lib/statistics/Hurst.cs

@@ -46,7 +46,6 @@ namespace QuanTAlib;
 ///
 /// Note: Returns a value between 0 and 1
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Hurst : AbstractBase
 {
@@ -184,7 +183,7 @@ public sealed class Hurst : AbstractBase
         double hurst = 0.5; // Default to random walk
         if (numPoints > 1)
         {
-            double slope = (numPoints * sumXY - sumX * sumY) / (numPoints * sumX2 - sumX * sumX);
+            double slope = ((numPoints * sumXY) - (sumX * sumY)) / ((numPoints * sumX2) - (sumX * sumX));
             hurst = Math.Max(0, Math.Min(1, slope)); // Clamp between 0 and 1
         }
 

lib/volatility/Bband.cs

@@ -41,7 +41,6 @@ namespace QuanTAlib;
 ///
 /// Note: Returns three values: upper, middle, and lower bands
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Bband : AbstractBase
 {

lib/volatility/Ccv.cs

@@ -36,7 +36,6 @@ namespace QuanTAlib;
 ///
 /// Note: Returns annualized volatility as a percentage
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Ccv : AbstractBase
 {

lib/volatility/Ce.cs

@@ -38,7 +38,6 @@ namespace QuanTAlib;
 ///
 /// Note: Returns two values: long exit and short exit levels
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Ce : AbstractBase
 {

lib/volatility/Cv.cs

@@ -43,7 +43,6 @@ namespace QuanTAlib;
 ///
 /// Note: Returns annualized volatility as a percentage
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Cv : AbstractBase
 {
@@ -126,7 +125,7 @@ public sealed class Cv : AbstractBase
         }
 
         // Update variance estimate using GARCH(1,1)
-        double variance = _omega + _alpha * squaredReturn + _beta * _prevVariance;
+        double variance = _omega + (_alpha * squaredReturn) + (_beta * _prevVariance);
         _prevVariance = variance;
 
         // Calculate annualized volatility as percentage

lib/volatility/Ewma.cs

@@ -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);

lib/volatility/Fcb.cs

@@ -38,7 +38,6 @@ namespace QuanTAlib;
 ///
 /// Note: Returns three values: upper, middle, and lower bands
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Fcb : AbstractBase
 {
@@ -134,8 +133,8 @@ public sealed class Fcb : AbstractBase
         }
 
         // Apply smoothing to bands
-        _upperBand = _smoothing * _upperEma + (1 - _smoothing) * BarInput.High;
-        _lowerBand = _smoothing * _lowerEma + (1 - _smoothing) * BarInput.Low;
+        _upperBand = (_smoothing * _upperEma) + ((1 - _smoothing) * BarInput.High);
+        _lowerBand = (_smoothing * _lowerEma) + ((1 - _smoothing) * BarInput.Low);
         _middleBand = (_upperBand + _lowerBand) / 2;
 
         IsHot = _index >= WarmupPeriod;

lib/volatility/Gkv.cs

@@ -38,7 +38,6 @@ namespace QuanTAlib;
 ///
 /// Note: Returns annualized volatility as a percentage
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Gkv : AbstractBase
 {
@@ -97,7 +96,7 @@ public sealed class Gkv : AbstractBase
         c = c * c;
 
         // Combine components with optimal weights
-        double component = 0.5 * u - (2 * _ln2 - 1) * c;
+        double component = (0.5 * u) - (((2 * _ln2) - 1) * c);
         _components.Add(component);
 
         // Need enough values for calculation

lib/volatility/Hlv.cs

@@ -37,7 +37,6 @@ namespace QuanTAlib;
 ///
 /// Note: Returns annualized volatility as a percentage
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Hlv : AbstractBase
 {