gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-19 19:18:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

[CodeFactor] Apply fixes to commit 4a01f03

Browse Source
This commit is contained in:
codefactor-io
2026-03-11 03:35:12 +00:00
parent 4a01f03cb4
commit 567fa89465
63 changed files with 293 additions and 302 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/cycles/ccor/Ccor.Validation.Tests.cs
+4 -4
View File
@@ -94,7 +94,7 @@ public class CcorValidationTests
for (int i = 0; i < 200; i++)
{
double val = 100.0 + 10.0 * Math.Sin(2.0 * Math.PI * i / period);
double val = 100.0 + (10.0 * Math.Sin(2.0 * Math.PI * i / period));
ccor.Update(new TValue(DateTime.UtcNow.AddMinutes(i), val), true);
}
@@ -103,7 +103,7 @@ public class CcorValidationTests
$"Sine wave should produce non-trivial phasor: Real={ccor.Real:F4}, Imag={ccor.Imag:F4}");
// R² + I² should be near 1 for a pure tone at the matched frequency
double magnitude = Math.Sqrt(ccor.Real * ccor.Real + ccor.Imag * ccor.Imag);
double magnitude = Math.Sqrt((ccor.Real * ccor.Real) + (ccor.Imag * ccor.Imag));
Assert.True(magnitude > 0.5,
$"Phasor magnitude should be significant for matched sine: {magnitude:F4}");
}
@@ -138,7 +138,7 @@ public class CcorValidationTests
for (int i = 0; i < 200; i++)
{
double val = 100.0 + 10.0 * Math.Sin(2.0 * Math.PI * i / period);
double val = 100.0 + (10.0 * Math.Sin(2.0 * Math.PI * i / period));
ccor.Update(new TValue(DateTime.UtcNow.AddMinutes(i), val), true);
}
@@ -374,7 +374,7 @@ public class CcorValidationTests
for (int i = 0; i < 100; i++)
{
ind.Update(new TValue(t0.AddMinutes(i),
100.0 + 10.0 * Math.Sin(2.0 * Math.PI * i / 20.0)), isNew: true);
100.0 + (10.0 * Math.Sin(2.0 * Math.PI * i / 20.0))), isNew: true);
}
// Anchor bar
lib/cycles/ccor/Ccor.cs
+6 -6
View File
@@ -158,7 +158,7 @@ public sealed class Ccor : AbstractBase
// Phasor angle (degrees) with quadrant resolution
if (imagVal != 0.0)
{
angleVal = 90.0 + Math.Atan(realVal / imagVal) * (180.0 / Math.PI);
angleVal = 90.0 + (Math.Atan(realVal / imagVal) * (180.0 / Math.PI));
}
if (imagVal > 0.0)
{
@@ -342,7 +342,7 @@ public sealed class Ccor : AbstractBase
for (int k = 0; k < n; k++)
{
int idx = ((bufIdx - 1 - k) % period + period) % period;
int idx = (((bufIdx - 1 - k) % period) + period) % period;
double x = priceBuf[idx];
double y = cosTab[k];
sx += x;
@@ -353,8 +353,8 @@ public sealed class Ccor : AbstractBase
}
double nd = n;
double dp = (nd * sxx - sx * sx) * (nd * syy - sy * sy);
realVal = dp > 0.0 ? Math.Clamp((nd * sxy - sx * sy) / Math.Sqrt(dp), -1.0, 1.0) : 0.0;
double dp = ((nd * sxx) - (sx * sx)) * ((nd * syy) - (sy * sy));
realVal = dp > 0.0 ? Math.Clamp(((nd * sxy) - (sx * sy)) / Math.Sqrt(dp), -1.0, 1.0) : 0.0;
}
output[i] = realVal;
@@ -423,13 +423,13 @@ public sealed class Ccor : AbstractBase
}
double nd = n;
double denomProd = (nd * sxx - sx * sx) * (nd * syy - sy * sy);
double denomProd = ((nd * sxx) - (sx * sx)) * ((nd * syy) - (sy * sy));
if (denomProd <= 0.0)
{
return 0.0;
}
double r = (nd * sxy - sx * sy) / Math.Sqrt(denomProd);
double r = ((nd * sxy) - (sx * sy)) / Math.Sqrt(denomProd);
return Math.Clamp(r, -1.0, 1.0);
}
}