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https://github.com/mihakralj/QuanTAlib.git
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[CodeFactor] Apply fixes to commit 4a01f03
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@@ -133,7 +133,7 @@ public sealed class HtSineValidationTests : IDisposable
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for (int i = 0; i < 100; i++)
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{
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ind.Update(new TValue(t0.AddMinutes(i),
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100.0 + 10.0 * Math.Sin(2.0 * Math.PI * i / 20.0)), isNew: true);
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100.0 + (10.0 * Math.Sin(2.0 * Math.PI * i / 20.0))), isNew: true);
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}
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// Anchor bar
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@@ -161,8 +161,8 @@ public sealed class HtSine : AbstractBase
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double input1 = buffer[KEY_Q1];
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DoHilbertTransform(buffer, KEY_JQ, input1, true, hilbertIdx, adjustedPrevPeriod);
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q2 = 0.2 * (buffer[KEY_Q1] + buffer[KEY_JI]) + 0.8 * prevQ2;
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i2 = 0.2 * (i1ForOddPrev3 - buffer[KEY_JQ]) + 0.8 * prevI2;
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q2 = (0.2 * (buffer[KEY_Q1] + buffer[KEY_JI])) + (0.8 * prevQ2);
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i2 = (0.2 * (i1ForOddPrev3 - buffer[KEY_JQ])) + (0.8 * prevI2);
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// The variable I1 is the detrender delayed for 3 price bars.
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i1ForEvenPrev3 = i1ForEvenPrev2;
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@@ -187,8 +187,8 @@ public sealed class HtSine : AbstractBase
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hilbertIdx = 0;
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}
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q2 = 0.2 * (buffer[KEY_Q1] + buffer[KEY_JI]) + 0.8 * prevQ2;
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i2 = 0.2 * (i1ForEvenPrev3 - buffer[KEY_JQ]) + 0.8 * prevI2;
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q2 = (0.2 * (buffer[KEY_Q1] + buffer[KEY_JI])) + (0.8 * prevQ2);
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i2 = (0.2 * (i1ForEvenPrev3 - buffer[KEY_JQ])) + (0.8 * prevI2);
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// The variable i1 is the detrender delayed for 3 price bars.
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i1ForOddPrev3 = i1ForOddPrev2;
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@@ -199,8 +199,8 @@ public sealed class HtSine : AbstractBase
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private static void CalcSmoothedPeriod(
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ref double re, double i2, double q2, ref double prevI2, ref double prevQ2, ref double im, ref double period)
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{
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re = Math.FusedMultiplyAdd(0.2, i2 * prevI2 + q2 * prevQ2, 0.8 * re);
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im = Math.FusedMultiplyAdd(0.2, i2 * prevQ2 - q2 * prevI2, 0.8 * im);
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re = Math.FusedMultiplyAdd(0.2, (i2 * prevI2) + (q2 * prevQ2), 0.8 * re);
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im = Math.FusedMultiplyAdd(0.2, (i2 * prevQ2) - (q2 * prevI2), 0.8 * im);
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prevQ2 = q2;
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prevI2 = i2;
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@@ -373,7 +373,7 @@ public sealed class HtSine : AbstractBase
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}
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// Calculate smoothed price using WMA
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double adjustedPrevPeriod = 0.075 * s.Period + 0.54;
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double adjustedPrevPeriod = (0.075 * s.Period) + 0.54;
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s.PeriodWMASub += price;
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s.PeriodWMASub -= s.TrailingWMAValue;
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