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[CodeFactor] Apply fixes to commit 4a01f03

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codefactor-io
2026-03-11 03:35:12 +00:00
parent 4a01f03cb4
commit 567fa89465
63 changed files with 293 additions and 302 deletions
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lib/dynamics/ttm_squeeze/TtmSqueeze.cs
+12 -13
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@@ -210,8 +210,8 @@ public sealed class TtmSqueeze : ITValuePublisher
// Precompute linear regression constants
_sumX = 0.5 * momPeriod * (momPeriod - 1);
double sumX2 = (momPeriod - 1.0) * momPeriod * (2.0 * momPeriod - 1.0) / 6.0;
_denominator = momPeriod * sumX2 - _sumX * _sumX;
double sumX2 = (momPeriod - 1.0) * momPeriod * ((2.0 * momPeriod) - 1.0) / 6.0;
_denominator = (momPeriod * sumX2) - (_sumX * _sumX);
Reset();
}
@@ -328,11 +328,11 @@ public sealed class TtmSqueeze : ITValuePublisher
double bbCount = Math.Min(_barCount, _bbPeriod);
double bbMean = bbCount > 0 ? _priceSum / bbCount : close;
double bbVariance = bbCount > 1 ? (_priceSumSquares - _priceSum * _priceSum / bbCount) / bbCount : 0;
double bbVariance = bbCount > 1 ? (_priceSumSquares - (_priceSum * _priceSum / bbCount)) / bbCount : 0;
double bbStdDev = Math.Sqrt(Math.Max(0, bbVariance));
double bbUpper = bbMean + _bbMult * bbStdDev;
double bbLower = bbMean - _bbMult * bbStdDev;
double bbUpper = bbMean + (_bbMult * bbStdDev);
double bbLower = bbMean - (_bbMult * bbStdDev);
// === Keltner Channel Calculation ===
// EMA with warmup compensation
@@ -354,8 +354,8 @@ public sealed class TtmSqueeze : ITValuePublisher
_atrE = Math.FusedMultiplyAdd(_atrE, 1 - atrAlpha, 0);
double atr = _atrE < 1.0 ? _atrRma / (1.0 - _atrE) : _atrRma;
double kcUpper = kcMid + _kcMult * atr;
double kcLower = kcMid - _kcMult * atr;
double kcUpper = kcMid + (_kcMult * atr);
double kcLower = kcMid - (_kcMult * atr);
// === Squeeze Detection ===
bool wasSqueezeOn = _prevSqueezeOn;
@@ -380,7 +380,7 @@ public sealed class TtmSqueeze : ITValuePublisher
{
double oldest = _momentumBuffer[0];
double prevSumY = _momentumSumY;
_momentumSumXY = _momentumSumXY + prevSumY - _momPeriod * oldest;
_momentumSumXY = _momentumSumXY + prevSumY - (_momPeriod * oldest);
_momentumSumY -= oldest;
}
_momentumBuffer.Add(deviation);
@@ -411,8 +411,8 @@ public sealed class TtmSqueeze : ITValuePublisher
if (momCount < _momPeriod)
{
sx = 0.5 * n * (n - 1);
double sx2 = (n - 1.0) * n * (2.0 * n - 1.0) / 6.0;
denom = n * sx2 - sx * sx;
double sx2 = (n - 1.0) * n * ((2.0 * n) - 1.0) / 6.0;
denom = (n * sx2) - (sx * sx);
}
else
{
@@ -426,8 +426,8 @@ public sealed class TtmSqueeze : ITValuePublisher
}
else
{
double slope = (n * _momentumSumXY - sx * _momentumSumY) / denom;
double intercept = (_momentumSumY - slope * sx) / n;
double slope = ((n * _momentumSumXY) - (sx * _momentumSumY)) / denom;
double intercept = (_momentumSumY - (slope * sx)) / n;
// Regression value at current point (x = count - 1)
momentum = Math.FusedMultiplyAdd(slope, n - 1, intercept);
}
@@ -561,5 +561,4 @@ public sealed class TtmSqueeze : ITValuePublisher
_lowBuffer.Restore();
_momentumBuffer.Restore();
}
}