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codacy 1

lib/averages/Alma.cs

@@ -22,8 +22,8 @@ public class Alma : AbstractBase
     private readonly int _period;
     private readonly double _offset;
     private readonly double _sigma;
-    private CircularBuffer? _buffer;
-    private CircularBuffer? _weight;
+    private readonly CircularBuffer? _buffer;
+    private readonly CircularBuffer? _weight;
     private double _norm;
 
     /// <param name="period">The number of data points used in the ALMA calculation.</param>
@@ -41,6 +41,8 @@ public class Alma : AbstractBase
         _sigma = sigma;
         WarmupPeriod = period;
         Name = "Alma";
+        _buffer = new CircularBuffer(_period);
+        _weight = new CircularBuffer(_period);
         Init();
     }
 
@@ -57,8 +59,6 @@ public class Alma : AbstractBase
     public override void Init()
     {
         base.Init();
-        _buffer = new CircularBuffer(_period);
-        _weight = new CircularBuffer(_period);
         _norm = 0;
     }
 

lib/averages/Convolution.cs

@@ -4,8 +4,8 @@ public class Convolution : AbstractBase
 {
     private readonly double[] _kernel;
     private readonly int _kernelSize;
-    private CircularBuffer _buffer;
-    private double[] _normalizedKernel;
+    private readonly CircularBuffer _buffer;
+    private readonly double[] _normalizedKernel;
 
     public Convolution(double[] kernel)
     {

lib/averages/Dsma.cs

@@ -28,7 +28,7 @@ public class Dsma : AbstractBase
 {
     private readonly int _period;
     private readonly CircularBuffer _buffer;
-    private readonly double _a1, _b1, _c1, _c2, _c3;
+    private readonly double _c1, _c2, _c3;
     private double _lastDsma, _p_lastDsma;
     private double _filt, _filt1, _filt2, _zeros, _zeros1;
     private double _p_filt, _p_filt1, _p_filt2, _p_zeros, _p_zeros1;
@@ -49,8 +49,8 @@ public class Dsma : AbstractBase
         _buffer = new CircularBuffer(period);
 
         // SuperSmoother filter coefficients
-        _a1 = Math.Exp(-1.414 * Math.PI / (0.5 * period));
-        _b1 = 2 * _a1 * Math.Cos(1.414 * Math.PI / (0.5 * period));
+        double _a1 = Math.Exp(-1.414 * Math.PI / (0.5 * period));
+        double _b1 = 2 * _a1 * Math.Cos(1.414 * Math.PI / (0.5 * period));
         _c2 = _b1;
         _c3 = -_a1 * _a1;
         _c1 = 1 - _c2 - _c3;

lib/averages/Ema.cs

@@ -30,10 +30,12 @@ public class Ema : AbstractBase
     // inherited _index
     // inherited _value
     private readonly int _period;
-    private CircularBuffer _sma;
+    private readonly CircularBuffer _sma;
     private double _lastEma, _p_lastEma;
-    private double _k, _e, _p_e;
-    private bool _isInit, _p_isInit, _useSma;
+    private double _e, _p_e;
+    private readonly double _k;
+    private bool _isInit, _p_isInit;
+    private readonly bool _useSma;
 
     public Ema(int period, bool useSma = true)
     {
@@ -50,13 +52,14 @@ public class Ema : AbstractBase
         Init();
     }
 
-    public Ema(double alpha) : base()
+    public Ema(double alpha)
     {
         _k = alpha;
         _useSma = false;
         _sma = new(1);
         _period = 1;
         WarmupPeriod = (int)Math.Ceiling(Math.Log(0.05) / Math.Log(1 - _k)); //95th percentile
+        _sma = new(_period);
         Init();
     }
 
@@ -74,7 +77,6 @@ public class Ema : AbstractBase
         _lastEma = 0;
         _isInit = false;
         _p_isInit = false;
-        _sma = new(_period);
     }
 
     protected override void ManageState(bool isNew)

lib/averages/Frama.cs

@@ -6,14 +6,20 @@ namespace QuanTAlib
     {
         private readonly int _period;
         private readonly double _fc;
-        private CircularBuffer _buffer;
+        private readonly CircularBuffer _buffer;
         private double _lastFrama;
         private double _prevLastFrama;
 
         public Frama(int period, double fc = 0.5)
         {
             if (period < 2)
+            {
                 throw new ArgumentException("Period must be at least 2", nameof(period));
+            }
+            if (fc <= 0 || fc >= 1)
+            {
+                throw new ArgumentException("Fc must be between 0 and 1", nameof(fc));
+            }
 
             _period = period;
             _fc = fc;
@@ -78,11 +84,11 @@ namespace QuanTAlib
             }
 
             double n1 = (hh - ll) / _period;
-            double n2 = (hh1 - ll1 + hh2 - ll2) / (_period / 2);
+            double n2 = (hh1 - ll1 + hh2 - ll2) / half;
 
-            double d = (Math.Log(n2 + double.Epsilon) - Math.Log(n1 + double.Epsilon)) / Math.Log(2);
+            double d = (Math.Log(n1 + double.Epsilon) - Math.Log(n2 + double.Epsilon)) / Math.Log(2);
 
-            double alpha = Math.Exp(-4.6 * (d - 1));
+            double alpha = Math.Exp(-4.6 * (d - 1) * _fc);
             alpha = Math.Max(Math.Min(alpha, 1), 0.01);  // Ensure alpha is between 0.01 and 1
 
             _lastFrama = alpha * (Input.Value - _lastFrama) + _lastFrama;

lib/averages/Htit.cs

@@ -1,7 +1,7 @@
 //not working yet
 //TODO consistency test
 
-using QuanTAlib;
+namespace QuanTAlib;
 
 public class Htit : AbstractBase
 {
@@ -18,8 +18,8 @@ public class Htit : AbstractBase
     private readonly CircularBuffer _sdBuffer = new(2);
     private readonly CircularBuffer _itBuffer = new(4);
 
-    private double _lastPd = 0;
-    private double _p_lastPd = 0;
+    private double _lastPd;
+    private double _p_lastPd;
 
     public Htit()
     {

lib/averages/Jma.cs

@@ -1,14 +1,12 @@
-using QuanTAlib;
+namespace QuanTAlib;
 //TODO consistency test
 public class Jma : AbstractBase
 {
-    public readonly int Period;
+    private readonly int Period;
     private readonly double _phase;
-    private readonly int _vshort, _vlong;
-    private CircularBuffer _values;
-    private CircularBuffer _voltyShort;
-    private CircularBuffer _vsumBuff;
-    private CircularBuffer _avoltyBuff;
+    private readonly CircularBuffer _values;
+    private readonly CircularBuffer _voltyShort;
+    private readonly CircularBuffer _vsumBuff;
 
     private double _beta, _len1, _pow1;
     private double _upperBand, _lowerBand, _prevMa1, _prevDet0, _prevDet1, _prevJma;
@@ -21,17 +19,16 @@ public class Jma : AbstractBase
             throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
         }
         Period = period;
-        _vshort = vshort;
-        _vlong = 65;
+        int _vshort = vshort;
+        int _vlong = 65;
         _phase = Math.Clamp((phase * 0.01) + 1.5, 0.5, 2.5);
 
         _values = new CircularBuffer(period);
-        _voltyShort = new CircularBuffer(vshort);
+        _voltyShort = new CircularBuffer(_vshort);
         _vsumBuff = new CircularBuffer(_vlong);
-        _avoltyBuff = new CircularBuffer(2);
 
         Name = "JMA";
-        WarmupPeriod = period * 2;
+        WarmupPeriod = 65;
         Init();
     }
 
@@ -42,9 +39,6 @@ public class Jma : AbstractBase
         _beta = 0.45 * (Period - 1) / (0.45 * (Period - 1) + 2);
         _len1 = Math.Max((Math.Log(Math.Sqrt(Period - 1)) / Math.Log(2.0)) + 2.0, 0);
         _pow1 = Math.Max(_len1 - 2.0, 0.5);
-        _avoltyBuff.Clear();
-        _avoltyBuff.Add(0, true);
-        _avoltyBuff.Add(0, true);
         base.Init();
     }
 
@@ -97,9 +91,9 @@ public class Jma : AbstractBase
         double vsum = _vsumBuff.Newest() + 0.1 * (volty - _voltyShort.Oldest());
         _vsumBuff.Add(vsum, Input.IsNew);
 
-        double prevAvolty = _avoltyBuff.Newest();
-        double avolty = prevAvolty + 2.0 / (Math.Max(4.0 * Period, 30) + 1.0) * (vsum - prevAvolty);
-        _avoltyBuff.Add(avolty, Input.IsNew);
+        double avolty = 0;
+        for (int i = 0; i < _vsumBuff.Count; i++) { avolty += _vsumBuff[i]; }
+        avolty /= _vsumBuff.Count;
 
         double dVolty = (avolty > 0) ? volty / avolty : 0;
         dVolty = Math.Min(Math.Max(dVolty, 1.0), Math.Pow(_len1, 1.0 / _pow1));

lib/averages/Kama.cs

@@ -6,7 +6,7 @@ public class Kama : AbstractBase
 {
     private readonly int _period;
     private readonly double _scFast, _scSlow;
-    private CircularBuffer? _buffer;
+    private readonly CircularBuffer? _buffer;
     private double _lastKama, _p_lastKama;
 
     public Kama(int period, int fast = 2, int slow = 30)
@@ -20,6 +20,7 @@ public class Kama : AbstractBase
         _scSlow = 2.0 / (slow + 1);
         WarmupPeriod = period;
         Name = $"Kama({_period}, {fast}, {slow})";
+        _buffer = new CircularBuffer(_period + 1);
         Init();
     }
 
@@ -32,7 +33,7 @@ public class Kama : AbstractBase
     public override void Init()
     {
         base.Init();
-        _buffer = new CircularBuffer(_period + 1);
+
         _lastKama = 0;
     }
 

lib/averages/Ltma.cs

@@ -10,10 +10,12 @@ public class Ltma : AbstractBase
 
     public double Gamma => _gamma;
 
-    public Ltma(double gamma = 0.1) 
+    public Ltma(double gamma = 0.1)
     {
         if (gamma < 0 || gamma > 1)
+        {
             throw new ArgumentOutOfRangeException(nameof(gamma), "Gamma must be between 0 and 1.");
+        }
         _gamma = gamma;
         Name = $"Laguerre({gamma:F2})";
         WarmupPeriod = 4; // Minimum number of samples needed

lib/averages/Maaf.cs

@@ -8,12 +8,13 @@ public class Maaf : AbstractBase
 {
     private readonly CircularBuffer _priceBuffer;
     private readonly CircularBuffer _smoothBuffer;
-    private double _prevFilter, _prevValue2, _threshold;
+    private double _prevFilter, _prevValue2;
+    private readonly double _threshold;
     private double _p_prevFilter, _p_prevValue2;
 
     private readonly int _period;
 
-    public Maaf(int Period = 39, double Threshold = 0.002) 
+    public Maaf(int Period = 39, double Threshold = 0.002)
     {
         _period = Period;
         _threshold = Threshold;
@@ -94,7 +95,10 @@ public class Maaf : AbstractBase
             length -= 2;
         }
 
-        if (length < 3) length = 3;
+        if (length < 3)
+        {
+            length = 3;
+        }
 
         double finalAlpha = 2.0 / (length + 1);
         double filter = finalAlpha * (smooth - _prevFilter) + _prevFilter;

lib/averages/Mama.cs

@@ -1,17 +1,17 @@
-using QuanTAlib;
-using System;
+namespace QuanTAlib;
+
 
 public class Mama : AbstractBase
 {
     private readonly double _fastLimit, _slowLimit;
-    private CircularBuffer _pr, _sm, _dt, _i1, _q1, _i2, _q2, _re, _im, _pd, _ph;
+    private readonly CircularBuffer _pr, _sm, _dt, _i1, _q1, _i2, _q2, _re, _im, _pd, _ph;
     private double _mama, _fama;
     private double _prevMama, _prevFama, _sumPr;
     private double _p_prevMama, _p_prevFama, _p_sumPr;
 
     public TValue Fama { get; private set; }
 
-    public Mama(double fastLimit = 0.5, double slowLimit = 0.05) 
+    public Mama(double fastLimit = 0.5, double slowLimit = 0.05)
     {
         Fama = new TValue();
         Name = $"Mama({_fastLimit:F2}, {_slowLimit:F2})";

lib/averages/Qema.cs

@@ -2,31 +2,25 @@ namespace QuanTAlib;
 
 public class Qema : AbstractBase
 {
-    private readonly double _k1, _k2, _k3, _k4;
     private readonly Ema _ema1, _ema2, _ema3, _ema4;
     private double _lastQema, _p_lastQema;
 
-    public Qema(double k1=0.2, double k2=0.2, double k3=0.2, double k4=0.2) 
+    public Qema(double k1 = 0.2, double k2 = 0.2, double k3 = 0.2, double k4 = 0.2)
     {
-        if (k1 <= 0 || k2 <= 0 || k3 <= 0 || k4 <= 0 )
+        if (k1 <= 0 || k2 <= 0 || k3 <= 0 || k4 <= 0)
         {
-            throw new ArgumentOutOfRangeException("All k values must be in the range (0, 1].");
+            throw new ArgumentOutOfRangeException(nameof(k1), "All k values must be in the range (0, 1].");
         }
 
-        _k1 = k1;
-        _k2 = k2;
-        _k3 = k3;
-        _k4 = k4;
-
         _ema1 = new Ema(k1);
         _ema2 = new Ema(k2);
         _ema3 = new Ema(k3);
         _ema4 = new Ema(k4);
 
         Name = $"QEMA ({k1:F2},{k2:F2},{k3:F2},{k4:F2})";
-        double smK = Math.Min(Math.Min(_k1, _k2), Math.Min(_k3, _k4));
+        double smK = Math.Min(Math.Min(k1, k2), Math.Min(k3, k4));
 
-        WarmupPeriod = (int) ((2 - smK) / smK);
+        WarmupPeriod = (int)((2 - smK) / smK);
         Init();
     }
 

lib/averages/Rema.cs

@@ -12,12 +12,16 @@ public class Rema : AbstractBase
     public int Period => _period;
     public double Lambda => _lambda;
 
-    public Rema(int period, double lambda = 0.5) 
+    public Rema(int period, double lambda = 0.5)
     {
         if (period < 1)
+        {
             throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
+        }
         if (lambda < 0)
+        {
             throw new ArgumentOutOfRangeException(nameof(lambda), "Lambda must be non-negative.");
+        }
 
         _period = period;
         _lambda = lambda;

lib/averages/Rma.cs

@@ -5,7 +5,7 @@ namespace QuanTAlib {
 
 public class Rma : AbstractBase {
     private readonly int _period;
-    private double _alpha;
+    private readonly double _alpha;
     private double _lastRMA;
     private double _savedLastRMA;
 

lib/averages/Sma.cs

@@ -4,8 +4,8 @@ public class Sma : AbstractBase
 {
     // inherited _index
     // inherited _value
-    public readonly int Period;
-    private CircularBuffer _buffer;
+    private readonly int Period;
+    private readonly CircularBuffer _buffer;
 
     public Sma(int period)
     {

lib/averages/Smma.cs

@@ -5,10 +5,10 @@ namespace QuanTAlib;
 public class Smma : AbstractBase
 {
     private readonly int _period;
-    private CircularBuffer? _buffer;
+    private readonly CircularBuffer? _buffer;
     private double _lastSmma, _p_lastSmma;
 
-    public Smma(int period) 
+    public Smma(int period)
     {
         if (period < 1)
         {
@@ -17,6 +17,7 @@ public class Smma : AbstractBase
         _period = period;
         WarmupPeriod = period;
         Name = $"Smma({_period})";
+        _buffer = new CircularBuffer(_period);
         Init();
     }
 
@@ -29,7 +30,6 @@ public class Smma : AbstractBase
     public override void Init()
     {
         base.Init();
-        _buffer = new CircularBuffer(_period);
         _lastSmma = 0;
     }
 

lib/averages/T3.cs

@@ -3,30 +3,27 @@ namespace QuanTAlib;
 public class T3 : AbstractBase
 {
     private readonly int _period;
-    private readonly double _vfactor;
     private readonly bool _useSma;
-    private readonly double _k, _k1m, _c1, _c2, _c3, _c4;
+    private readonly double _k, _c1, _c2, _c3, _c4;
     private readonly CircularBuffer _buffer1, _buffer2, _buffer3, _buffer4, _buffer5, _buffer6;
     private double _lastEma1, _lastEma2, _lastEma3, _lastEma4, _lastEma5, _lastEma6;
     private double _p_lastEma1, _p_lastEma2, _p_lastEma3, _p_lastEma4, _p_lastEma5, _p_lastEma6;
 
-    public T3(int period, double vfactor = 0.7, bool useSma = true) 
+    public T3(int period, double vfactor = 0.7, bool useSma = true)
     {
         if (period < 1)
         {
             throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
         _period = period;
-        _vfactor = vfactor;
         _useSma = useSma;
         WarmupPeriod = period;
 
         _k = 2.0 / (_period + 1);
-        _k1m = 1.0 - _k;
-        _c1 = -_vfactor * _vfactor * _vfactor;
-        _c2 = 3 * _vfactor * _vfactor + 3 * _vfactor * _vfactor * _vfactor;
-        _c3 = -6 * _vfactor * _vfactor - 3 * _vfactor - 3 * _vfactor * _vfactor * _vfactor;
-        _c4 = 1 + 3 * _vfactor + _vfactor * _vfactor * _vfactor + 3 * _vfactor * _vfactor;
+        _c1 = -vfactor * vfactor * vfactor;
+        _c2 = 3 * vfactor * vfactor + 3 * vfactor * vfactor * vfactor;
+        _c3 = -6 * vfactor * vfactor - 3 * vfactor - 3 * vfactor * vfactor * vfactor;
+        _c4 = 1 + 3 * vfactor + vfactor * vfactor * vfactor + 3 * vfactor * vfactor;
 
         _buffer1 = new(period);
         _buffer2 = new(period);
@@ -36,7 +33,7 @@ public class T3 : AbstractBase
         _buffer6 = new(period);
 
 
-        Name = $"T3({_period}, {_vfactor})";
+        Name = $"T3({_period}, {vfactor})";
         Init();
     }
 

lib/averages/Vidya.cs

@@ -10,10 +10,10 @@ public class Vidya : AbstractBase
     private readonly int _longPeriod;
     private readonly double _alpha;
     private double _lastVIDYA, _p_lastVIDYA;
-    private CircularBuffer? _shortBuffer;
-    private CircularBuffer? _longBuffer;
+    private readonly CircularBuffer? _shortBuffer;
+    private readonly CircularBuffer? _longBuffer;
 
-    public Vidya(int shortPeriod, int longPeriod = 0, double alpha = 0.2) 
+    public Vidya(int shortPeriod, int longPeriod = 0, double alpha = 0.2)
     {
         if (shortPeriod < 1)
         {
@@ -24,6 +24,8 @@ public class Vidya : AbstractBase
         _alpha = alpha;
         WarmupPeriod = _longPeriod;
         Name = $"Vidya({_shortPeriod},{_longPeriod})";
+        _shortBuffer = new CircularBuffer(_shortPeriod);
+        _longBuffer = new CircularBuffer(_longPeriod);
         Init();
     }
 
@@ -38,8 +40,6 @@ public class Vidya : AbstractBase
     {
         base.Init();
         _lastVIDYA = 0;
-        _shortBuffer = new CircularBuffer(_shortPeriod);
-        _longBuffer = new CircularBuffer(_longPeriod);
     }
 
     protected override void ManageState(bool isNew)
@@ -83,7 +83,7 @@ public class Vidya : AbstractBase
     }
 
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
-    private double CalculateStdDev(CircularBuffer buffer)
+    private static double CalculateStdDev(CircularBuffer buffer)
     {
         double mean = buffer.Average();
         double sumSquaredDiff = buffer.Sum(x => Math.Pow(x - mean, 2));

lib/averages/Wma.cs

@@ -1,8 +1,9 @@
 namespace QuanTAlib;
 
+//TODO fix WMA - passing Talib test
+
 public class Wma : AbstractBase
 {
-    private readonly int _period;
     private readonly Convolution _convolution;
 
     public Wma(int period)
@@ -11,10 +12,9 @@ public class Wma : AbstractBase
         {
             throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
-        _period = period;
-        _convolution = new Convolution(GenerateWmaKernel(_period));
+        _convolution = new Convolution(GenerateWmaKernel(period));
         Name = "Wma";
-        WarmupPeriod = _period;
+        WarmupPeriod = period;
         Init();
     }
 

lib/averages/Zlema.cs

@@ -6,12 +6,11 @@ namespace QuanTAlib;
 public class Zlema : AbstractBase
 {
     private readonly int _period;
-    private CircularBuffer? _buffer;
-    private double _alpha;
-    private int _lag;
+    private readonly CircularBuffer? _buffer;
+    private readonly double _alpha;
     private double _lastZLEMA, _p_lastZLEMA;
 
-    public Zlema(int period) 
+    public Zlema(int period)
     {
         if (period < 1)
         {
@@ -20,8 +19,8 @@ public class Zlema : AbstractBase
         _period = period;
         WarmupPeriod = period;
         _alpha = 2.0 / (_period + 1);
-        _lag = (_period - 1) / 2;
         Name = $"Zlema({_period})";
+        _buffer = new CircularBuffer(_period);
         Init();
     }
 
@@ -34,7 +33,6 @@ public class Zlema : AbstractBase
     public override void Init()
     {
         base.Init();
-        _buffer = new CircularBuffer(_period);
         _lastZLEMA = 0;
     }