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style: format code with dotnet-format

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This commit fixes the style issues introduced in 1e77eb8 according to the output
from dotnet-format.

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This commit is contained in:
deepsource-autofix[bot]
2024-10-06 06:59:26 +00:00
committed by GitHub
parent 1e77eb80a4
commit 5fe968754f
116 changed files with 1773 additions and 2748 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/volatility/Atr.cs
+22 -11
View File
@@ -8,7 +8,8 @@ namespace QuanTAlib;
/// of the true range. The true range is the greatest of: current high - current low,
/// absolute value of current high - previous close, or absolute value of current low - previous close.
/// </remarks>
public class Atr : AbstractBarBase {
public class Atr : AbstractBarBase
{
private readonly Ema _ma;
private double _prevClose, _p_prevClose;
@@ -19,11 +20,13 @@ public class Atr : AbstractBarBase {
/// <exception cref="ArgumentOutOfRangeException">
/// Thrown when period is less than 1.
/// </exception>
public Atr(int period) {
if (period < 1) {
public Atr(int period)
{
if (period < 1)
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
}
_ma = new(1.0/period);
_ma = new(1.0 / period);
WarmupPeriod = _ma.WarmupPeriod;
Name = $"ATR({period})";
}
@@ -33,7 +36,8 @@ public class Atr : AbstractBarBase {
/// </summary>
/// <param name="source">The source object to subscribe to for bar updates.</param>
/// <param name="period">The period over which to calculate the ATR.</param>
public Atr(object source, int period) : this(period) {
public Atr(object source, int period) : this(period)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new BarSignal(Sub));
}
@@ -41,7 +45,8 @@ public class Atr : AbstractBarBase {
/// <summary>
/// Initializes the Atr instance by setting up the initial state.
/// </summary>
public override void Init() {
public override void Init()
{
base.Init();
_ma.Init();
_prevClose = double.NaN;
@@ -51,11 +56,15 @@ public class Atr : AbstractBarBase {
/// Manages the state of the Atr instance based on whether a new bar is being processed.
/// </summary>
/// <param name="isNew">Indicates whether the current input is a new bar.</param>
protected override void ManageState(bool isNew) {
if (isNew) {
protected override void ManageState(bool isNew)
{
if (isNew)
{
_index++;
_p_prevClose = _prevClose;
} else {
}
else
{
_prevClose = _p_prevClose;
}
}
@@ -71,7 +80,8 @@ public class Atr : AbstractBarBase {
/// to smooth the true range values. For the first bar, it uses the high-low range
/// as the true range.
/// </remarks>
protected override double Calculation() {
protected override double Calculation()
{
ManageState(Input.IsNew);
double trueRange = Math.Max(
@@ -81,7 +91,8 @@ public class Atr : AbstractBarBase {
),
Math.Abs(Input.Low - _prevClose)
);
if (_index < 2) {
if (_index < 2)
{
trueRange = Input.High - Input.Low;
}
lib/volatility/Historical.cs
+24 -12
View File
@@ -9,7 +9,8 @@ namespace QuanTAlib;
/// both annualized and non-annualized volatility measures. The calculation uses a sample
/// standard deviation formula and assumes 252 trading days in a year for annualization.
/// </remarks>
public class Historical : AbstractBase {
public class Historical : AbstractBase
{
private readonly int Period;
private readonly bool IsAnnualized;
private readonly CircularBuffer _buffer;
@@ -24,8 +25,10 @@ public class Historical : AbstractBase {
/// <exception cref="ArgumentOutOfRangeException">
/// Thrown when period is less than 2.
/// </exception>
public Historical(int period, bool isAnnualized = true) : base() {
if (period < 2) {
public Historical(int period, bool isAnnualized = true) : base()
{
if (period < 2)
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2.");
}
Period = period;
@@ -43,7 +46,8 @@ public class Historical : AbstractBase {
/// <param name="source">The source object to subscribe to for value updates.</param>
/// <param name="period">The period over which to calculate historical volatility.</param>
/// <param name="isAnnualized">Whether to annualize the volatility (default is true).</param>
public Historical(object source, int period, bool isAnnualized = true) : this(period, isAnnualized) {
public Historical(object source, int period, bool isAnnualized = true) : this(period, isAnnualized)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
@@ -51,7 +55,8 @@ public class Historical : AbstractBase {
/// <summary>
/// Initializes the Historical instance by clearing buffers and resetting the previous close value.
/// </summary>
public override void Init() {
public override void Init()
{
base.Init();
_buffer.Clear();
_logReturns.Clear();
@@ -62,8 +67,10 @@ public class Historical : AbstractBase {
/// Manages the state of the Historical instance based on whether a new value is being processed.
/// </summary>
/// <param name="isNew">Indicates whether the current input is a new value.</param>
protected override void ManageState(bool isNew) {
if (isNew) {
protected override void ManageState(bool isNew)
{
if (isNew)
{
_lastValidValue = Input.Value;
_index++;
}
@@ -82,19 +89,23 @@ public class Historical : AbstractBase {
/// 3. If annualized, multiply by the square root of 252 (assumed trading days in a year).
/// The method returns 0 until enough data points are available for the calculation.
/// </remarks>
protected override double Calculation() {
protected override double Calculation()
{
ManageState(Input.IsNew);
_buffer.Add(Input.Value, Input.IsNew);
double volatility = 0;
if (_buffer.Count > 1) {
if (_previousClose != 0) {
if (_buffer.Count > 1)
{
if (_previousClose != 0)
{
double logReturn = Math.Log(Input.Value / _previousClose);
_logReturns.Add(logReturn, Input.IsNew);
}
if (_logReturns.Count == Period) {
if (_logReturns.Count == Period)
{
var returns = _logReturns.GetSpan().ToArray();
double mean = returns.Average();
double sumOfSquaredDifferences = returns.Sum(x => Math.Pow(x - mean, 2));
@@ -102,7 +113,8 @@ public class Historical : AbstractBase {
double variance = sumOfSquaredDifferences / (Period - 1); // Using sample standard deviation
volatility = Math.Sqrt(variance);
if (IsAnnualized) {
if (IsAnnualized)
{
// Assuming 252 trading days in a year. Adjust as needed.
volatility *= Math.Sqrt(252);
}
lib/volatility/Realized.cs
+22 -11
View File
@@ -9,7 +9,8 @@ namespace QuanTAlib;
/// both annualized and non-annualized volatility measures. The calculation uses a rolling
/// sum of squared returns for efficiency and assumes 252 trading days in a year for annualization.
/// </remarks>
public class Realized : AbstractBase {
public class Realized : AbstractBase
{
private readonly int Period;
private readonly bool IsAnnualized;
private readonly CircularBuffer _returns;
@@ -24,8 +25,10 @@ public class Realized : AbstractBase {
/// <exception cref="ArgumentOutOfRangeException">
/// Thrown when period is less than 2.
/// </exception>
public Realized(int period, bool isAnnualized = true) : base() {
if (period < 2) {
public Realized(int period, bool isAnnualized = true) : base()
{
if (period < 2)
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2.");
}
Period = period;
@@ -39,7 +42,8 @@ public class Realized : AbstractBase {
/// <summary>
/// Initializes the Realized instance by clearing buffers and resetting calculation variables.
/// </summary>
public override void Init() {
public override void Init()
{
base.Init();
_returns.Clear();
_previousClose = 0;
@@ -50,8 +54,10 @@ public class Realized : AbstractBase {
/// Manages the state of the Realized instance based on whether a new value is being processed.
/// </summary>
/// <param name="isNew">Indicates whether the current input is a new value.</param>
protected override void ManageState(bool isNew) {
if (isNew) {
protected override void ManageState(bool isNew)
{
if (isNew)
{
_lastValidValue = Input.Value;
_index++;
}
@@ -72,14 +78,17 @@ public class Realized : AbstractBase {
/// 5. If annualized, multiply by the square root of 252 (assumed trading days in a year).
/// The method returns 0 until enough data points are available for the calculation.
/// </remarks>
protected override double Calculation() {
protected override double Calculation()
{
ManageState(Input.IsNew);
double volatility = 0;
if (_previousClose != 0) {
if (_previousClose != 0)
{
double logReturn = Math.Log(Input.Value / _previousClose);
if (_returns.Count == Period) {
if (_returns.Count == Period)
{
// Remove the oldest squared return from the sum
_sumSquaredReturns -= Math.Pow(_returns[0], 2);
}
@@ -87,11 +96,13 @@ public class Realized : AbstractBase {
_returns.Add(logReturn, Input.IsNew);
_sumSquaredReturns += Math.Pow(logReturn, 2);
if (_returns.Count == Period) {
if (_returns.Count == Period)
{
double variance = _sumSquaredReturns / Period;
volatility = Math.Sqrt(variance);
if (IsAnnualized) {
if (IsAnnualized)
{
// Assuming 252 trading days in a year. Adjust as needed.
volatility *= Math.Sqrt(252);
}
lib/volatility/Rvi.cs
+21 -10
View File
@@ -13,7 +13,8 @@ namespace QuanTAlib;
/// This implementation uses a combination of Standard Deviation and Simple Moving Average
/// calculations to compute the RVI.
/// </remarks>
public class Rvi : AbstractBase {
public class Rvi : AbstractBase
{
private readonly int Period;
private Stddev _upStdDev, _downStdDev;
private Sma _upSma, _downSma;
@@ -26,8 +27,10 @@ public class Rvi : AbstractBase {
/// <exception cref="ArgumentOutOfRangeException">
/// Thrown when period is less than 2.
/// </exception>
public Rvi(int period) : base() {
if (period < 2) {
public Rvi(int period) : base()
{
if (period < 2)
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2.");
}
Period = period;
@@ -45,7 +48,8 @@ public class Rvi : AbstractBase {
/// </summary>
/// <param name="source">The source object to subscribe to for value updates.</param>
/// <param name="period">The period over which to calculate the RVI.</param>
public Rvi(object source, int period) : this(period) {
public Rvi(object source, int period) : this(period)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
@@ -53,7 +57,8 @@ public class Rvi : AbstractBase {
/// <summary>
/// Initializes the Rvi instance by setting up the initial state.
/// </summary>
public override void Init() {
public override void Init()
{
base.Init();
_previousClose = 0;
}
@@ -62,8 +67,10 @@ public class Rvi : AbstractBase {
/// Manages the state of the Rvi instance based on whether a new value is being processed.
/// </summary>
/// <param name="isNew">Indicates whether the current input is a new value.</param>
protected override void ManageState(bool isNew) {
if (isNew) {
protected override void ManageState(bool isNew)
{
if (isNew)
{
_lastValidValue = Value;
_index++;
}
@@ -84,7 +91,8 @@ public class Rvi : AbstractBase {
/// 5. Compute the RVI as a percentage of up volatility to total volatility.
/// The method returns 0 if the sum of up and down volatility is zero.
/// </remarks>
protected override double Calculation() {
protected override double Calculation()
{
ManageState(Input.IsNew);
double close = Input.Value;
@@ -97,9 +105,12 @@ public class Rvi : AbstractBase {
_downSma.Calc(_downStdDev.Calc(new TValue(Input.Time, downMove, Input.IsNew)));
double rvi;
if (_upSma.Value + _downSma.Value != 0) {
if (_upSma.Value + _downSma.Value != 0)
{
rvi = 100 * _upSma.Value / (_upSma.Value + _downSma.Value);
} else {
}
else
{
rvi = 0;
}