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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
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lib/volatility/Historical.cs
+24 -12
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@@ -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);
}