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chore: Update .gitignore to exclude SonarQube files and add Codacy and SonarScanner scripts

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refactor: Remove WarmupPeriod logging from SMA and WMA examples
This commit is contained in:
Miha Kralj
2025-11-30 17:17:55 -08:00
parent 4dd753f7c0
commit 626a2afa9b
7 changed files with 109 additions and 10 deletions
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lib/feeds/gbm/gbm.cs
+7 -4
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@@ -8,7 +8,9 @@ namespace QuanTAlib;
/// Stateless design - only maintains minimal state needed for price continuity.
/// </summary>
[SkipLocalsInit]
#pragma warning disable S101 // Types should be named in PascalCase - GBM is a standard acronym
public class GBM : IFeed
#pragma warning restore S101
{
private readonly Random _rnd;
@@ -17,7 +19,6 @@ public class GBM : IFeed
private readonly double _mu;
private readonly double _sigma;
private readonly double _dt;
// Precomputed GBM constants
private readonly double _drift;
@@ -63,10 +64,10 @@ public class GBM : IFeed
// Calculate dt based on timeframe (assuming 252 trading days/year, 6.5 hours/day)
double minutesPerYear = 252.0 * 6.5 * 60.0;
_dt = timeframe.TotalMinutes / minutesPerYear;
double dt = timeframe.TotalMinutes / minutesPerYear;
_drift = (mu - 0.5 * sigma * sigma) * _dt;
_vol = sigma * Math.Sqrt(_dt);
_drift = (mu - 0.5 * sigma * sigma) * dt;
_vol = sigma * Math.Sqrt(dt);
}
/// <summary>
@@ -81,8 +82,10 @@ public class GBM : IFeed
return _cachedZ;
}
#pragma warning disable S2245 // Random is acceptable for simulation/testing purposes
double u1 = 1.0 - _rnd.NextDouble();
double u2 = 1.0 - _rnd.NextDouble();
#pragma warning restore S2245
double mag = Math.Sqrt(-2.0 * Math.Log(u1));
double angle = 2.0 * Math.PI * u2;