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[CodeFactor] Apply fixes to commit ce654ca

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codefactor-io
2026-03-17 15:36:50 +00:00
parent ce654ca670
commit 75ad4a936f
7 changed files with 31 additions and 31 deletions
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lib/statistics/convexity/tests/Convexity.Quantower.Tests.cs
+1 -1
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@@ -57,7 +57,7 @@ public sealed class ConvexityIndicatorTests
{
ind.HistoricalData.AddBar(
DateTime.UtcNow.AddMinutes(i),
100 + i * 0.5, 101 + i * 0.5, 99 + i * 0.5, 100.5 + i * 0.5, 1000);
100 + (i * 0.5), 101 + (i * 0.5), 99 + (i * 0.5), 100.5 + (i * 0.5), 1000);
}
ind.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
lib/statistics/convexity/tests/Convexity.Tests.cs
+13 -13
View File
@@ -93,10 +93,10 @@ public sealed class ConvexityTests
for (int i = 1; i <= period; i++)
{
double sign = (i % 2 == 0) ? 1 : -1;
double magnitude = 0.01 + rng.NextDouble() * 0.03;
double magnitude = 0.01 + (rng.NextDouble() * 0.03);
double mktReturn = sign * magnitude;
mkt *= (1 + mktReturn);
ast *= (1 + 2 * mktReturn); // exactly 2x market return
ast *= (1 + (2 * mktReturn)); // exactly 2x market return
c.Update(ast, mkt);
}
@@ -123,7 +123,7 @@ public sealed class ConvexityTests
for (int i = 1; i <= period; i++)
{
double sign = (i % 2 == 0) ? 1 : -1;
double magnitude = 0.01 + rng.NextDouble() * 0.03; // 1%-4% varying
double magnitude = 0.01 + (rng.NextDouble() * 0.03); // 1%-4% varying
double mktReturn = sign * magnitude;
double astReturn;
if (mktReturn > 0)
@@ -157,8 +157,8 @@ public sealed class ConvexityTests
c.Update(100.0, 100.0);
for (int i = 0; i < 50; i++)
{
double ast = 100.0 + rng.NextDouble() * 20 - 10;
double mkt = 100.0 + rng.NextDouble() * 20 - 10;
double ast = 100.0 + (rng.NextDouble() * 20) - 10;
double mkt = 100.0 + (rng.NextDouble() * 20) - 10;
c.Update(ast, mkt);
Assert.True(c.ConvexityValue >= 0, $"Convexity must be ≥ 0, got {c.ConvexityValue} at i={i}");
}
@@ -179,8 +179,8 @@ public sealed class ConvexityTests
for (int i = 1; i <= period + 5; i++)
{
double sign = (i % 2 == 0) ? 1 : -1;
double magnitude = 0.005 + rng.NextDouble() * 0.02;
price *= (1 + sign * magnitude);
double magnitude = 0.005 + (rng.NextDouble() * 0.02);
price *= (1 + (sign * magnitude));
c.Update(price, price);
}
@@ -296,9 +296,9 @@ public sealed class ConvexityTests
for (int i = 0; i < 10; i++)
{
double sign = (i % 2 == 0) ? 1 : -1;
double magnitude = 0.005 + rng.NextDouble() * 0.02;
ast *= (1 + sign * magnitude * 1.5);
mkt *= (1 + sign * magnitude);
double magnitude = 0.005 + (rng.NextDouble() * 0.02);
ast *= (1 + (sign * magnitude * 1.5));
mkt *= (1 + (sign * magnitude));
assetSeries.Add(new TValue(i, ast));
marketSeries.Add(new TValue(i, mkt));
}
@@ -394,7 +394,7 @@ public sealed class ConvexityTests
for (int i = 1; i <= period; i++)
{
double sign = (i % 2 == 0) ? 1 : -1;
double magnitude = 0.01 + rng.NextDouble() * 0.03;
double magnitude = 0.01 + (rng.NextDouble() * 0.03);
double mktRet = sign * magnitude;
mkt *= (1 + mktRet);
ast *= (1 - mktRet); // inverse
@@ -440,8 +440,8 @@ public sealed class ConvexityTests
for (int i = 0; i < 1000; i++)
{
ast *= (1 + (rng.NextDouble() - 0.5) * 0.04);
mkt *= (1 + (rng.NextDouble() - 0.5) * 0.02);
ast *= (1 + ((rng.NextDouble() - 0.5) * 0.04));
mkt *= (1 + ((rng.NextDouble() - 0.5) * 0.02));
c.Update(ast, mkt);
Assert.True(double.IsFinite(c.ConvexityValue), $"ConvexityValue not finite at i={i}");