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Fixes
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@@ -53,7 +53,6 @@ public sealed class Cv : AbstractBase
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private readonly double _omega;
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private double _prevClose;
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private double _prevVariance;
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private double _longTermVariance;
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private bool _isInitialized;
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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@@ -82,7 +81,6 @@ public sealed class Cv : AbstractBase
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base.Init();
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_prevClose = 0;
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_prevVariance = 0;
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_longTermVariance = 0;
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_isInitialized = false;
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}
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@@ -116,7 +114,7 @@ public sealed class Cv : AbstractBase
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// Initialize with first available data if not done
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if (!_isInitialized && _index > _period)
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{
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_longTermVariance = squaredReturn; // Use current squared return as initial estimate
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double _longTermVariance = squaredReturn; // Use current squared return as initial estimate
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_prevVariance = _longTermVariance;
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_isInitialized = true;
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}
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