This commit is contained in:
Miha Kralj
2024-11-03 15:52:25 -08:00
parent 7b41d84c66
commit 7f6c29151c
7 changed files with 162 additions and 104 deletions
+1 -3
View File
@@ -53,7 +53,6 @@ public sealed class Cv : AbstractBase
private readonly double _omega;
private double _prevClose;
private double _prevVariance;
private double _longTermVariance;
private bool _isInitialized;
[MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -82,7 +81,6 @@ public sealed class Cv : AbstractBase
base.Init();
_prevClose = 0;
_prevVariance = 0;
_longTermVariance = 0;
_isInitialized = false;
}
@@ -116,7 +114,7 @@ public sealed class Cv : AbstractBase
// Initialize with first available data if not done
if (!_isInitialized && _index > _period)
{
_longTermVariance = squaredReturn; // Use current squared return as initial estimate
double _longTermVariance = squaredReturn; // Use current squared return as initial estimate
_prevVariance = _longTermVariance;
_isInitialized = true;
}