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style: format code with dotnet-format

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This commit fixes the style issues introduced in 931bbdb according to the output
from dotnet-format.

Details: https://github.com/mihakralj/QuanTAlib/pull/30
This commit is contained in:
deepsource-autofix[bot]
2024-10-08 17:31:29 +00:00
committed by GitHub
parent 931bbdb6a0
commit 85b9d9217a
8 changed files with 142 additions and 127 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Tests/test_eventing.cs
+8 -8
View File
@@ -53,22 +53,22 @@ public class EventingTests
};
// Generate 200 random values and feed them to both direct and event-based indicators
for (int i = 0; i < 200; i++)
for (int i = 0; i< 200; i++)
{
double randomValue = random.NextDouble() * 100;
input.Add(randomValue);
input.Add(randomValue);
// Calculate direct indicators
foreach (var (direct, _) in indicators)
{
direct.Calc(randomValue);
}
}
}
// Compare the results of direct and event-based calculations
foreach (var (direct, eventBased) in indicators)
{
Assert.Equal(direct.Value, eventBased.Value, 9);
}
// Compare the results of direct and event-based calculations
foreach (var (direct, eventBased) in indicators)
{
Assert.Equal(direct.Value, eventBased.Value, 9);
}
}
}
lib/averages/Mgdi.cs
+5 -2
View File
@@ -40,7 +40,9 @@ public class Mgdi : AbstractBase
{
_p_prevMd = _prevMd;
_index++;
} else {
}
else
{
_prevMd = _p_prevMd;
}
}
@@ -50,7 +52,8 @@ public class Mgdi : AbstractBase
ManageState(Input.IsNew);
double value = Input.Value;
if (_index < 2){
if (_index < 2)
{
_prevMd = value;
}
else
lib/averages/Qema.cs
+3 -3
View File
@@ -6,9 +6,9 @@ public class Qema : AbstractBase
private readonly Ema _ema1, _ema2, _ema3, _ema4;
private double _lastQema, _p_lastQema;
public Qema(double k1=0.2, double k2=0.2, double k3=0.2, double k4=0.2)
public Qema(double k1 = 0.2, double k2 = 0.2, double k3 = 0.2, double k4 = 0.2)
{
if (k1 <= 0 || k2 <= 0 || k3 <= 0 || k4 <= 0 )
if (k1 <= 0 || k2 <= 0 || k3 <= 0 || k4 <= 0)
{
throw new ArgumentOutOfRangeException("All k values must be in the range (0, 1].");
}
@@ -26,7 +26,7 @@ public class Qema : AbstractBase
Name = $"QEMA ({k1:F2},{k2:F2},{k3:F2},{k4:F2})";
double smK = Math.Min(Math.Min(_k1, _k2), Math.Min(_k3, _k4));
WarmupPeriod = (int) ((2 - smK) / smK);
WarmupPeriod = (int)((2 - smK) / smK);
Init();
}
lib/averages/Rma.cs
+14 -14
View File
@@ -22,23 +22,23 @@ public class Rma : AbstractBase
_alpha = 1.0 / _period; // Wilder's smoothing factor
Name = $"Rma({_period})";
Init();
}
}
public Rma(object source, int period) : this(period)
{
public Rma(object source, int period) : this(period)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
}
public override void Init()
{
public override void Init()
{
base.Init();
_lastRMA = 0;
_savedLastRMA = 0;
}
}
protected override void ManageState(bool isNew)
{
protected override void ManageState(bool isNew)
{
if (!isNew)
{
_lastRMA = _savedLastRMA;
@@ -48,10 +48,10 @@ public class Rma : AbstractBase
_savedLastRMA = _lastRMA;
_lastValidValue = Input.Value;
_index++;
}
}
protected override double Calculation()
{
protected override double Calculation()
{
ManageState(Input.IsNew);
double rma;
@@ -69,9 +69,9 @@ public class Rma : AbstractBase
// Wilder's smoothing method
return _alpha * (Input.Value - _lastRMA) + _lastRMA;
}
}
_lastRMA = rma;
_lastRMA = rma;
IsHot = _index >= WarmupPeriod;
return rma;
lib/core/tbar.cs
+19 -19
View File
@@ -14,28 +14,28 @@ public interface ITBar
public readonly record struct TBar(DateTime Time, double Open, double High, double Low, double Close, double Volume, bool IsNew = true) : ITBar
{
public DateTime Time { get; init; } = Time;
public double Open { get; init; } = Open;
public double High { get; init; } = High;
public double Low { get; init; } = Low;
public double Close { get; init; } = Close;
public double Volume { get; init; } = Volume;
public bool IsNew { get; init; } = IsNew;
public double Open { get; init; } = Open;
public double High { get; init; } = High;
public double Low { get; init; } = Low;
public double Close { get; init; } = Close;
public double Volume { get; init; } = Volume;
public bool IsNew { get; init; } = IsNew;
public double HL2 => (High + Low) * 0.5;
public double OC2 => (Open + Close) * 0.5;
public double OHL3 => (Open + High + Low) / 3;
public double HLC3 => (High + Low + Close) / 3;
public double OHLC4 => (Open + High + Low + Close) * 0.25;
public double HLCC4 => (High + Low + Close + Close) * 0.25;
public double HL2 => (High + Low) * 0.5;
public double OC2 => (Open + Close) * 0.5;
public double OHL3 => (Open + High + Low) / 3;
public double HLC3 => (High + Low + Close) / 3;
public double OHLC4 => (Open + High + Low + Close) * 0.25;
public double HLCC4 => (High + Low + Close + Close) * 0.25;
public TBar() : this(DateTime.UtcNow, 0, 0, 0, 0, 0) { }
public TBar(double Open, double High, double Low, double Close, double Volume, bool IsNew = true) : this(DateTime.UtcNow, Open, High, Low, Close, Volume, IsNew) { }
public TBar(double value) : this(Time: DateTime.UtcNow, Open: value, High: value, Low: value, Close: value, Volume: value, IsNew: true) { }
public TBar(TValue value) : this(Time: value.Time, Open: value.Value, High: value.Value, Low: value.Value, Close: value.Value, Volume: value.Value, IsNew: value.IsNew) { }
public TBar() : this(DateTime.UtcNow, 0, 0, 0, 0, 0) { }
public TBar(double Open, double High, double Low, double Close, double Volume, bool IsNew = true) : this(DateTime.UtcNow, Open, High, Low, Close, Volume, IsNew) { }
public TBar(double value) : this(Time: DateTime.UtcNow, Open: value, High: value, Low: value, Close: value, Volume: value, IsNew: true) { }
public TBar(TValue value) : this(Time: value.Time, Open: value.Value, High: value.Value, Low: value.Value, Close: value.Value, Volume: value.Value, IsNew: value.IsNew) { }
public static implicit operator double(TBar bar) => bar.Close;
public static implicit operator DateTime(TBar tv) => tv.Time;
public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}: O={Open:F2}, H={High:F2}, L={Low:F2}, C={Close:F2}, V={Volume:F2}]";
public static implicit operator double(TBar bar) => bar.Close;
public static implicit operator DateTime(TBar tv) => tv.Time;
public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}: O={Open:F2}, H={High:F2}, L={Low:F2}, C={Close:F2}, V={Volume:F2}]";
}
public delegate void BarSignal(object source, in TBarEventArgs args);
lib/core/tvalue.cs
+15 -14
View File
@@ -11,19 +11,19 @@ public interface ITValue
public readonly record struct TValue(DateTime Time, double Value, bool IsNew = true, bool IsHot = true) : ITValue
{
public DateTime Time { get; init; } = Time;
public double Value { get; init; } = Value;
public bool IsNew { get; init; } = IsNew;
public bool IsHot { get; init; } = IsHot;
public DateTime t => Time;
public double v => Value;
public double Value { get; init; } = Value;
public bool IsNew { get; init; } = IsNew;
public bool IsHot { get; init; } = IsHot;
public DateTime t => Time;
public double v => Value;
public TValue() : this(DateTime.UtcNow, 0) { }
public TValue(double value, bool isNew = true, bool isHot = true) : this(DateTime.UtcNow, value, IsNew: isNew, IsHot: isHot) { }
public static implicit operator double(TValue tv) => tv.Value;
public static implicit operator DateTime(TValue tv) => tv.Time;
public static implicit operator TValue(double value) => new TValue(DateTime.UtcNow, value);
public TValue() : this(DateTime.UtcNow, 0) { }
public TValue(double value, bool isNew = true, bool isHot = true) : this(DateTime.UtcNow, value, IsNew: isNew, IsHot: isHot) { }
public static implicit operator double(TValue tv) => tv.Value;
public static implicit operator DateTime(TValue tv) => tv.Time;
public static implicit operator TValue(double value) => new TValue(DateTime.UtcNow, value);
public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}, {Value:F2}, IsNew: {IsNew}, IsHot: {IsHot}]";
public override string ToString() => $"[{Time:yyyy-MM-dd HH:mm:ss}, {Value:F2}, IsNew: {IsNew}, IsHot: {IsHot}]";
}
public delegate void ValueSignal(object source, in ValueEventArgs args);
@@ -54,10 +54,11 @@ public class TSeries : List<TValue>
{
var nameProperty = source.GetType().GetProperty("Name");
if (nameProperty != null) {
if (nameProperty != null)
{
Name = nameProperty.GetValue(nameProperty)?.ToString()!;
}
pubEvent.AddEventHandler(source, new ValueSignal(Sub));
}
}
@@ -66,7 +67,7 @@ public class TSeries : List<TValue>
public new virtual void Add(TValue tick)
{
if (tick.IsNew || base.Count==0) { base.Add(tick); }
if (tick.IsNew || base.Count == 0) { base.Add(tick); }
else { this[^1] = tick; }
Pub?.Invoke(this, new ValueEventArgs(tick));
}
lib/feeds/GbmFeed.cs
+56 -56
View File
@@ -4,67 +4,67 @@ namespace QuanTAlib;
public class GbmFeed : TBarSeries
{
private readonly double _mu, _sigma;
private readonly Random _random;
private double _lastClose, _lastHigh, _lastLow;
private readonly double _mu, _sigma;
private readonly Random _random;
private double _lastClose, _lastHigh, _lastLow;
public GbmFeed(double initialPrice = 100.0, double mu = 0.05, double sigma = 0.2)
{
_lastClose = _lastHigh = _lastLow = initialPrice;
_mu = mu;
_sigma = sigma;
_random = new Random((int)DateTime.Now.Ticks);
this.Name = $"GBM({_sigma:F2})";
}
public GbmFeed(double initialPrice = 100.0, double mu = 0.05, double sigma = 0.2)
{
_lastClose = _lastHigh = _lastLow = initialPrice;
_mu = mu;
_sigma = sigma;
_random = new Random((int)DateTime.Now.Ticks);
this.Name = $"GBM({_sigma:F2})";
}
public void Add(bool isNew = true) => Add(time: DateTime.Now, isNew: isNew);
public void Add(DateTime time, bool isNew = true) => base.Add(Generate(time, isNew));
public void Add(int count)
{
DateTime startTime = DateTime.UtcNow - TimeSpan.FromHours(count);
TBar lastBar = new();
for (int i = 0; i < count; i++)
{
Add(startTime, true);
Add(startTime, false);
Add(startTime, false);
startTime = startTime.AddHours(1);
}
}
public void Add(bool isNew = true) => Add(time: DateTime.Now, isNew: isNew);
public void Add(DateTime time, bool isNew = true) => base.Add(Generate(time, isNew));
public void Add(int count)
{
DateTime startTime = DateTime.UtcNow - TimeSpan.FromHours(count);
TBar lastBar = new();
for (int i = 0; i < count; i++)
{
Add(startTime, true);
Add(startTime, false);
Add(startTime, false);
startTime = startTime.AddHours(1);
}
}
public TBar Generate(DateTime time, bool isNew = true)
{
double dt = 1.0 / 252;
double drift = (_mu - 0.5 * _sigma * _sigma) * dt;
double diffusion = _sigma * Math.Sqrt(dt) * GenerateNormalRandom();
double newClose = _lastClose * Math.Exp(drift + diffusion);
public TBar Generate(DateTime time, bool isNew = true)
{
double dt = 1.0 / 252;
double drift = (_mu - 0.5 * _sigma * _sigma) * dt;
double diffusion = _sigma * Math.Sqrt(dt) * GenerateNormalRandom();
double newClose = _lastClose * Math.Exp(drift + diffusion);
double open = _lastClose;
double high = Math.Max(_lastHigh, Math.Max(open, newClose) * (1 + _random.NextDouble() * 0.01));
double low = Math.Min(_lastLow, Math.Min(open, newClose) * (1 - _random.NextDouble() * 0.01));
double volume = 1000 + _random.NextDouble() * 1000;
double open = _lastClose;
double high = Math.Max(_lastHigh, Math.Max(open, newClose) * (1 + _random.NextDouble() * 0.01));
double low = Math.Min(_lastLow, Math.Min(open, newClose) * (1 - _random.NextDouble() * 0.01));
double volume = 1000 + _random.NextDouble() * 1000;
if (isNew)
{
_lastClose = newClose;
}
else
{
high = Math.Max(_lastHigh, high);
low = Math.Min(_lastLow, low);
}
_lastHigh = high;
_lastLow = low;
if (isNew)
{
_lastClose = newClose;
}
else
{
high = Math.Max(_lastHigh, high);
low = Math.Min(_lastLow, low);
}
_lastHigh = high;
_lastLow = low;
TBar bar = new(time, open, high, low, newClose, volume, isNew);
return bar;
}
TBar bar = new(time, open, high, low, newClose, volume, isNew);
return bar;
}
private double GenerateNormalRandom()
{
// Box-Muller transform to generate standard normal random variable
double u1 = 1.0 - _random.NextDouble(); // Uniform(0,1] random doubles
double u2 = 1.0 - _random.NextDouble();
return Math.Sqrt(-2.0 * Math.Log(u1)) * Math.Sin(2.0 * Math.PI * u2);
}
private double GenerateNormalRandom()
{
// Box-Muller transform to generate standard normal random variable
double u1 = 1.0 - _random.NextDouble(); // Uniform(0,1] random doubles
double u2 = 1.0 - _random.NextDouble();
return Math.Sqrt(-2.0 * Math.Log(u1)) * Math.Sin(2.0 * Math.PI * u2);
}
}
lib/volatility/Atr.cs
+22 -11
View File
@@ -8,7 +8,8 @@ namespace QuanTAlib;
/// of the true range. The true range is the greatest of: current high - current low,
/// absolute value of current high - previous close, or absolute value of current low - previous close.
/// </remarks>
public class Atr : AbstractBase {
public class Atr : AbstractBase
{
private readonly Ema _ma;
private double _prevClose, _p_prevClose;
@@ -19,11 +20,13 @@ public class Atr : AbstractBase {
/// <exception cref="ArgumentOutOfRangeException">
/// Thrown when period is less than 1.
/// </exception>
public Atr(int period) {
if (period < 1) {
public Atr(int period)
{
if (period < 1)
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
}
_ma = new(1.0/period);
_ma = new(1.0 / period);
WarmupPeriod = _ma.WarmupPeriod;
Name = $"ATR({period})";
}
@@ -33,7 +36,8 @@ public class Atr : AbstractBase {
/// </summary>
/// <param name="source">The source object to subscribe to for bar updates.</param>
/// <param name="period">The period over which to calculate the ATR.</param>
public Atr(object source, int period) : this(period) {
public Atr(object source, int period) : this(period)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new BarSignal(Sub));
}
@@ -41,7 +45,8 @@ public class Atr : AbstractBase {
/// <summary>
/// Initializes the Atr instance by setting up the initial state.
/// </summary>
public override void Init() {
public override void Init()
{
base.Init();
_ma.Init();
_prevClose = double.NaN;
@@ -51,11 +56,15 @@ public class Atr : AbstractBase {
/// Manages the state of the Atr instance based on whether a new bar is being processed.
/// </summary>
/// <param name="isNew">Indicates whether the current input is a new bar.</param>
protected override void ManageState(bool isNew) {
if (isNew) {
protected override void ManageState(bool isNew)
{
if (isNew)
{
_index++;
_p_prevClose = _prevClose;
} else {
}
else
{
_prevClose = _p_prevClose;
}
}
@@ -71,7 +80,8 @@ public class Atr : AbstractBase {
/// to smooth the true range values. For the first bar, it uses the high-low range
/// as the true range.
/// </remarks>
protected override double Calculation() {
protected override double Calculation()
{
ManageState(BarInput.IsNew);
double trueRange = Math.Max(
@@ -81,7 +91,8 @@ public class Atr : AbstractBase {
),
Math.Abs(BarInput.Low - _prevClose)
);
if (_index < 2) {
if (_index < 2)
{
trueRange = BarInput.High - BarInput.Low;
}