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https://github.com/mihakralj/QuanTAlib.git
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[CodeFactor] Apply fixes to commit 0606491
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@@ -242,7 +242,7 @@ public class VwapsdIndicatorTests
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var now = DateTime.UtcNow;
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for (int i = 0; i < 5; i++)
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{
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i, 1000 + i * 100);
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indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 105 + i, 95 + i, 102 + i, 1000 + (i * 100));
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indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
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}
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@@ -344,7 +344,7 @@ public class VwapsdIndicatorTests
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double width2 = indicator2.LinesSeries[3].GetValue(0);
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// Width2 should be approximately 2x Width1
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Assert.True(Math.Abs(width2 - 2 * width1) < 0.0001,
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Assert.True(Math.Abs(width2 - (2 * width1)) < 0.0001,
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$"Width2 ({width2}) should be ~2x Width1 ({width1})");
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}
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@@ -136,7 +136,7 @@ public class VwapsdTests
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// Make multiple corrections
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for (int i = 0; i < 10; i++)
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{
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var correctionBar = new TBar(DateTime.UtcNow, 150 + i, 160 + i, 140 + i, 155 + i, 2000 + i * 100);
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var correctionBar = new TBar(DateTime.UtcNow, 150 + i, 160 + i, 140 + i, 155 + i, 2000 + (i * 100));
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vwapsd.Update(correctionBar, isNew: false);
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}
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@@ -371,7 +371,7 @@ public class VwapsdTests
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vwapsd.Update(bar2);
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// VWAP = (100*1000 + 110*2000) / (1000+2000) = 320000/3000 = 106.666...
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double expectedVwap = (100.0 * 1000 + 110.0 * 2000) / (1000 + 2000);
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double expectedVwap = ((100.0 * 1000) + (110.0 * 2000)) / (1000 + 2000);
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Assert.Equal(expectedVwap, vwapsd.Vwap.Value, precision: 10);
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}
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@@ -634,7 +634,7 @@ public class VwapsdTests
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// VWAP should be closer to 100 due to higher volume
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// VWAP = (100*10000 + 200*100) / (10000+100) = 1020000/10100 ≈ 100.99
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double expectedVwap = (100.0 * 10000 + 200.0 * 100) / (10000 + 100);
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double expectedVwap = ((100.0 * 10000) + (200.0 * 100)) / (10000 + 100);
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Assert.Equal(expectedVwap, vwapsd.Vwap.Value, precision: 10);
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Assert.True(vwapsd.Vwap.Value < 110, "VWAP should be heavily weighted toward 100");
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}
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@@ -305,7 +305,7 @@ public sealed class VwapsdValidationTests : IDisposable
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// VWAP should be closer to 100 (high volume price)
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// VWAP = (100 × 10000 + 200 × 100) / (10000 + 100) = 1020000 / 10100 ≈ 100.99
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double expectedVwap = (100.0 * 10000 + 200.0 * 100) / (10000 + 100);
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double expectedVwap = ((100.0 * 10000) + (200.0 * 100)) / (10000 + 100);
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Assert.Equal(expectedVwap, vwapsd.Vwap.Value, precision: 10);
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Assert.True(vwapsd.Vwap.Value < 110, "VWAP should be heavily weighted toward 100");
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@@ -466,7 +466,7 @@ public sealed class VwapsdValidationTests : IDisposable
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// Multiple zero-volume bars with different prices
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for (int i = 0; i < 5; i++)
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{
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var zeroVolBar = new TBar(DateTime.UtcNow.AddMinutes(i + 1), 200 + i * 10, 200 + i * 10, 200 + i * 10, 200 + i * 10, 0);
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var zeroVolBar = new TBar(DateTime.UtcNow.AddMinutes(i + 1), 200 + (i * 10), 200 + (i * 10), 200 + (i * 10), 200 + (i * 10), 0);
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vwapsd.Update(zeroVolBar);
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}
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