[CodeFactor] Apply fixes to commit 0606491

lib/dynamics/alligator/tests/Alligator.Validation.Tests.cs

@@ -78,7 +78,7 @@ public sealed class AlligatorValidationTests : IDisposable
         // Create strong uptrend
         for (int i = 0; i < 100; i++)
         {
-            double price = 100.0 + i * 2.0;
+            double price = 100.0 + (i * 2.0);
             var bar = new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 1, price - 1, price, 1000);
             alligator.Update(bar);
         }

lib/dynamics/amat/tests/Amat.Tests.cs

@@ -83,7 +83,7 @@ public class AmatTests
         // Feed rising prices to create bullish trend
         for (int i = 0; i < 20; i++)
         {
-            amat.Update(new TValue(DateTime.UtcNow, 100 + i * 2));
+            amat.Update(new TValue(DateTime.UtcNow, 100 + (i * 2)));
         }
 
         // Trend should be +1, -1, or 0
@@ -99,7 +99,7 @@ public class AmatTests
         // Feed steadily rising prices
         for (int i = 0; i < 50; i++)
         {
-            amat.Update(new TValue(DateTime.UtcNow, 100 + i * 3));
+            amat.Update(new TValue(DateTime.UtcNow, 100 + (i * 3)));
         }
 
         // Should be bullish when fast EMA > slow EMA and both rising
@@ -121,7 +121,7 @@ public class AmatTests
         // Feed steadily falling prices
         for (int i = 0; i < 50; i++)
         {
-            amat.Update(new TValue(DateTime.UtcNow, 200 - i * 3));
+            amat.Update(new TValue(DateTime.UtcNow, 200 - (i * 3)));
         }
 
         // Should be bearish when fast EMA < slow EMA and both falling
@@ -471,7 +471,7 @@ public class AmatTests
         // Feed rising prices to create divergence
         for (int i = 0; i < 30; i++)
         {
-            amat.Update(new TValue(DateTime.UtcNow, 100 + i * 5));
+            amat.Update(new TValue(DateTime.UtcNow, 100 + (i * 5)));
         }
 
         // Strength should be positive when there's divergence

lib/dynamics/amat/tests/Amat.Validation.Tests.cs

@@ -273,7 +273,7 @@ public sealed class AmatValidationTests : IDisposable
         // Phase 2: Falling prices (reversal)
         for (int i = 50; i < 150; i++)
         {
-            double price = 150 - (i - 50) * 2; // Fall faster than rise
+            double price = 150 - ((i - 50) * 2); // Fall faster than rise
             amat.Update(new TValue(time.AddMinutes(i), price));
         }
         double bearishTrend = amat.Last.Value;

lib/dynamics/chop/tests/Chop.Tests.cs

@@ -34,7 +34,7 @@ public class ChopTests
         // Generate trending bars: each bar higher than the last
         for (int i = 0; i < 50; i++)
         {
-            double basePrice = 100 + i * 2; // Strong uptrend
+            double basePrice = 100 + (i * 2); // Strong uptrend
             bars.Add(new TBar(
                 time: DateTime.UtcNow.AddMinutes(i),
                 open: basePrice - 0.5,

lib/dynamics/chop/tests/Chop.Validation.Tests.cs

@@ -74,7 +74,7 @@ public sealed class ChopValidationTests : IDisposable
 
         for (int i = 0; i < 100; i++)
         {
-            double price = 100.0 + i * 3.0; // Strong linear uptrend
+            double price = 100.0 + (i * 3.0); // Strong linear uptrend
             var bar = new TBar(DateTime.UtcNow.AddMinutes(i), price, price + 0.5, price - 0.5, price, 1000);
             chop.Update(bar);
         }
@@ -95,7 +95,7 @@ public sealed class ChopValidationTests : IDisposable
         for (int i = 0; i < 100; i++)
         {
             // Oscillating price with wide range but no trend
-            double price = 100.0 + 5.0 * Math.Sin(2.0 * Math.PI * i / 3.0);
+            double price = 100.0 + (5.0 * Math.Sin(2.0 * Math.PI * i / 3.0));
             double high = price + 3.0;
             double low = price - 3.0;
             var bar = new TBar(DateTime.UtcNow.AddMinutes(i), price, high, low, price, 1000);

lib/dynamics/ht_trendmode/tests/HtTrendmode.Tests.cs

@@ -60,7 +60,7 @@ public class HtTrendmodeTests
         // Feed data
         for (int i = 0; i < 50; i++)
         {
-            indicator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100.0 + i * 0.5));
+            indicator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100.0 + (i * 0.5)));
         }
 
         // TrendMode property should match output
@@ -76,7 +76,7 @@ public class HtTrendmodeTests
         // Feed data
         for (int i = 0; i < 50; i++)
         {
-            indicator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100.0 + Math.Sin(i * 0.2) * 10));
+            indicator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100.0 + (Math.Sin(i * 0.2) * 10)));
         }
 
         // SmoothPeriod should be in valid range
@@ -93,7 +93,7 @@ public class HtTrendmodeTests
         // Feed data
         for (int i = 0; i < 50; i++)
         {
-            indicator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100.0 + Math.Sin(i * 0.3) * 8));
+            indicator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100.0 + (Math.Sin(i * 0.3) * 8)));
         }
 
         // InstPeriod should be positive
@@ -109,7 +109,7 @@ public class HtTrendmodeTests
         // Strong trend: monotonically increasing
         for (int i = 0; i < 100; i++)
         {
-            indicator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100.0 + i * 2.0));
+            indicator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), 100.0 + (i * 2.0)));
         }
 
         // With strong trend, inst_period should be larger → trend mode likely
@@ -126,7 +126,7 @@ public class HtTrendmodeTests
         // Pure sinusoidal data (strong cycle)
         for (int i = 0; i < 100; i++)
         {
-            double value = 100.0 + Math.Sin(i * 0.4) * 10.0;
+            double value = 100.0 + (Math.Sin(i * 0.4) * 10.0);
             indicator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), value));
         }
 
@@ -195,7 +195,7 @@ public class HtTrendmodeTests
 
         for (int i = 0; i < 100; i++)
         {
-            series.Add(DateTime.UtcNow.AddMinutes(i), 100.0 + Math.Sin(i * 0.2) * 10);
+            series.Add(DateTime.UtcNow.AddMinutes(i), 100.0 + (Math.Sin(i * 0.2) * 10));
         }
 
         var result = indicator.Update(series);
@@ -218,7 +218,7 @@ public class HtTrendmodeTests
 
         for (int i = 0; i < input.Length; i++)
         {
-            input[i] = 100.0 + Math.Sin(i * 0.15) * 8;
+            input[i] = 100.0 + (Math.Sin(i * 0.15) * 8);
         }
 
         HtTrendmode.Batch(input.AsSpan(), output.AsSpan());
@@ -238,7 +238,7 @@ public class HtTrendmodeTests
 
         for (int i = 0; i < 100; i++)
         {
-            series.Add(DateTime.UtcNow.AddMinutes(i), 100.0 + Math.Sin(i * 0.25) * 12);
+            series.Add(DateTime.UtcNow.AddMinutes(i), 100.0 + (Math.Sin(i * 0.25) * 12));
         }
 
         var result = HtTrendmode.Batch(series);
@@ -278,7 +278,7 @@ public class HtTrendmodeTests
 
         for (int i = 0; i < 100; i++)
         {
-            double value = 100.0 + Math.Sin(i * 0.2) * 10 + Math.Cos(i * 0.3) * 5;
+            double value = 100.0 + (Math.Sin(i * 0.2) * 10) + (Math.Cos(i * 0.3) * 5);
             series.Add(DateTime.UtcNow.AddMinutes(i), value);
 
             var result = streamingIndicator.Update(new TValue(DateTime.UtcNow.AddMinutes(i), value));
@@ -303,7 +303,7 @@ public class HtTrendmodeTests
         double[] primeData = new double[70];
         for (int i = 0; i < primeData.Length; i++)
         {
-            primeData[i] = 100.0 + i * 0.5;
+            primeData[i] = 100.0 + (i * 0.5);
         }
 
         indicator.Prime(primeData);

lib/dynamics/ichimoku/tests/Ichimoku.Quantower.Tests.cs

@@ -174,7 +174,7 @@ public class IchimokuIndicatorTests
         var now = DateTime.UtcNow;
         for (int i = 0; i < 20; i++)
         {
-            double basePrice = 100 + i * 2;
+            double basePrice = 100 + (i * 2);
             indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 5, basePrice - 5, basePrice);
             var args = new UpdateArgs(UpdateReason.HistoricalBar);
             indicator.ProcessUpdate(args);

lib/dynamics/ichimoku/tests/Ichimoku.Tests.cs

@@ -83,7 +83,7 @@ public class IchimokuTests
 
         for (int i = 0; i < 52; i++)
         {
-            var bar = new TBar(baseTime + i * 60000, 100 + i, 105 + i, 95 + i, 102 + i, 1000);
+            var bar = new TBar(baseTime + (i * 60000), 100 + i, 105 + i, 95 + i, 102 + i, 1000);
             ichimoku.Update(bar);
         }
 
@@ -241,18 +241,18 @@ public class IchimokuTests
         // Add some initial bars
         for (int i = 0; i < 3; i++)
         {
-            ichimoku.Update(new TBar(baseTime + i * 60000, 100, 105, 95, 100, 1000));
+            ichimoku.Update(new TBar(baseTime + (i * 60000), 100, 105, 95, 100, 1000));
         }
 
         // Capture state before update (use underscore to indicate intentionally unused)
         _ = ichimoku.Tenkan.Value;
 
         // Update with new bar
-        ichimoku.Update(new TBar(baseTime + 3 * 60000, 110, 120, 100, 115, 1000), isNew: true);
+        ichimoku.Update(new TBar(baseTime + (3 * 60000), 110, 120, 100, 115, 1000), isNew: true);
         double tenkanAfterNew = ichimoku.Tenkan.Value;
 
         // Correct the bar (isNew=false) with different values
-        ichimoku.Update(new TBar(baseTime + 3 * 60000, 90, 95, 85, 90, 1000), isNew: false);
+        ichimoku.Update(new TBar(baseTime + (3 * 60000), 90, 95, 85, 90, 1000), isNew: false);
         double tenkanAfterCorrection = ichimoku.Tenkan.Value;
 
         // Values should differ based on the correction
@@ -268,17 +268,17 @@ public class IchimokuTests
         // Fill buffer
         for (int i = 0; i < 5; i++)
         {
-            ichimoku.Update(new TBar(baseTime + i * 60000, 100, 105, 95, 100, 1000));
+            ichimoku.Update(new TBar(baseTime + (i * 60000), 100, 105, 95, 100, 1000));
         }
 
         // First update
-        ichimoku.Update(new TBar(baseTime + 5 * 60000, 105, 110, 100, 105, 1000), isNew: true);
+        ichimoku.Update(new TBar(baseTime + (5 * 60000), 105, 110, 100, 105, 1000), isNew: true);
         double firstTenkan = ichimoku.Tenkan.Value;
 
         // Multiple corrections should converge
         for (int i = 0; i < 3; i++)
         {
-            ichimoku.Update(new TBar(baseTime + 5 * 60000, 105, 110, 100, 105, 1000), isNew: false);
+            ichimoku.Update(new TBar(baseTime + (5 * 60000), 105, 110, 100, 105, 1000), isNew: false);
         }
 
         Assert.Equal(firstTenkan, ichimoku.Tenkan.Value, Precision);
@@ -344,7 +344,7 @@ public class IchimokuTests
         // Process some bars
         for (int i = 0; i < 60; i++)
         {
-            ichimoku.Update(new TBar(baseTime + i * 60000, 100 + i, 105 + i, 95 + i, 100 + i, 1000));
+            ichimoku.Update(new TBar(baseTime + (i * 60000), 100 + i, 105 + i, 95 + i, 100 + i, 1000));
         }
 
         Assert.True(ichimoku.IsHot);
@@ -368,7 +368,7 @@ public class IchimokuTests
         // First use
         for (int i = 0; i < 10; i++)
         {
-            ichimoku.Update(new TBar(baseTime + i * 60000, 100, 110, 90, 100, 1000));
+            ichimoku.Update(new TBar(baseTime + (i * 60000), 100, 110, 90, 100, 1000));
         }
 
         double firstTenkan = ichimoku.Tenkan.Value;
@@ -378,7 +378,7 @@ public class IchimokuTests
 
         for (int i = 0; i < 10; i++)
         {
-            ichimoku.Update(new TBar(baseTime + i * 60000, 100, 110, 90, 100, 1000));
+            ichimoku.Update(new TBar(baseTime + (i * 60000), 100, 110, 90, 100, 1000));
         }
 
         Assert.Equal(firstTenkan, ichimoku.Tenkan.Value, Precision);
@@ -396,7 +396,7 @@ public class IchimokuTests
 
         for (int i = 0; i < 60; i++)
         {
-            source.Add(new TBar(baseTime + i * 60000, 100, 110, 90, 100, 1000));
+            source.Add(new TBar(baseTime + (i * 60000), 100, 110, 90, 100, 1000));
         }
 
         var (tenkan, kijun, senkouA, senkouB, chikou) = Ichimoku.Batch(source);
@@ -430,7 +430,7 @@ public class IchimokuTests
 
         for (int i = 0; i < 20; i++)
         {
-            source.Add(new TBar(baseTime + i * 60000, 100 + i, 110 + i, 90 + i, 100 + i, 1000));
+            source.Add(new TBar(baseTime + (i * 60000), 100 + i, 110 + i, 90 + i, 100 + i, 1000));
         }
 
         var (tenkan, _, _, _, _) = Ichimoku.Batch(source, 3, 5, 10, 5);
@@ -446,7 +446,7 @@ public class IchimokuTests
 
         for (int i = 0; i < 60; i++)
         {
-            source.Add(new TBar(baseTime + i * 60000, 100, 110, 90, 100, 1000));
+            source.Add(new TBar(baseTime + (i * 60000), 100, 110, 90, 100, 1000));
         }
 
         var (results, indicator) = Ichimoku.Calculate(source);
@@ -469,7 +469,7 @@ public class IchimokuTests
         // Constant high=low=close=100
         for (int i = 0; i < 10; i++)
         {
-            ichimoku.Update(new TBar(baseTime + i * 60000, 100, 100, 100, 100, 1000));
+            ichimoku.Update(new TBar(baseTime + (i * 60000), 100, 100, 100, 100, 1000));
         }
 
         Assert.Equal(100.0, ichimoku.Tenkan.Value, Precision);
@@ -506,8 +506,8 @@ public class IchimokuTests
         // Uptrend: increasing highs and lows
         for (int i = 0; i < 15; i++)
         {
-            double basePrice = 100 + i * 2;
-            ichimoku.Update(new TBar(baseTime + i * 60000, basePrice, basePrice + 5, basePrice - 5, basePrice, 1000));
+            double basePrice = 100 + (i * 2);
+            ichimoku.Update(new TBar(baseTime + (i * 60000), basePrice, basePrice + 5, basePrice - 5, basePrice, 1000));
         }
 
         // In uptrend, Tenkan should be above Kijun (faster vs slower)

lib/dynamics/qstick/tests/Qstick.Tests.cs

@@ -507,8 +507,8 @@ public class QstickTests
 
         for (int i = 0; i < 20; i++)
         {
-            double open = 100.0 + i * 0.5;
-            double close = open + (i % 3 - 1);  // varies between -1, 0, 1
+            double open = 100.0 + (i * 0.5);
+            double close = open + ((i % 3) - 1);  // varies between -1, 0, 1
             bars.Add(new TBar(time.AddMinutes(i).Ticks, open, open + 2, open - 1, close, 1000));
         }
 

lib/dynamics/qstick/tests/Qstick.Validation.Tests.cs

@@ -123,7 +123,7 @@ public sealed class QstickValidationTests : IDisposable
 
         // Bar 2: diff = 3, EMA = alpha * 3 + (1-alpha) * 6-
         qstick.Update(new TBar(time.AddMinutes(1).Ticks, 100.0, 108.0, 96.0, 103.0, 1000));
-        expectedEma = alpha * 3 + (1 - alpha) * expectedEma;
+        expectedEma = (alpha * 3) + ((1 - alpha) * expectedEma);
         Assert.Equal(expectedEma, qstick.Last.Value, 10);
     }
 

lib/dynamics/ttm_squeeze/tests/TtmSqueeze.Tests.cs

@@ -87,7 +87,7 @@ public class TtmSqueezeTests
 
         for (int i = 0; i < 4; i++)
         {
-            squeeze.Update(new TBar(baseTime + i * 60000, 100, 105, 95, 102, 1000));
+            squeeze.Update(new TBar(baseTime + (i * 60000), 100, 105, 95, 102, 1000));
         }
 
         Assert.False(squeeze.IsHot);
@@ -101,7 +101,7 @@ public class TtmSqueezeTests
 
         for (int i = 0; i < 5; i++)
         {
-            squeeze.Update(new TBar(baseTime + i * 60000, 100, 105, 95, 102, 1000));
+            squeeze.Update(new TBar(baseTime + (i * 60000), 100, 105, 95, 102, 1000));
         }
 
         Assert.True(squeeze.IsHot);
@@ -120,7 +120,7 @@ public class TtmSqueezeTests
         // Low volatility: tight range bars
         for (int i = 0; i < 10; i++)
         {
-            squeeze.Update(new TBar(baseTime + i * 60000, 100, 100.5, 99.5, 100, 1000));
+            squeeze.Update(new TBar(baseTime + (i * 60000), 100, 100.5, 99.5, 100, 1000));
         }
 
         // With tight range (0.5 from mid), low stddev means BB should be tighter
@@ -139,7 +139,7 @@ public class TtmSqueezeTests
         for (int i = 0; i < 10; i++)
         {
             double offset = (i % 2 == 0) ? 10 : -10;
-            squeeze.Update(new TBar(baseTime + i * 60000, 100, 110 + offset, 90 + offset, 100 + offset, 1000));
+            squeeze.Update(new TBar(baseTime + (i * 60000), 100, 110 + offset, 90 + offset, 100 + offset, 1000));
         }
 
         Assert.True(double.IsFinite(squeeze.Momentum.Value));
@@ -154,11 +154,11 @@ public class TtmSqueezeTests
         // Start with tight range (likely squeeze on)
         for (int i = 0; i < 5; i++)
         {
-            squeeze.Update(new TBar(baseTime + i * 60000, 100, 100.1, 99.9, 100, 1000));
+            squeeze.Update(new TBar(baseTime + (i * 60000), 100, 100.1, 99.9, 100, 1000));
         }
 
         // Sudden volatility expansion (removed unused initialSqueezeOn variable)
-        squeeze.Update(new TBar(baseTime + 5 * 60000, 100, 120, 80, 115, 1000));
+        squeeze.Update(new TBar(baseTime + (5 * 60000), 100, 120, 80, 115, 1000));
 
         // The squeeze state should have changed
         // (The exact behavior depends on the calculation)
@@ -210,12 +210,12 @@ public class TtmSqueezeTests
         // Flat then accelerating up
         for (int i = 0; i < 3; i++)
         {
-            squeeze.Update(new TBar(baseTime + i * 60000, 100, 101, 99, 100, 1000));
+            squeeze.Update(new TBar(baseTime + (i * 60000), 100, 101, 99, 100, 1000));
         }
 
         // Strong up move
-        squeeze.Update(new TBar(baseTime + 3 * 60000, 100, 115, 99, 112, 1000));
-        squeeze.Update(new TBar(baseTime + 4 * 60000, 112, 125, 110, 122, 1000));
+        squeeze.Update(new TBar(baseTime + (3 * 60000), 100, 115, 99, 112, 1000));
+        squeeze.Update(new TBar(baseTime + (4 * 60000), 112, 125, 110, 122, 1000));
 
         Assert.True(squeeze.MomentumRising);
     }
@@ -233,7 +233,7 @@ public class TtmSqueezeTests
         // Strong uptrend with rising momentum
         for (int i = 0; i < 5; i++)
         {
-            squeeze.Update(new TBar(baseTime + i * 60000, 100 + i * 2, 105 + i * 2, 98 + i * 2, 103 + i * 2, 1000));
+            squeeze.Update(new TBar(baseTime + (i * 60000), 100 + (i * 2), 105 + (i * 2), 98 + (i * 2), 103 + (i * 2), 1000));
         }
 
         // Should be MomentumPositive and MomentumRising = ColorCode 0 (Cyan)
@@ -252,7 +252,7 @@ public class TtmSqueezeTests
         // Strong downtrend with falling momentum
         for (int i = 0; i < 5; i++)
         {
-            squeeze.Update(new TBar(baseTime + i * 60000, 100 - i * 2, 102 - i * 2, 95 - i * 2, 97 - i * 2, 1000));
+            squeeze.Update(new TBar(baseTime + (i * 60000), 100 - (i * 2), 102 - (i * 2), 95 - (i * 2), 97 - (i * 2), 1000));
         }
 
         // Should be !MomentumPositive and !MomentumRising = ColorCode 2 (Red)
@@ -274,15 +274,15 @@ public class TtmSqueezeTests
 
         for (int i = 0; i < 3; i++)
         {
-            squeeze.Update(new TBar(baseTime + i * 60000, 100, 105, 95, 102, 1000));
+            squeeze.Update(new TBar(baseTime + (i * 60000), 100, 105, 95, 102, 1000));
         }
 
         // Add new bar
-        squeeze.Update(new TBar(baseTime + 3 * 60000, 100, 110, 98, 108, 1000), isNew: true);
+        squeeze.Update(new TBar(baseTime + (3 * 60000), 100, 110, 98, 108, 1000), isNew: true);
         double valueAfterNew = squeeze.Momentum.Value;
 
         // Correct the bar with different data
-        squeeze.Update(new TBar(baseTime + 3 * 60000, 108, 112, 105, 92, 1000), isNew: false);
+        squeeze.Update(new TBar(baseTime + (3 * 60000), 108, 112, 105, 92, 1000), isNew: false);
         double valueAfterCorrection = squeeze.Momentum.Value;
 
         Assert.NotEqual(valueAfterNew, valueAfterCorrection);
@@ -296,18 +296,18 @@ public class TtmSqueezeTests
 
         for (int i = 0; i < 3; i++)
         {
-            squeeze.Update(new TBar(baseTime + i * 60000, 100, 105, 95, 102, 1000));
+            squeeze.Update(new TBar(baseTime + (i * 60000), 100, 105, 95, 102, 1000));
         }
 
         // New bar
-        squeeze.Update(new TBar(baseTime + 3 * 60000, 100, 110, 98, 108, 1000), isNew: true);
+        squeeze.Update(new TBar(baseTime + (3 * 60000), 100, 110, 98, 108, 1000), isNew: true);
         double firstValue = squeeze.Momentum.Value;
 
         // Correction 1
-        squeeze.Update(new TBar(baseTime + 3 * 60000, 108, 115, 105, 90, 1000), isNew: false);
+        squeeze.Update(new TBar(baseTime + (3 * 60000), 108, 115, 105, 90, 1000), isNew: false);
 
         // Correction 2 - same as first new bar
-        squeeze.Update(new TBar(baseTime + 3 * 60000, 100, 110, 98, 108, 1000), isNew: false);
+        squeeze.Update(new TBar(baseTime + (3 * 60000), 100, 110, 98, 108, 1000), isNew: false);
         double secondValue = squeeze.Momentum.Value;
 
         Assert.Equal(firstValue, secondValue, Precision);
@@ -355,7 +355,7 @@ public class TtmSqueezeTests
 
         for (int i = 0; i < 5; i++)
         {
-            squeeze.Update(new TBar(baseTime + i * 60000, 100, 105, 95, 102, 1000));
+            squeeze.Update(new TBar(baseTime + (i * 60000), 100, 105, 95, 102, 1000));
         }
 
         Assert.True(squeeze.IsHot);
@@ -375,7 +375,7 @@ public class TtmSqueezeTests
         // Uptrend
         for (int i = 0; i < 5; i++)
         {
-            squeeze.Update(new TBar(baseTime + i * 60000, 100 + i * 2, 105 + i * 2, 95 + i * 2, 103 + i * 2, 1000));
+            squeeze.Update(new TBar(baseTime + (i * 60000), 100 + (i * 2), 105 + (i * 2), 95 + (i * 2), 103 + (i * 2), 1000));
         }
 
         double upTrendMomentum = squeeze.Momentum.Value;
@@ -385,7 +385,7 @@ public class TtmSqueezeTests
         // Downtrend
         for (int i = 0; i < 5; i++)
         {
-            squeeze.Update(new TBar(baseTime + i * 60000, 100 - i * 2, 102 - i * 2, 95 - i * 2, 97 - i * 2, 1000));
+            squeeze.Update(new TBar(baseTime + (i * 60000), 100 - (i * 2), 102 - (i * 2), 95 - (i * 2), 97 - (i * 2), 1000));
         }
 
         Assert.NotEqual(upTrendMomentum, squeeze.Momentum.Value);
@@ -404,7 +404,7 @@ public class TtmSqueezeTests
 
         for (int i = 0; i < 10; i++)
         {
-            source.Add(new TBar(baseTime + i * 60000, 100, 105, 95, 102, 1000));
+            source.Add(new TBar(baseTime + (i * 60000), 100, 105, 95, 102, 1000));
         }
 
         squeeze.Prime(source);
@@ -424,7 +424,7 @@ public class TtmSqueezeTests
 
         for (int i = 0; i < 20; i++)
         {
-            source.Add(new TBar(baseTime + i * 60000, 100 + i, 105 + i, 95 + i, 102 + i, 1000));
+            source.Add(new TBar(baseTime + (i * 60000), 100 + i, 105 + i, 95 + i, 102 + i, 1000));
         }
 
         var result = TtmSqueeze.Batch(source);
@@ -449,7 +449,7 @@ public class TtmSqueezeTests
 
         for (int i = 0; i < 20; i++)
         {
-            source.Add(new TBar(baseTime + i * 60000, 100, 105, 95, 102, 1000));
+            source.Add(new TBar(baseTime + (i * 60000), 100, 105, 95, 102, 1000));
         }
 
         var (results, indicator) = TtmSqueeze.Calculate(source, bbPeriod: 10, bbMult: 2.0, kcPeriod: 10, kcMult: 1.5, momPeriod: 10);

lib/dynamics/ttm_trend/tests/TtmTrend.Quantower.Tests.cs

@@ -303,14 +303,14 @@ public class TtmTrendIndicatorTests
         // Feed historical bars
         for (int i = 0; i < 5; i++)
         {
-            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i * 2, 110 + i * 2, 90 + i * 2, 105 + i * 2);
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + (i * 2), 110 + (i * 2), 90 + (i * 2), 105 + (i * 2));
             indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
         }
 
         // Feed new bars
         for (int i = 5; i < 8; i++)
         {
-            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i * 2, 110 + i * 2, 90 + i * 2, 105 + i * 2);
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + (i * 2), 110 + (i * 2), 90 + (i * 2), 105 + (i * 2));
             indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
         }
 

lib/dynamics/ttm_trend/tests/TtmTrend.Tests.cs

@@ -81,7 +81,7 @@ public class TtmTrendBasicTests
         // EMA = alpha * value + (1 - alpha) * prevEMA
         // EMA = 0.2857 * 107 + 0.7143 * 100 = 30.57 + 71.43 = 102.0
         double alpha = 2.0 / 7.0;
-        double expected = alpha * 107.0 + (1 - alpha) * 100.0;
+        double expected = (alpha * 107.0) + ((1 - alpha) * 100.0);
         Assert.Equal(expected, result.Value, 10);
     }
 
@@ -360,7 +360,7 @@ public class TtmTrendBarCorrectionTests
 
         // Should use 105 instead of 110
         double alpha = 2.0 / 7.0;
-        double expected = alpha * 105.0 + (1 - alpha) * 100.0;
+        double expected = (alpha * 105.0) + ((1 - alpha) * 100.0);
         Assert.Equal(expected, corrected.Value, 10);
     }
 }

lib/dynamics/ttm_trend/tests/TtmTrend.Validation.Tests.cs

@@ -64,7 +64,7 @@ public class TtmTrendValidationTests
         // Feed enough bars to warm up, then inject consistently rising prices
         for (int i = 0; i < 20; i++)
         {
-            double price = basePrice + i * 2.0;
+            double price = basePrice + (i * 2.0);
             var bar = new TBar(
                 DateTime.UtcNow.AddMinutes(i),
                 price - 0.5, price + 0.5, price - 0.5, price, 1000);
@@ -84,7 +84,7 @@ public class TtmTrendValidationTests
         // Feed enough bars to warm up, then inject consistently falling prices
         for (int i = 0; i < 20; i++)
         {
-            double price = basePrice - i * 2.0;
+            double price = basePrice - (i * 2.0);
             var bar = new TBar(
                 DateTime.UtcNow.AddMinutes(i),
                 price + 0.5, price + 0.5, price - 0.5, price, 1000);

lib/dynamics/vortex/tests/Vortex.Tests.cs

@@ -172,8 +172,8 @@ public class VortexTests
         // VI- = 17 / 27 ≈ 0.630
 
         Assert.True(vortex.IsHot);
-        Assert.True(Math.Abs(vortex.ViPlus.Value - 32.0 / 27.0) < 0.001);
-        Assert.True(Math.Abs(vortex.ViMinus.Value - 17.0 / 27.0) < 0.001);
+        Assert.True(Math.Abs(vortex.ViPlus.Value - (32.0 / 27.0)) < 0.001);
+        Assert.True(Math.Abs(vortex.ViMinus.Value - (17.0 / 27.0)) < 0.001);
     }
 
     [Fact]
@@ -205,8 +205,8 @@ public class VortexTests
 
         for (int i = 0; i < 50; i++)
         {
-            double price = basePrice + i * 2; // Strong uptrend
-            var bar = new TBar(baseTime + i * 60000, price, price + 1, price - 0.5, price + 0.5, 1000);
+            double price = basePrice + (i * 2); // Strong uptrend
+            var bar = new TBar(baseTime + (i * 60000), price, price + 1, price - 0.5, price + 0.5, 1000);
             vortex.Update(bar);
         }
 
@@ -225,8 +225,8 @@ public class VortexTests
 
         for (int i = 0; i < 50; i++)
         {
-            double price = basePrice - i * 2; // Strong downtrend
-            var bar = new TBar(baseTime + i * 60000, price, price + 0.5, price - 1, price - 0.5, 1000);
+            double price = basePrice - (i * 2); // Strong downtrend
+            var bar = new TBar(baseTime + (i * 60000), price, price + 0.5, price - 1, price - 0.5, 1000);
             vortex.Update(bar);
         }