gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-20 19:48:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

[CodeFactor] Apply fixes to commit 0606491

Browse Source
This commit is contained in:
codefactor-io
2026-03-12 19:37:50 +00:00
parent 060649192f
commit 8f79257155
384 changed files with 1197 additions and 1215 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/statistics/beta/tests/Beta.Validation.Tests.cs
+2 -2
View File
@@ -42,7 +42,7 @@ public sealed class BetaValidationTests : IDisposable
var noiseBar = noiseGbm.Next();
double noise = (noiseBar.Close - noiseBar.Open) / noiseBar.Open;
double assetReturn = targetBeta * marketReturn + noise;
double assetReturn = (targetBeta * marketReturn) + noise;
assetPrice *= (1 + assetReturn);
assetQuotes.Add(new TBar(marketQuotes[i].Time, assetPrice, assetPrice, assetPrice, assetPrice, 1000));
@@ -117,7 +117,7 @@ public sealed class BetaValidationTests : IDisposable
double mktReturn = (marketQuotes[i].Value - marketQuotes[i - 1].Value) / marketQuotes[i - 1].Value;
var noiseBar = noiseGbm.Next();
double noise = (noiseBar.Close - noiseBar.Open) / noiseBar.Open;
double astReturn = targetBeta * mktReturn + noise * 0.1;
double astReturn = (targetBeta * mktReturn) + (noise * 0.1);
assetPrice *= (1 + astReturn);
assetPrices[i] = assetPrice;
marketPrices[i] = marketQuotes[i].Value;