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[CodeFactor] Apply fixes to commit 0606491

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codefactor-io
2026-03-12 19:37:50 +00:00
parent 060649192f
commit 8f79257155
384 changed files with 1197 additions and 1215 deletions
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lib/statistics/cointegration/tests/Cointegration.Tests.cs
+7 -7
View File
@@ -342,7 +342,7 @@ public class CointegrationTests
for (int i = 0; i < 10; i++)
{
indicator.Update(100.0 + i, 100.0 + i * 0.5);
indicator.Update(100.0 + i, 100.0 + (i * 0.5));
}
_ = indicator.Last.Value; // beforeNaN - verify state before NaN
@@ -362,7 +362,7 @@ public class CointegrationTests
for (int i = 0; i < 10; i++)
{
indicator.Update(100.0 + i, 100.0 + i * 0.5);
indicator.Update(100.0 + i, 100.0 + (i * 0.5));
}
// Update with infinity
@@ -380,7 +380,7 @@ public class CointegrationTests
for (int i = 0; i < 20; i++)
{
double a = i % 5 == 0 ? double.NaN : 100.0 + i;
double b = i % 7 == 0 ? double.NaN : 100.0 + i * 0.5;
double b = i % 7 == 0 ? double.NaN : 100.0 + (i * 0.5);
indicator.Update(a, b);
}
@@ -592,8 +592,8 @@ public class CointegrationTests
for (int i = 0; i < 100; i++)
{
double a = 100.0 + i * 0.1;
double b = a + Math.Log(random.Next().Close / 100.0) * 0.1; // Highly correlated
double a = 100.0 + (i * 0.1);
double b = a + (Math.Log(random.Next().Close / 100.0) * 0.1); // Highly correlated
indicator.Update(a, b);
}
@@ -616,9 +616,9 @@ public class CointegrationTests
for (int i = 0; i < 100; i++)
{
// Cointegrated pair
double a1 = 100.0 + i * 0.1;
double a1 = 100.0 + (i * 0.1);
double noise1 = Math.Log(random.Next().Close / 100.0);
double b1 = a1 + noise1 * 0.1;
double b1 = a1 + (noise1 * 0.1);
indicatorCointegrated.Update(a1, b1);
// Random walks
lib/statistics/cointegration/tests/Cointegration.Validation.Tests.cs
+26 -26
View File
@@ -29,8 +29,8 @@ public class CointegrationValidationTests
{
// Incremental log-return: truly i.i.d. noise, variance ~(0.2²·dt)
double noise = Math.Log(bars[i].Close / bars[i - 1].Close);
double a = 100.0 + i * 0.5 + noise * 0.1;
double b = 2.0 * a + 10.0 + noise * 0.1;
double a = 100.0 + (i * 0.5) + (noise * 0.1);
double b = (2.0 * a) + 10.0 + (noise * 0.1);
indicator.Update(a, b);
}
@@ -49,7 +49,7 @@ public class CointegrationValidationTests
for (int i = 0; i < 100; i++)
{
double value = 100.0 + Math.Sin(i * 0.1) * 10.0;
double value = 100.0 + (Math.Sin(i * 0.1) * 10.0);
indicator.Update(value, value);
}
@@ -68,9 +68,9 @@ public class CointegrationValidationTests
for (int i = 0; i < 100; i++)
{
double a = 50.0 + i * 0.3 + Math.Sin(i * 0.2) * 5.0;
double a = 50.0 + (i * 0.3) + (Math.Sin(i * 0.2) * 5.0);
double noise = GbmNoise(random) * 0.5;
double b = 1.5 * a + noise;
double b = (1.5 * a) + noise;
indicator.Update(a, b);
}
@@ -87,9 +87,9 @@ public class CointegrationValidationTests
for (int i = 0; i < 100; i++)
{
double a = 100.0 + i * 0.2;
double a = 100.0 + (i * 0.2);
double noise = GbmNoise(random) * 0.5; // Small noise
double b = 25.0 + 0.8 * a + noise;
double b = 25.0 + (0.8 * a) + noise;
indicator.Update(a, b);
}
@@ -105,8 +105,8 @@ public class CointegrationValidationTests
for (int i = 0; i < 100; i++)
{
double a = 100.0 + i * 0.3;
double b = 50.0 + 0.5 * a + Math.Sin(i * 0.1);
double a = 100.0 + (i * 0.3);
double b = 50.0 + (0.5 * a) + Math.Sin(i * 0.1);
indicator10.Update(a, b);
indicator30.Update(a, b);
}
@@ -128,8 +128,8 @@ public class CointegrationValidationTests
for (int i = 0; i < 50; i++)
{
double a = 100.0 + i * 0.2 + Math.Sin(i * 0.1) * 3.0;
double b = 30.0 + 0.7 * a + Math.Cos(i * 0.15) * 2.0;
double a = 100.0 + (i * 0.2) + (Math.Sin(i * 0.1) * 3.0);
double b = 30.0 + (0.7 * a) + (Math.Cos(i * 0.15) * 2.0);
seriesA.Add(baseTime.AddMinutes(i), a);
seriesB.Add(baseTime.AddMinutes(i), b);
}
@@ -165,8 +165,8 @@ public class CointegrationValidationTests
for (int i = 0; i < length; i++)
{
seriesA[i] = 100.0 + i * 0.2 + Math.Sin(i * 0.1) * 3.0;
seriesB[i] = 30.0 + 0.7 * seriesA[i] + Math.Cos(i * 0.15) * 2.0;
seriesA[i] = 100.0 + (i * 0.2) + (Math.Sin(i * 0.1) * 3.0);
seriesB[i] = 30.0 + (0.7 * seriesA[i]) + (Math.Cos(i * 0.15) * 2.0);
}
// Span calculation
@@ -198,8 +198,8 @@ public class CointegrationValidationTests
// First run
for (int i = 0; i < 50; i++)
{
double a = 100.0 + i * 0.3;
double b = 50.0 + 0.5 * a;
double a = 100.0 + (i * 0.3);
double b = 50.0 + (0.5 * a);
indicator.Update(a, b);
}
var firstResult = indicator.Last.Value;
@@ -209,8 +209,8 @@ public class CointegrationValidationTests
// Second run with same data
for (int i = 0; i < 50; i++)
{
double a = 100.0 + i * 0.3;
double b = 50.0 + 0.5 * a;
double a = 100.0 + (i * 0.3);
double b = 50.0 + (0.5 * a);
indicator.Update(a, b);
}
var secondResult = indicator.Last.Value;
@@ -259,8 +259,8 @@ public class CointegrationValidationTests
for (int i = 0; i < 20; i++)
{
double a = 100.0 + i + GbmNoise(random) * 0.1;
double b = 50.0 + 0.5 * a + GbmNoise(random) * 0.1;
double a = 100.0 + i + (GbmNoise(random) * 0.1);
double b = 50.0 + (0.5 * a) + (GbmNoise(random) * 0.1);
indicator.Update(a, b);
}
@@ -277,8 +277,8 @@ public class CointegrationValidationTests
for (int i = 0; i < 150; i++)
{
double a = 100.0 + i * 0.1 + GbmNoise(random) * 0.1;
double b = 30.0 + 0.8 * a + GbmNoise(random) * 0.1;
double a = 100.0 + (i * 0.1) + (GbmNoise(random) * 0.1);
double b = 30.0 + (0.8 * a) + (GbmNoise(random) * 0.1);
indicator.Update(a, b);
}
@@ -298,8 +298,8 @@ public class CointegrationValidationTests
for (int i = 0; i < 50; i++)
{
double a = 1e8 + i * 1e5;
double b = 2e8 + 2.0 * a;
double a = 1e8 + (i * 1e5);
double b = 2e8 + (2.0 * a);
indicator.Update(a, b);
}
@@ -313,8 +313,8 @@ public class CointegrationValidationTests
for (int i = 0; i < 50; i++)
{
double a = 1e-6 + i * 1e-8;
double b = 2e-6 + 1.5 * a;
double a = 1e-6 + (i * 1e-8);
double b = 2e-6 + (1.5 * a);
indicator.Update(a, b);
}
@@ -329,7 +329,7 @@ public class CointegrationValidationTests
for (int i = 0; i < 50; i++)
{
double a = 1000.0 + i;
double b = 0.001 + 0.000001 * a; // Much smaller scale
double b = 0.001 + (0.000001 * a); // Much smaller scale
indicator.Update(a, b);
}