[CodeFactor] Apply fixes to commit 0606491

lib/trends_IIR/adxvma/tests/Adxvma.Quantower.Tests.cs

@@ -155,7 +155,7 @@ public class AdxvmaIndicatorTests
         var now = DateTime.UtcNow;
         for (int i = 0; i < 200; i++)
         {
-            double price = 100 + (i * 0.1) + Math.Sin(i * 0.1) * 2;
+            double price = 100 + (i * 0.1) + (Math.Sin(i * 0.1) * 2);
             indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 2, price - 2, price);
             indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
         }

lib/trends_IIR/adxvma/tests/Adxvma.Tests.cs

@@ -493,7 +493,7 @@ public class AdxvmaTests
         // Feed strong uptrend bars (large +DM consistently)
         for (int i = 0; i < 50; i++)
         {
-            double price = 100 + i * 2;
+            double price = 100 + (i * 2);
             var bar = new TBar(time.AddMinutes(i), price, price + 1, price - 0.5, price + 0.5, 1000);
             adxvma.Update(bar, isNew: true);
         }

lib/trends_IIR/adxvma/tests/Adxvma.Validation.Tests.cs

@@ -178,7 +178,7 @@ public class AdxvmaValidationTests
         // Strong uptrend: each bar H > prev H, L > prev L, consistent +DM
         for (int i = 0; i < 100; i++)
         {
-            double basePrice = 100 + i * 1.5;
+            double basePrice = 100 + (i * 1.5);
             var bar = new TBar(time.AddMinutes(i), basePrice, basePrice + 2, basePrice - 1, basePrice + 1, 1000);
             adxvma.Update(bar, isNew: true);
         }
@@ -208,7 +208,7 @@ public class AdxvmaValidationTests
         // Feed choppy bars: alternating up/down moves cancel out → ADX stays low
         for (int i = 50; i < 150; i++)
         {
-            double price = 100 + Math.Sin(i * 0.5) * 2; // oscillating around 100
+            double price = 100 + (Math.Sin(i * 0.5) * 2); // oscillating around 100
             var bar = new TBar(time.AddMinutes(i), price, price + 1, price - 1, price, 1000);
             adxvma.Update(bar, isNew: true);
         }

lib/trends_IIR/decycler/tests/Decycler.Validation.Tests.cs

@@ -29,7 +29,7 @@ file static class DecyclerPineReference
         double arg = 0.707 * 2.0 * Math.PI / period;
         double cosArg = Math.Cos(arg);
         double alpha = (cosArg + Math.Sin(arg) - 1.0) / cosArg;
-        double halfAlpha = 1.0 - alpha * 0.5;
+        double halfAlpha = 1.0 - (alpha * 0.5);
         double a1 = halfAlpha * halfAlpha;
         double oneMinusAlpha = 1.0 - alpha;
         double b1 = 2.0 * oneMinusAlpha;
@@ -48,9 +48,9 @@ file static class DecyclerPineReference
             }
             else
             {
-                hp[i] = a1 * (src[i] - 2.0 * src[i - 1] + src[i - 2])
-                       + b1 * hp[i - 1]
-                       + c1 * hp[i - 2];
+                hp[i] = (a1 * (src[i] - (2.0 * src[i - 1]) + src[i - 2]))
+                       + (b1 * hp[i - 1])
+                       + (c1 * hp[i - 2]);
                 result[i] = src[i] - hp[i];
             }
         }
@@ -68,7 +68,7 @@ file static class DecyclerPineReference
         double arg = 0.707 * 2.0 * Math.PI / period;
         double cosArg = Math.Cos(arg);
         double alpha = (cosArg + Math.Sin(arg) - 1.0) / cosArg;
-        double halfAlpha = 1.0 - alpha * 0.5;
+        double halfAlpha = 1.0 - (alpha * 0.5);
         double a1 = halfAlpha * halfAlpha;
         double oneMinusAlpha = 1.0 - alpha;
         double b1 = 2.0 * oneMinusAlpha;
@@ -90,9 +90,9 @@ file static class DecyclerPineReference
         for (int i = 1; i < src.Length; i++)
         {
             // IsInitialized = true from bar 1 onward
-            double newHp = a1 * (src[i] - 2.0 * src1 + src2)
-                         + b1 * hp
-                         + c1 * hp1;
+            double newHp = (a1 * (src[i] - (2.0 * src1) + src2))
+                         + (b1 * hp)
+                         + (c1 * hp1);
             result[i] = src[i] - newHp;
 
             hp1 = hp;

lib/trends_IIR/dema/tests/Dema.Tests.cs

@@ -23,7 +23,7 @@ public class DemaTests
 
             var e1Val = ema1.Update(tVal);
             var e2Val = ema2.Update(e1Val);
-            double expected = 2 * e1Val.Value - e2Val.Value;
+            double expected = (2 * e1Val.Value) - e2Val.Value;
 
             Assert.Equal(expected, dVal.Value, 1e-9);
         }

lib/trends_IIR/dema/tests/Dema.Validation.Tests.cs

@@ -179,7 +179,7 @@ public sealed class DemaValidationTests : IDisposable
                 // Manual DEMA (Ooples logic)
                 var e1 = ema1.Update(item);
                 var e2 = ema2.Update(e1); // EMA of EMA
-                double ooplesVal = 2 * e1.Value - e2.Value;
+                double ooplesVal = (2 * e1.Value) - e2.Value;
 
                 // Compare
                 // Note: There might be tiny differences due to floating point operations order

lib/trends_IIR/hwma/tests/Hwma.Tests.cs

@@ -354,7 +354,7 @@ public class HwmaTests
         double[] prices = new double[30];
         for (int i = 0; i < 30; i++)
         {
-            prices[i] = 100 + i * 2; // Linear uptrend
+            prices[i] = 100 + (i * 2); // Linear uptrend
         }
 
         double lastResult = 0;

lib/trends_IIR/hwma/tests/Hwma.Validation.Tests.cs

@@ -46,12 +46,12 @@ public class HwmaValidationTests
             double prevV = V;
             double prevA = A;
 
-            F = alpha * series[i].Value + (1 - alpha) * (prevF + prevV + 0.5 * prevA);
-            V = beta * (F - prevF) + (1 - beta) * (prevV + prevA);
-            A = gamma * (V - prevV) + (1 - gamma) * prevA;
+            F = (alpha * series[i].Value) + ((1 - alpha) * (prevF + prevV + (0.5 * prevA)));
+            V = (beta * (F - prevF)) + ((1 - beta) * (prevV + prevA));
+            A = (gamma * (V - prevV)) + ((1 - gamma) * prevA);
         }
 
-        double expected = F + V + 0.5 * A;
+        double expected = F + V + (0.5 * A);
 
         Assert.Equal(expected, results.Last.Value, Tolerance);
     }
@@ -183,14 +183,14 @@ public class HwmaValidationTests
         // Generate uptrend
         for (int i = 0; i < 30; i++)
         {
-            double price = 100 + i * 2; // Strong uptrend
+            double price = 100 + (i * 2); // Strong uptrend
             hwma.Update(new TValue(DateTime.UtcNow, price));
             ema.Update(new TValue(DateTime.UtcNow, price));
         }
 
         // HWMA should be closer to current price than EMA in uptrend
         // (or even ahead due to velocity/acceleration extrapolation)
-        double currentPrice = 100 + 29 * 2; // 158
+        double currentPrice = 100 + (29 * 2); // 158
         double hwmaDiff = Math.Abs(hwma.Last.Value - currentPrice);
         double emaDiff = Math.Abs(ema.Last.Value - currentPrice);
 

lib/trends_IIR/jma/tests/Jma.Tests.cs

@@ -83,7 +83,7 @@ public class JmaTests
 
         // Warmup for JMA(10) is approx 203 bars
         // ceil(20 + 80 * 10^0.36) = 203
-        int warmup = (int)Math.Ceiling(20.0 + 80.0 * Math.Pow(10, 0.36));
+        int warmup = (int)Math.Ceiling(20.0 + (80.0 * Math.Pow(10, 0.36)));
 
         for (int i = 1; i < warmup; i++)
         {

lib/trends_IIR/ltma/tests/Ltma.Tests.cs

@@ -134,7 +134,7 @@ public class LtmaTests
         // Multiple corrections
         for (int c = 0; c < 5; c++)
         {
-            ltma.Update(new TValue(baseBar.Time, baseBar.Close + (c + 1) * 2.0), isNew: false);
+            ltma.Update(new TValue(baseBar.Time, baseBar.Close + ((c + 1) * 2.0)), isNew: false);
         }
 
         // Final correction with original → must restore

lib/trends_IIR/ltma/tests/Ltma.Validation.Tests.cs

@@ -195,7 +195,7 @@ public sealed class LtmaValidationTests : IDisposable
             var ltmaVal = ltma.Update(tVal);
             var e1 = ema1.Update(tVal);
             var e2 = ema2.Update(e1);
-            double expected = 2.0 * e1.Value - e2.Value;
+            double expected = (2.0 * e1.Value) - e2.Value;
 
             Assert.Equal(expected, ltmaVal.Value, 1e-9);
         }

lib/trends_IIR/mama/tests/Mama.Tests.cs

@@ -128,7 +128,7 @@ public class MamaTests
         var now = DateTime.UtcNow;
         for (int i = 0; i < 50; i++)
         {
-            data.Add(new TValue(now.AddMinutes(i), 100.0 + Math.Sin(i * 0.1) * 10));
+            data.Add(new TValue(now.AddMinutes(i), 100.0 + (Math.Sin(i * 0.1) * 10)));
         }
 
         // Case 1: Update all at once

lib/trends_IIR/mavp/tests/Mavp.Tests.cs

@@ -88,7 +88,7 @@ public class MavpTests
             var bar = gbm.Next(isNew: true);
             series.Add(bar.Time, bar.Close);
             // Variable period: oscillate between 5 and 20
-            double p = 5 + 15.0 * (0.5 + 0.5 * Math.Sin(i * 0.1));
+            double p = 5 + (15.0 * (0.5 + (0.5 * Math.Sin(i * 0.1))));
             periodSeries.Add(bar.Time, p);
         }
 
@@ -343,7 +343,7 @@ public class MavpTests
         {
             var bar = gbm.Next(isNew: true);
             var tv = new TValue(bar.Time, bar.Close);
-            double period = 5 + 15.0 * (0.5 + 0.5 * Math.Sin(i * 0.1));
+            double period = 5 + (15.0 * (0.5 + (0.5 * Math.Sin(i * 0.1))));
 
             // Method 1: Set period, then call Update
             mavp1.Period = period;

lib/trends_IIR/mcnma/tests/Mcnma.Tests.cs

@@ -34,14 +34,14 @@ public class McnmaTests
             e1 = Math.FusedMultiplyAdd(e1, decay, alpha * val);
             e2 = Math.FusedMultiplyAdd(e2, decay, alpha * e1);
             e3 = Math.FusedMultiplyAdd(e3, decay, alpha * e2);
-            double tema1 = 3.0 * e1 - 3.0 * e2 + e3;
+            double tema1 = (3.0 * e1) - (3.0 * e2) + e3;
 
             e4 = Math.FusedMultiplyAdd(e4, decay, alpha * tema1);
             e5 = Math.FusedMultiplyAdd(e5, decay, alpha * e4);
             e6 = Math.FusedMultiplyAdd(e6, decay, alpha * e5);
-            double tema2 = 3.0 * e4 - 3.0 * e5 + e6;
+            double tema2 = (3.0 * e4) - (3.0 * e5) + e6;
 
-            double expected = 2.0 * tema1 - tema2;
+            double expected = (2.0 * tema1) - tema2;
             Assert.Equal(expected, mVal.Value, 1e-9);
         }
     }

lib/trends_IIR/mcnma/tests/Mcnma.Validation.Tests.cs

@@ -65,14 +65,14 @@ public sealed class McnmaValidationTests : IDisposable
                 e1 = Math.FusedMultiplyAdd(e1, decay, alpha * val);
                 e2 = Math.FusedMultiplyAdd(e2, decay, alpha * e1);
                 e3 = Math.FusedMultiplyAdd(e3, decay, alpha * e2);
-                double tema1 = 3.0 * e1 - 3.0 * e2 + e3;
+                double tema1 = (3.0 * e1) - (3.0 * e2) + e3;
 
                 e4 = Math.FusedMultiplyAdd(e4, decay, alpha * tema1);
                 e5 = Math.FusedMultiplyAdd(e5, decay, alpha * e4);
                 e6 = Math.FusedMultiplyAdd(e6, decay, alpha * e5);
-                double tema2 = 3.0 * e4 - 3.0 * e5 + e6;
+                double tema2 = (3.0 * e4) - (3.0 * e5) + e6;
 
-                manualResults.Add(2.0 * tema1 - tema2);
+                manualResults.Add((2.0 * tema1) - tema2);
             }
 
             for (int i = 0; i < qResult.Count; i++)
@@ -181,14 +181,14 @@ public sealed class McnmaValidationTests : IDisposable
                 e1 = Math.FusedMultiplyAdd(e1, decay, alpha * val);
                 e2 = Math.FusedMultiplyAdd(e2, decay, alpha * e1);
                 e3 = Math.FusedMultiplyAdd(e3, decay, alpha * e2);
-                double tema1 = 3.0 * e1 - 3.0 * e2 + e3;
+                double tema1 = (3.0 * e1) - (3.0 * e2) + e3;
 
                 e4 = Math.FusedMultiplyAdd(e4, decay, alpha * tema1);
                 e5 = Math.FusedMultiplyAdd(e5, decay, alpha * e4);
                 e6 = Math.FusedMultiplyAdd(e6, decay, alpha * e5);
-                double tema2 = 3.0 * e4 - 3.0 * e5 + e6;
+                double tema2 = (3.0 * e4) - (3.0 * e5) + e6;
 
-                double manualVal = 2.0 * tema1 - tema2;
+                double manualVal = (2.0 * tema1) - tema2;
                 Assert.Equal(manualVal, qVal.Value, ValidationHelper.DefaultTolerance);
             }
         }

lib/trends_IIR/nma/tests/Nma.Tests.cs

@@ -147,7 +147,7 @@ public class NmaTests
         nma.Update(series[^1]);
         for (int c = 0; c < 5; c++)
         {
-            nma.Update(new TValue(series[^1].Time, series[^1].Value * (1.0 + c * 0.01)), isNew: false);
+            nma.Update(new TValue(series[^1].Time, series[^1].Value * (1.0 + (c * 0.01))), isNew: false);
         }
         var corrected = nma.Update(new TValue(series[^1].Time, series[^1].Value + 2.0), isNew: false);
 

lib/trends_IIR/nma/tests/Nma.Validation.Tests.cs

@@ -120,7 +120,7 @@ public class NmaValidationTests
         double lastNma = 0;
         for (int i = 0; i < 100; i++)
         {
-            double price = 100.0 + i * 0.5;
+            double price = 100.0 + (i * 0.5);
             lastNma = nma.Update(new TValue(DateTime.UtcNow.AddMinutes(i), price)).Value;
         }
 

lib/trends_IIR/trama/tests/Trama.Tests.cs

@@ -416,7 +416,7 @@ public class TramaTests
         // Fill with simple incrementing values
         for (int i = 0; i < size; i++)
         {
-            source[i] = 100.0 + i * 0.01;
+            source[i] = 100.0 + (i * 0.01);
         }
 
         Trama.Batch(source, output, DefaultPeriod);

lib/trends_IIR/vama/tests/Vama.Quantower.Tests.cs

@@ -177,7 +177,7 @@ public class VamaIndicatorTests
         // Start with low volatility period
         for (int i = 0; i < 30; i++)
         {
-            double price = 100 + i * 0.1;
+            double price = 100 + (i * 0.1);
             indicator.HistoricalData.AddBar(now, price, price + 1, price - 1, price);
             indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
             now = now.AddMinutes(1);
@@ -238,7 +238,7 @@ public class VamaIndicatorTests
         var now = DateTime.UtcNow;
         for (int i = 0; i < 200; i++)
         {
-            double price = 100 + (i * 0.1) + Math.Sin(i * 0.1) * 2;
+            double price = 100 + (i * 0.1) + (Math.Sin(i * 0.1) * 2);
             indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 2, price - 2, price);
             indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
         }

lib/trends_IIR/vama/tests/Vama.Validation.Tests.cs

@@ -124,14 +124,14 @@ public class VamaValidationTests
         // Feed low volatility bars first
         for (int i = 0; i < 100; i++)
         {
-            var bar = new TBar(time.AddMinutes(i), 100 + i * 0.1, 100.5 + i * 0.1, 99.5 + i * 0.1, 100 + i * 0.1, 1000);
+            var bar = new TBar(time.AddMinutes(i), 100 + (i * 0.1), 100.5 + (i * 0.1), 99.5 + (i * 0.1), 100 + (i * 0.1), 1000);
             vamaLowVol.Update(bar, isNew: true);
         }
 
         // Feed high volatility bars
         for (int i = 0; i < 100; i++)
         {
-            var bar = new TBar(time.AddMinutes(i), 100 + i * 0.1, 110 + i * 0.1, 90 + i * 0.1, 100 + i * 0.1, 1000);
+            var bar = new TBar(time.AddMinutes(i), 100 + (i * 0.1), 110 + (i * 0.1), 90 + (i * 0.1), 100 + (i * 0.1), 1000);
             vamaHighVol.Update(bar, isNew: true);
         }
 

lib/trends_IIR/vidya/tests/Vidya.Validation.Tests.cs

@@ -100,7 +100,7 @@ public class VidyaValidationTests
             }
 
             double dynamicAlpha = alpha * vi;
-            double currentVidya = dynamicAlpha * prices[i] + (1 - dynamicAlpha) * prevVidya;
+            double currentVidya = (dynamicAlpha * prices[i]) + ((1 - dynamicAlpha) * prevVidya);
 
             results.Add(currentVidya);
             prevVidya = currentVidya;