gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-20 03:28:05 +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/volatility/atrn/tests/Atrn.Tests.cs
+1 -1
View File
@@ -374,7 +374,7 @@ public class AtrnTests
var batch = Atrn.Batch(bars, DefaultPeriod);
Assert.NotNull(indicator);
Assert.True(indicator.WarmupPeriod >= DefaultPeriod + 10 * DefaultPeriod);
Assert.True(indicator.WarmupPeriod >= DefaultPeriod + (10 * DefaultPeriod));
Assert.Equal(batch.Count, results.Count);
for (int i = 0; i < results.Count; i++)
lib/volatility/atrn/tests/Atrn.Validation.Tests.cs
+3 -3
View File
@@ -166,7 +166,7 @@ public sealed class AtrnValidationTests : IDisposable
for (int i = 0; i < lookbackWindow + 100; i++)
{
constantBars.Add(new TBar(
startTime + i * TimeSpan.FromMinutes(1).Ticks,
startTime + (i * TimeSpan.FromMinutes(1).Ticks),
price, // Open
price + 5.0, // High (constant +5)
price - 5.0, // Low (constant -5)
@@ -215,7 +215,7 @@ public sealed class AtrnValidationTests : IDisposable
double range = 1.0 + (i * 0.1);
bars.Add(new TBar(
startTime + i * TimeSpan.FromMinutes(1).Ticks,
startTime + (i * TimeSpan.FromMinutes(1).Ticks),
price,
price + range,
price - range,
@@ -261,7 +261,7 @@ public sealed class AtrnValidationTests : IDisposable
double range = Math.Max(0.1, 10.0 - (i * 0.05));
bars.Add(new TBar(
startTime + i * TimeSpan.FromMinutes(1).Ticks,
startTime + (i * TimeSpan.FromMinutes(1).Ticks),
price,
price + range,
price - range,