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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/volatility/vov/tests/Vov.Quantower.Tests.cs
+9 -9
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@@ -58,7 +58,7 @@ public class VovIndicatorTests
for (int i = 0; i < 50; i++)
{
// Create price movement that generates volatility
double basePrice = 100 + Math.Sin(i * 0.3) * (5 + i * 0.1);
double basePrice = 100 + (Math.Sin(i * 0.3) * (5 + (i * 0.1)));
indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 2, basePrice - 2, basePrice, 1000);
// Process update for each bar to simulate history loading
@@ -108,7 +108,7 @@ public class VovIndicatorTests
for (int i = 0; i < 60; i++)
{
// Create price movement with varying amplitude
double basePrice = 100 + Math.Sin(i * 0.2) * 5;
double basePrice = 100 + (Math.Sin(i * 0.2) * 5);
indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 2, basePrice - 2, basePrice, 1000);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
@@ -197,7 +197,7 @@ public class VovIndicatorTests
// Low volatility period
for (int i = 0; i < 15; i++)
{
double price = 100 + (i % 2) * 0.5; // Small oscillations
double price = 100 + ((i % 2) * 0.5); // Small oscillations
indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 0.5, price - 0.5, price, 1000);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
@@ -205,7 +205,7 @@ public class VovIndicatorTests
// High volatility period
for (int i = 15; i < 30; i++)
{
double price = 100 + (i % 2) * 10; // Large oscillations
double price = 100 + ((i % 2) * 10); // Large oscillations
indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 5, price - 5, price, 1000);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
@@ -227,7 +227,7 @@ public class VovIndicatorTests
// Price with varying close but constant OHLC range
for (int i = 0; i < 20; i++)
{
double close = 100 + Math.Sin(i * 0.5) * 5; // Varying close
double close = 100 + (Math.Sin(i * 0.5) * 5); // Varying close
indicator.HistoricalData.AddBar(now.AddMinutes(i), 100, 110, 90, close, 1000);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
@@ -252,7 +252,7 @@ public class VovIndicatorTests
for (int i = 0; i < 60; i++)
{
double price = 100 + Math.Sin(i * 0.3) * 5;
double price = 100 + (Math.Sin(i * 0.3) * 5);
indicator1.HistoricalData.AddBar(now.AddMinutes(i), price, price + 2, price - 2, price, 1000);
indicator2.HistoricalData.AddBar(now.AddMinutes(i), price, price + 2, price - 2, price, 1000);
indicator1.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
@@ -303,7 +303,7 @@ public class VovIndicatorTests
// Stable volatility regime
for (int i = 0; i < 20; i++)
{
double price = 100 + Math.Sin(i * 0.5) * 2;
double price = 100 + (Math.Sin(i * 0.5) * 2);
indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + 1, price - 1, price, 1000);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
@@ -313,8 +313,8 @@ public class VovIndicatorTests
// Transition to variable volatility
for (int i = 20; i < 40; i++)
{
double amplitude = 2 + (i - 20) * 0.5; // Increasing amplitude
double price = 100 + Math.Sin(i * 0.5) * amplitude;
double amplitude = 2 + ((i - 20) * 0.5); // Increasing amplitude
double price = 100 + (Math.Sin(i * 0.5) * amplitude);
indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + amplitude, price - amplitude, price, 1000);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
}
lib/volatility/vov/tests/Vov.Tests.cs
+3 -3
View File
@@ -132,7 +132,7 @@ public class VovTests
// First phase: low volatility
for (int i = 0; i < 20; i++)
{
vov.Update(new TValue(DateTime.UtcNow, 100.0 + (i % 2) * 0.1));
vov.Update(new TValue(DateTime.UtcNow, 100.0 + ((i % 2) * 0.1)));
}
double lowVolVov = vov.Last.Value;
@@ -145,12 +145,12 @@ public class VovTests
// High volatility period
for (int j = 0; j < 5; j++)
{
vov.Update(new TValue(DateTime.UtcNow, 100.0 + (j % 2) * 10.0));
vov.Update(new TValue(DateTime.UtcNow, 100.0 + ((j % 2) * 10.0)));
}
// Low volatility period
for (int j = 0; j < 5; j++)
{
vov.Update(new TValue(DateTime.UtcNow, 100.0 + (j % 2) * 0.1));
vov.Update(new TValue(DateTime.UtcNow, 100.0 + ((j % 2) * 0.1)));
}
}
double highVolVov = vov.Last.Value;
lib/volatility/vov/tests/Vov.Validation.Tests.cs
+5 -5
View File
@@ -127,14 +127,14 @@ public class VovValidationTests
// Low volatility period
for (int i = 0; i < 10; i++)
{
double price = 100 + Math.Sin(i * 0.3) * 0.5; // Small oscillations
double price = 100 + (Math.Sin(i * 0.3) * 0.5); // Small oscillations
vov.Update(new TValue(time.AddSeconds(i), price));
}
// High volatility period
for (int i = 10; i < 20; i++)
{
double price = 100 + Math.Sin(i * 0.3) * 10; // Large oscillations
double price = 100 + (Math.Sin(i * 0.3) * 10); // Large oscillations
vov.Update(new TValue(time.AddSeconds(i), price));
}
@@ -299,7 +299,7 @@ public class VovValidationTests
// Multiple corrections on same bar
for (int j = 0; j < 5; j++)
{
vov.Update(new TValue(time.AddSeconds(9), 100 + j * 5), isNew: false);
vov.Update(new TValue(time.AddSeconds(9), 100 + (j * 5)), isNew: false);
}
// Final correction back to original
@@ -535,7 +535,7 @@ public class VovValidationTests
// Stable volatility regime
for (int i = 0; i < 20; i++)
{
double price = 100 + Math.Sin(i * 0.5) * 2; // Consistent amplitude
double price = 100 + (Math.Sin(i * 0.5) * 2); // Consistent amplitude
vov.Update(new TValue(time.AddSeconds(i), price));
}
double stableVov = vov.Last.Value;
@@ -543,7 +543,7 @@ public class VovValidationTests
// Transition to higher volatility
for (int i = 20; i < 35; i++)
{
double price = 100 + Math.Sin(i * 0.5) * (2 + (i - 20) * 0.5); // Increasing amplitude
double price = 100 + (Math.Sin(i * 0.5) * (2 + ((i - 20) * 0.5))); // Increasing amplitude
vov.Update(new TValue(time.AddSeconds(i), price));
}
double transitionVov = vov.Last.Value;