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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/vr/tests/Vr.Quantower.Tests.cs
+6 -6
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@@ -56,7 +56,7 @@ public class VrIndicatorTests
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
@@ -106,7 +106,7 @@ public class VrIndicatorTests
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));
}
@@ -205,7 +205,7 @@ public class VrIndicatorTests
// Price with varying HLC
for (int i = 0; i < 20; i++)
{
double close = 100 + Math.Sin(i * 0.3) * 3;
double close = 100 + (Math.Sin(i * 0.3) * 3);
double high = close + 2 + Math.Abs(Math.Sin(i * 0.5));
double low = close - 2 - Math.Abs(Math.Cos(i * 0.5));
indicator.HistoricalData.AddBar(now.AddMinutes(i), close, high, low, close, 1000);
@@ -261,7 +261,7 @@ public class VrIndicatorTests
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));
@@ -365,8 +365,8 @@ public class VrIndicatorTests
// Normal market with consistent volatility
for (int i = 0; i < 100; i++)
{
double price = 100 + Math.Sin(i * 0.1) * 2;
double range = 2 + Math.Sin(i * 0.2) * 0.5; // Consistent range
double price = 100 + (Math.Sin(i * 0.1) * 2);
double range = 2 + (Math.Sin(i * 0.2) * 0.5); // Consistent range
indicator.HistoricalData.AddBar(now.AddMinutes(i), price, price + range, price - range, price, 1000);
indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
lib/volatility/vr/tests/Vr.Tests.cs
+2 -2
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@@ -614,8 +614,8 @@ public class VrTests
// Build up history with varying volatility
for (int i = 0; i < 50; i++)
{
double range = 2.0 + (i % 5) * 0.5; // Varying range
vr.Update(new TBar(DateTime.UtcNow, 100, 100 + range, 100 - range, 100 + range / 2, 1000));
double range = 2.0 + ((i % 5) * 0.5); // Varying range
vr.Update(new TBar(DateTime.UtcNow, 100, 100 + range, 100 - range, 100 + (range / 2), 1000));
}
// VR should oscillate around 1.0 over time
lib/volatility/vr/tests/Vr.Validation.Tests.cs
+2 -2
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@@ -374,7 +374,7 @@ public class VrValidationTests
// Low volatility consolidation
for (int i = 0; i < 50; i++)
{
vr.Update(new TBar(DateTime.UtcNow, 100, 101, 99, 100 + (i % 2) * 0.5, 1000));
vr.Update(new TBar(DateTime.UtcNow, 100, 101, 99, 100 + ((i % 2) * 0.5), 1000));
}
double consolidationVr = vr.Last.Value;
@@ -407,7 +407,7 @@ public class VrValidationTests
// Gradually increase volatility
for (int i = 0; i < 20; i++)
{
double range = 1 + i * 0.5;
double range = 1 + (i * 0.5);
var result = vr.Update(new TBar(DateTime.UtcNow, 100, 100 + range, 100 - range, 100, 1000));
vrValues.Add(result.Value);
}