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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/yzv/tests/Yzv.Validation.Tests.cs
+8 -8
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@@ -41,12 +41,12 @@ public class YzvValidationTests
double sOSq = ro * ro;
double sCSq = rc * rc;
double sRsSq = rh * (rh - rc) + rl * (rl - rc);
double sRsSq = (rh * (rh - rc)) + (rl * (rl - rc));
double ratioN = (double)(period + 1) / (period - 1);
double kYz = 0.34 / (1.34 + ratioN);
double sSqDaily = sOSq + kYz * sCSq + (1.0 - kYz) * sRsSq;
double sSqDaily = sOSq + (kYz * sCSq) + ((1.0 - kYz) * sRsSq);
// First bar: RMA = value, eComp = 1 - alpha
double alpha = 1.0 / period;
@@ -85,7 +85,7 @@ public class YzvValidationTests
double ratioN = (double)(period + 1) / (period - 1);
double kYz = 0.34 / (1.34 + ratioN);
double expectedK = 0.34 / (1.34 + 21.0 / 19.0);
double expectedK = 0.34 / (1.34 + (21.0 / 19.0));
Assert.Equal(expectedK, kYz, 10);
// Verify k is in reasonable range (0 < k < 0.5)
@@ -103,7 +103,7 @@ public class YzvValidationTests
double rh = Math.Log(high / open);
double rl = Math.Log(low / open);
double sRsSq = rh * (rh - rc) + rl * (rl - rc);
double sRsSq = (rh * (rh - rc)) + (rl * (rl - rc));
// Verify this is positive for typical bar
Assert.True(sRsSq >= 0, "Rogers-Satchell should be non-negative for valid OHLC");
@@ -225,8 +225,8 @@ public class YzvValidationTests
double moveSmall = 1.0;
double moveLarge = 10.0;
yzvSmall.Update(new TBar(DateTime.UtcNow, baseSmall, baseSmall + moveSmall, baseSmall - moveSmall, baseSmall + (i % 2) * moveSmall, 1000));
yzvLarge.Update(new TBar(DateTime.UtcNow, baseLarge, baseLarge + moveLarge, baseLarge - moveLarge, baseLarge + (i % 2) * moveLarge, 1000));
yzvSmall.Update(new TBar(DateTime.UtcNow, baseSmall, baseSmall + moveSmall, baseSmall - moveSmall, baseSmall + ((i % 2) * moveSmall), 1000));
yzvLarge.Update(new TBar(DateTime.UtcNow, baseLarge, baseLarge + moveLarge, baseLarge - moveLarge, baseLarge + ((i % 2) * moveLarge), 1000));
}
// Larger moves should produce larger YZV (roughly 10x)
@@ -272,7 +272,7 @@ public class YzvValidationTests
// No gap scenario
for (int i = 0; i < 30; i++)
{
double close = 100 + i * 0.1;
double close = 100 + (i * 0.1);
yzvNoGap.Update(new TBar(DateTime.UtcNow, close, close + 1, close - 1, close, 1000));
}
@@ -297,7 +297,7 @@ public class YzvValidationTests
// No gap scenario
for (int i = 0; i < 30; i++)
{
double close = 100 - i * 0.1;
double close = 100 - (i * 0.1);
yzvNoGap.Update(new TBar(DateTime.UtcNow, close, close + 1, close - 1, close, 1000));
}