[CodeFactor] Apply fixes

lib/averages/Afirma.cs

@@ -10,7 +10,6 @@ namespace QuanTAlib;
 /// Implementation:
 ///     Original implementation based on FIR filter design principles
 /// </remarks>
-
 public class Afirma : AbstractBase
 {
     public enum WindowType

lib/averages/Alma.cs

@@ -11,7 +11,6 @@ namespace QuanTAlib;
 /// Validation:
 ///    Skender.Stock.Indicators
 /// </remarks>
-
 public class Alma : AbstractBase
 {
     private readonly int _period;

lib/averages/Convolution.cs

@@ -10,7 +10,6 @@ namespace QuanTAlib;
 /// Implementation:
 ///     Based on standard discrete convolution principles from signal processing
 /// </remarks>
-
 public class Convolution : AbstractBase
 {
     private readonly double[] _kernel;

lib/averages/Dsma.cs

@@ -19,7 +19,6 @@ namespace QuanTAlib;
 /// Source:
 ///    https://www.mesasoftware.com/papers/DEVIATION%20SCALED%20MOVING%20AVERAGE.pdf
 /// </remarks>
-
 public class Dsma : AbstractBase
 {
     private readonly int _period;

lib/averages/Dwma.cs

@@ -21,7 +21,6 @@ namespace QuanTAlib;
 ///
 /// Where WMA is the Weighted Moving Average function and 'period' is the number of data points used in each WMA calculation.
 /// </remarks>
-
 public class Dwma : AbstractBase
 {
     private readonly Wma _innerWma;

lib/averages/Epma.cs

@@ -22,7 +22,6 @@ namespace QuanTAlib;
 /// Implementation:
 ///     Original implementation based on convolution principles
 /// </remarks>
-
 public class Epma : AbstractBase
 {
     private readonly int _period;

lib/averages/Frama.cs

@@ -23,7 +23,6 @@ namespace QuanTAlib;
 ///     John Ehlers - "FRAMA: A Trend-Following Indicator"
 ///     https://www.mesasoftware.com/papers/FRAMA.pdf
 /// </remarks>
-
 public class Frama : AbstractBase
 {
     private readonly int _period;

lib/averages/Fwma.cs

@@ -23,7 +23,6 @@ namespace QuanTAlib;
 /// Implementation:
 ///     Original implementation based on Fibonacci sequence principles
 /// </remarks>
-
 public class Fwma : AbstractBase
 {
     private readonly Convolution _convolution;

lib/averages/Gma.cs

@@ -23,7 +23,6 @@ namespace QuanTAlib;
 /// Implementation:
 ///     Based on Gaussian distribution principles from statistics
 /// </remarks>
-
 public class Gma : AbstractBase
 {
     private readonly Convolution _convolution;

lib/averages/Hma.cs

@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     Alan Hull - "Better Trading with Hull Moving Average"
 ///     https://alanhull.com/hull-moving-average
 /// </remarks>
-
 public class Hma : AbstractBase
 {
     private readonly Convolution _wmaHalf, _wmaFull, _wmaFinal;

lib/averages/Htit.cs

@@ -26,7 +26,6 @@ namespace QuanTAlib;
 /// Note: This implementation is currently under development and may not pass
 /// all consistency tests.
 /// </remarks>
-
 public class Htit : AbstractBase
 {
     private readonly CircularBuffer _priceBuffer = new(7);

lib/averages/Hwma.cs

@@ -27,7 +27,6 @@ namespace QuanTAlib;
 ///     - Beta (nB) = 1/period
 ///     - Gamma (nC) = 1/period
 /// </remarks>
-
 public class Hwma : AbstractBase
 {
     private readonly int _period;

lib/averages/Jma.cs

@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     Based on known and reverse-engineered insights from Jurik Research
 ///     Original work by Mark Jurik
 /// </remarks>
-
 public class Jma : AbstractBase
 {
     private readonly double _period;

lib/averages/Kama.cs

@@ -24,7 +24,6 @@ namespace QuanTAlib;
 ///     Perry Kaufman - "Smarter Trading"
 ///     https://www.investopedia.com/terms/k/kaufmansadaptivemovingaverage.asp
 /// </remarks>
-
 public class Kama : AbstractBase
 {
     private readonly int _period;

lib/averages/Ltma.cs

@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     John Ehlers - "Time Warp - Without Space Travel"
 ///     https://www.mesasoftware.com/papers/TimeWarp.pdf
 /// </remarks>
-
 public class Ltma : AbstractBase
 {
     private readonly double _gamma;

lib/averages/Maaf.cs

@@ -27,7 +27,6 @@ namespace QuanTAlib;
 ///
 /// Note: Initial values handling is currently under development.
 /// </remarks>
-
 public class Maaf : AbstractBase
 {
     private readonly CircularBuffer _priceBuffer;

lib/averages/Mama.cs

@@ -26,7 +26,6 @@ namespace QuanTAlib;
 ///     John Ehlers - "MESA Adaptive Moving Averages"
 ///     https://www.mesasoftware.com/papers/MAMA.pdf
 /// </remarks>
-
 public class Mama : AbstractBase
 {
     private readonly double _fastLimit, _slowLimit;

lib/averages/Mgdi.cs

@@ -24,7 +24,6 @@ namespace QuanTAlib;
 /// Implementation:
 ///     Based on geometric decay principles with ratio-based modification
 /// </remarks>
-
 public class Mgdi : AbstractBase
 {
     private readonly int _period;

lib/averages/Mma.cs

@@ -24,7 +24,6 @@ namespace QuanTAlib;
 ///     Based on modified moving average principles combining
 ///     simple and weighted components for optimal smoothing
 /// </remarks>
-
 public class Mma : AbstractBase
 {
     private readonly int _period;

lib/averages/Pwma.cs

@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     Based on Pascal's triangle principles for weight generation
 ///     Uses convolution for efficient calculation
 /// </remarks>
-
 public class Pwma : AbstractBase
 {
     private readonly int _period;

lib/averages/Qema.cs

@@ -26,7 +26,6 @@ namespace QuanTAlib;
 ///     Based on quadruple exponential smoothing principles
 ///     with optimized combination formula
 /// </remarks>
-
 public class Qema : AbstractBase
 {
     private readonly Ema _ema1, _ema2, _ema3, _ema4;

lib/averages/Rema.cs

@@ -24,7 +24,6 @@ namespace QuanTAlib;
 /// Sources:
 ///     https://user42.tuxfamily.org/chart/manual/Regularized-Exponential-Moving-Average.html
 /// </remarks>
-
 public class Rema : AbstractBase
 {
     private readonly int _period;

lib/averages/Sinema.cs

@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     Based on sine function principles for weight generation
 ///     Uses convolution for efficient calculation
 /// </remarks>
-
 public class Sinema : AbstractBase
 {
     private readonly Convolution _convolution;

lib/averages/Sma.cs

@@ -24,7 +24,6 @@ namespace QuanTAlib;
 ///     https://www.investopedia.com/terms/s/sma.asp
 ///     https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_averages
 /// </remarks>
-
 public class Sma : AbstractBase
 {
     private readonly CircularBuffer _buffer;

lib/averages/Smma.cs

@@ -24,7 +24,6 @@ namespace QuanTAlib;
 ///     Based on smoothed moving average principles with
 ///     initial SMA seeding for stability
 /// </remarks>
-
 public class Smma : AbstractBase
 {
     private readonly int _period;

lib/averages/T3.cs

@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     Tim Tillson - "Better Moving Averages"
 ///     TASC Magazine, 1998
 /// </remarks>
-
 public class T3 : AbstractBase
 {
     private readonly int _period;

lib/averages/Tema.cs

@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     Patrick Mulloy - "Smoothing Data with Faster Moving Averages"
 ///     Technical Analysis of Stocks and Commodities, 1994
 /// </remarks>
-
 public class Tema : AbstractBase
 {
     private readonly int _period;

lib/averages/Trima.cs

@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     https://www.investopedia.com/terms/t/triangularaverage.asp
 ///     Technical Analysis of Stocks & Commodities magazine
 /// </remarks>
-
 public class Trima : AbstractBase
 {
     private readonly Convolution _convolution;

lib/averages/Vidya.cs

@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     Tushar Chande - "Beyond Technical Analysis"
 ///     https://www.investopedia.com/terms/v/vidya.asp
 /// </remarks>
-
 public class Vidya : AbstractBase
 {
     private readonly int _longPeriod;

lib/averages/Wma.cs

@@ -26,7 +26,6 @@ namespace QuanTAlib;
 ///     https://www.investopedia.com/articles/technical/060401.asp
 ///     https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:weighted_moving_average
 /// </remarks>
-
 public class Wma : AbstractBase
 {
     private readonly int _period;

lib/averages/Zlema.cs

@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     John Ehlers and Ric Way - "Zero Lag (Well, Almost)"
 ///     Technical Analysis of Stocks and Commodities, 2010
 /// </remarks>
-
 public class Zlema : AbstractBase
 {
     private readonly CircularBuffer _buffer;