[CodeFactor] Apply fixes

lib/volatility/Adr.cs

@@ -33,7 +33,6 @@ namespace QuanTAlib;
 ///
 /// Note: Simpler alternative to ATR, doesn't consider gaps
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Adr : AbstractBase
 {

lib/volatility/Ap.cs

@@ -39,7 +39,6 @@ namespace QuanTAlib;
 ///
 /// Note: Returns median line value for current price level
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Ap : AbstractBase
 {

lib/volatility/Atr.cs

@@ -41,7 +41,6 @@ namespace QuanTAlib;
 ///
 /// Note: Higher ATR indicates higher volatility
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Atr : AbstractBase
 {

lib/volatility/Atrp.cs

@@ -32,7 +32,6 @@ namespace QuanTAlib;
 ///
 /// Note: More suitable for comparing different instruments than raw ATR
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Atrp : AbstractBase
 {

lib/volatility/Atrs.cs

@@ -35,7 +35,6 @@ namespace QuanTAlib;
 ///
 /// Note: Returns stop level based on current trend
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Atrs : AbstractBase
 {

lib/volatility/Cvi.cs

@@ -32,7 +32,6 @@ namespace QuanTAlib;
 ///
 /// Note: Higher CVI values indicate higher volatility
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Cvi : AbstractBase
 {

lib/volatility/Hv.cs

@@ -42,7 +42,6 @@ namespace QuanTAlib;
 ///
 /// Note: Assumes 252 trading days for annualization
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Hv : AbstractBase
 {

lib/volatility/Jvolty.cs

@@ -40,7 +40,6 @@ namespace QuanTAlib;
 ///
 /// Note: Proprietary enhancement of volatility measurement
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Jvolty : AbstractBase
 {

lib/volatility/Rv.cs

@@ -42,7 +42,6 @@ namespace QuanTAlib;
 ///
 /// Note: Efficient implementation using rolling sums
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Rv : AbstractBase
 {

lib/volatility/Rvi.cs

@@ -41,7 +41,6 @@ namespace QuanTAlib;
 ///
 /// Note: Similar concept to RSI but using volatility
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Rvi : AbstractBase
 {

lib/volatility/Tr.cs

@@ -37,7 +37,6 @@ namespace QuanTAlib;
 ///
 /// Note: True Range accounts for gaps between periods, making it more accurate than simple high-low range
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Tr : AbstractBase
 {

lib/volatility/Ui.cs

@@ -37,7 +37,6 @@ namespace QuanTAlib;
 ///
 /// Note: Higher values indicate higher risk due to deeper or more frequent drawdowns
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Ui : AbstractBase
 {

lib/volatility/Vc.cs

@@ -38,7 +38,6 @@ namespace QuanTAlib;
 ///
 /// Note: Returns three values: mean volatility and its upper/lower bounds
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Vc : AbstractBase
 {

lib/volatility/Vov.cs

@@ -32,7 +32,6 @@ namespace QuanTAlib;
 ///
 /// Note: Higher values indicate more unstable volatility conditions
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Vov : AbstractBase
 {

lib/volatility/Vr.cs

@@ -33,7 +33,6 @@ namespace QuanTAlib;
 ///
 /// Note: Values significantly different from 1 indicate changing market conditions
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Vr : AbstractBase
 {

lib/volatility/Vs.cs

@@ -39,7 +39,6 @@ namespace QuanTAlib;
 ///
 /// Note: Returns two values: long stop and short stop levels
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Vs : AbstractBase
 {