[CodeFactor] Apply fixes

lib/volume/Adl.cs

@@ -40,7 +40,6 @@ namespace QuanTAlib;
 ///
 /// Note: Focuses on the relationship between price and volume
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Adl : AbstractBase
 {

lib/volume/Adosc.cs

@@ -42,7 +42,6 @@ namespace QuanTAlib;
 ///
 /// Note: Positive values indicate buying pressure, while negative values indicate selling pressure
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Adosc : AbstractBase
 {

lib/volume/Aobv.cs

@@ -49,7 +49,6 @@ namespace QuanTAlib;
 ///
 /// Note: Provides a more detailed analysis of volume flow than traditional OBV
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Aobv : AbstractBase
 {

lib/volume/Cmf.cs

@@ -39,7 +39,6 @@ namespace QuanTAlib;
 ///
 /// Note: Values above zero indicate buying pressure, while values below zero indicate selling pressure
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Cmf : AbstractBase
 {

lib/volume/Eom.cs

@@ -44,7 +44,6 @@ namespace QuanTAlib;
 /// Note: Positive values suggest prices are rising with light volume (bullish),
 /// while negative values suggest prices are falling with light volume (bearish)
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Eom : AbstractBase
 {

lib/volume/Kvo.cs

@@ -42,7 +42,6 @@ namespace QuanTAlib;
 ///
 /// Note: Positive values indicate buying pressure, while negative values indicate selling pressure
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Kvo : AbstractBase
 {

lib/volume/Mfi.cs

@@ -46,7 +46,6 @@ namespace QuanTAlib;
 ///
 /// Note: Values above 80 indicate overbought conditions, while values below 20 indicate oversold conditions
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Mfi : AbstractBase
 {

lib/volume/Nvi.cs

@@ -41,7 +41,6 @@ namespace QuanTAlib;
 ///
 /// Note: Rising NVI suggests smart money is buying, while falling NVI suggests smart money is selling
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Nvi : AbstractBase
 {

lib/volume/Obv.cs

@@ -44,7 +44,6 @@ namespace QuanTAlib;
 ///
 /// Note: Rising OBV suggests buying pressure, while falling OBV suggests selling pressure
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Obv : AbstractBase
 {

lib/volume/Pvi.cs

@@ -40,7 +40,6 @@ namespace QuanTAlib;
 ///
 /// Note: Rising PVI suggests public buying pressure, while falling PVI suggests public selling pressure
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Pvi : AbstractBase
 {

lib/volume/Pvo.cs

@@ -37,7 +37,6 @@ namespace QuanTAlib;
 ///
 /// Note: Positive values indicate higher short-term volume, while negative values indicate higher long-term volume
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Pvo : AbstractBase
 {

lib/volume/Pvol.cs

@@ -37,7 +37,6 @@ namespace QuanTAlib;
 /// Note: High positive values indicate strong upward momentum with volume support,
 /// while high negative values indicate strong downward momentum with volume support
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Pvol : AbstractBase
 {

lib/volume/Pvr.cs

@@ -36,7 +36,6 @@ namespace QuanTAlib;
 ///
 /// Note: Higher absolute values indicate more significant price moves with volume support
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Pvr : AbstractBase
 {

lib/volume/Pvt.cs

@@ -37,7 +37,6 @@ namespace QuanTAlib;
 ///
 /// Note: Rising PVT suggests buying pressure, while falling PVT suggests selling pressure
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Pvt : AbstractBase
 {

lib/volume/Tvi.cs

@@ -39,7 +39,6 @@ namespace QuanTAlib;
 ///
 /// Note: Rising TVI suggests accumulation, while falling TVI suggests distribution
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Tvi : AbstractBase
 {

lib/volume/Vf.cs

@@ -33,7 +33,6 @@ namespace QuanTAlib;
 ///
 /// Note: Higher values indicate stronger volume force
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Vf : AbstractBase
 {

lib/volume/Vp.cs

@@ -33,7 +33,6 @@ namespace QuanTAlib;
 ///
 /// Note: Returns Point of Control (price level with highest volume)
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Vp : AbstractBase
 {

lib/volume/Vwap.cs

@@ -37,7 +37,6 @@ namespace QuanTAlib;
 ///
 /// Note: Commonly used by institutional traders
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Vwap : AbstractBase
 {

lib/volume/Vwma.cs

@@ -34,7 +34,6 @@ namespace QuanTAlib;
 ///
 /// Note: More responsive to high-volume price movements
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Vwma : AbstractBase
 {