Merge branch 'dev'

lib/volatility/Atr.cs

@@ -8,7 +8,11 @@ namespace QuanTAlib;
 /// of the true range. The true range is the greatest of: current high - current low,
 /// absolute value of current high - previous close, or absolute value of current low - previous close.
 /// </remarks>
+<<<<<<< HEAD
 public class Atr : AbstractBarBase
+=======
+public class Atr : AbstractBase
+>>>>>>> dev
 {
     private readonly Ema _ma;
     private double _prevClose, _p_prevClose;
@@ -82,23 +86,31 @@ public class Atr : AbstractBarBase
     /// </remarks>
     protected override double Calculation()
     {
+<<<<<<< HEAD
         ManageState(Input.IsNew);
+=======
+        ManageState(BarInput.IsNew);
+>>>>>>> dev
 
         double trueRange = Math.Max(
             Math.Max(
-                Input.High - Input.Low,
-                Math.Abs(Input.High - _prevClose)
+                BarInput.High - BarInput.Low,
+                Math.Abs(BarInput.High - _prevClose)
             ),
-            Math.Abs(Input.Low - _prevClose)
+            Math.Abs(BarInput.Low - _prevClose)
         );
         if (_index < 2)
         {
+<<<<<<< HEAD
             trueRange = Input.High - Input.Low;
+=======
+            trueRange = BarInput.High - BarInput.Low;
+>>>>>>> dev
         }
 
         TValue emaTrueRange = _ma.Calc(new TValue(Input.Time, trueRange, Input.IsNew));
         IsHot = _ma.IsHot;
-        _prevClose = Input.Close;
+        _prevClose = BarInput.Close;
 
         return emaTrueRange.Value;
     }

lib/volatility/Historical.cs

@@ -25,7 +25,11 @@ public class Historical : AbstractBase
     /// <exception cref="ArgumentOutOfRangeException">
     /// Thrown when period is less than 2.
     /// </exception>
+<<<<<<< HEAD
     public Historical(int period, bool isAnnualized = true) : base()
+=======
+    public Historical(int period, bool isAnnualized = true)
+>>>>>>> dev
     {
         if (period < 2)
         {

lib/volatility/Realized.cs

@@ -25,7 +25,11 @@ public class Realized : AbstractBase
     /// <exception cref="ArgumentOutOfRangeException">
     /// Thrown when period is less than 2.
     /// </exception>
+<<<<<<< HEAD
     public Realized(int period, bool isAnnualized = true) : base()
+=======
+    public Realized(int period, bool isAnnualized = true)
+>>>>>>> dev
     {
         if (period < 2)
         {

lib/volatility/Rvi.cs

@@ -16,8 +16,8 @@ namespace QuanTAlib;
 public class Rvi : AbstractBase
 {
     private readonly int Period;
-    private Stddev _upStdDev, _downStdDev;
-    private Sma _upSma, _downSma;
+    private readonly Stddev _upStdDev, _downStdDev;
+    private readonly Sma _upSma, _downSma;
     private double _previousClose;
 
     /// <summary>
@@ -27,7 +27,11 @@ public class Rvi : AbstractBase
     /// <exception cref="ArgumentOutOfRangeException">
     /// Thrown when period is less than 2.
     /// </exception>
+<<<<<<< HEAD
     public Rvi(int period) : base()
+=======
+    public Rvi(int period)
+>>>>>>> dev
     {
         if (period < 2)
         {
@@ -105,6 +109,7 @@ public class Rvi : AbstractBase
         _downSma.Calc(_downStdDev.Calc(new TValue(Input.Time, downMove, Input.IsNew)));
 
         double rvi;
+<<<<<<< HEAD
         if (_upSma.Value + _downSma.Value != 0)
         {
             rvi = 100 * _upSma.Value / (_upSma.Value + _downSma.Value);
@@ -113,6 +118,9 @@ public class Rvi : AbstractBase
         {
             rvi = 0;
         }
+=======
+        rvi = (_upSma.Value + _downSma.Value != 0) ? 100 * _upSma.Value / (_upSma.Value + _downSma.Value) : 0;
+>>>>>>> dev
 
         _previousClose = close;
         IsHot = _index >= WarmupPeriod;