mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-21 20:18:05 +00:00
Enhance code quality and stability across various modules
- Updated .coderabbit.yaml to exclude additional file types from reviews, improving the focus on relevant code changes. - Modified scanner.sh to handle test failures more gracefully, ensuring that analysis stops on test failures and improving logging. - Improved sonarscanner.sh to ensure build and test failures are properly reported, enhancing CI reliability. - Refined SimdExtensions.cs documentation for clarity on variance calculation methods. - Cleaned up TSeries.Tests.cs by simplifying the test structure and ensuring proper namespace usage. - Fixed potential issues in tseries.cs by ensuring correct handling of DateTime values. - Enhanced CsvFeed.cs to improve error handling during CSV parsing, ensuring robustness against malformed data. - Updated GBM.cs to correctly calculate volume in the current bar, ensuring accurate simulation. - Adjusted index.html to use globalThis for better compatibility across environments. - Refined quantalib.csproj to exclude unnecessary files from compilation, streamlining the build process. - Added comprehensive tests for the Mama class to ensure correct behavior during updates and state management. - Improved error handling in various trend classes (Kama, Dema, Ema, T3, Tema, Wma) to ensure NaN values are managed correctly. - Removed redundant Mama.Repro.Tests.cs file and consolidated tests into Mama.Tests.cs for better organization. - Enhanced T3 and Tema classes to maintain state integrity during updates, particularly with NaN values.
This commit is contained in:
@@ -128,14 +128,15 @@ public class GBM : IFeed
|
||||
// Update current bar (intra-bar tick)
|
||||
double z = NextNormal();
|
||||
double price = _lastPrice * Math.Exp(_drift + _vol * z);
|
||||
double volume = 1000 + _rnd.NextDouble() * 1000;
|
||||
double additionalVolume = 1000 + _rnd.NextDouble() * 1000;
|
||||
|
||||
var bar = _currentBar;
|
||||
double newClose = price;
|
||||
double newHigh = Math.Max(bar.High, newClose);
|
||||
double newLow = Math.Min(bar.Low, newClose);
|
||||
double newVolume = bar.Volume + additionalVolume;
|
||||
|
||||
_currentBar = new TBar(bar.Time, bar.Open, newHigh, newLow, newClose, volume);
|
||||
_currentBar = new TBar(bar.Time, bar.Open, newHigh, newLow, newClose, newVolume);
|
||||
_lastPrice = newClose;
|
||||
}
|
||||
|
||||
|
||||
Reference in New Issue
Block a user