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:
Miha Kralj
2025-12-10 14:51:58 -05:00
parent 7a4850956b
commit b26d5d7751
27 changed files with 260 additions and 136 deletions
+3 -2
View File
@@ -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;
}