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clean code fixes

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This commit is contained in:
Miha Kralj
2024-10-06 17:16:47 -07:00
parent bcac34bf09
commit b7b5a4a1bf
52 changed files with 787 additions and 643 deletions
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lib/volatility/Rvi.cs
+19 -15
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@@ -13,10 +13,11 @@ namespace QuanTAlib;
/// This implementation uses a combination of Standard Deviation and Simple Moving Average
/// calculations to compute the RVI.
/// </remarks>
public class Rvi : AbstractBase {
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>
@@ -26,8 +27,10 @@ public class Rvi : AbstractBase {
/// <exception cref="ArgumentOutOfRangeException">
/// Thrown when period is less than 2.
/// </exception>
public Rvi(int period) : base() {
if (period < 2) {
public Rvi(int period)
{
if (period < 2)
{
throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 2.");
}
Period = period;
@@ -45,7 +48,8 @@ public class Rvi : AbstractBase {
/// </summary>
/// <param name="source">The source object to subscribe to for value updates.</param>
/// <param name="period">The period over which to calculate the RVI.</param>
public Rvi(object source, int period) : this(period) {
public Rvi(object source, int period) : this(period)
{
var pubEvent = source.GetType().GetEvent("Pub");
pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
}
@@ -53,7 +57,8 @@ public class Rvi : AbstractBase {
/// <summary>
/// Initializes the Rvi instance by setting up the initial state.
/// </summary>
public override void Init() {
public override void Init()
{
base.Init();
_previousClose = 0;
}
@@ -62,8 +67,10 @@ public class Rvi : AbstractBase {
/// Manages the state of the Rvi instance based on whether a new value is being processed.
/// </summary>
/// <param name="isNew">Indicates whether the current input is a new value.</param>
protected override void ManageState(bool isNew) {
if (isNew) {
protected override void ManageState(bool isNew)
{
if (isNew)
{
_lastValidValue = Value;
_index++;
}
@@ -84,7 +91,8 @@ public class Rvi : AbstractBase {
/// 5. Compute the RVI as a percentage of up volatility to total volatility.
/// The method returns 0 if the sum of up and down volatility is zero.
/// </remarks>
protected override double Calculation() {
protected override double Calculation()
{
ManageState(Input.IsNew);
double close = Input.Value;
@@ -97,11 +105,7 @@ public class Rvi : AbstractBase {
_downSma.Calc(_downStdDev.Calc(new TValue(Input.Time, downMove, Input.IsNew)));
double rvi;
if (_upSma.Value + _downSma.Value != 0) {
rvi = 100 * _upSma.Value / (_upSma.Value + _downSma.Value);
} else {
rvi = 0;
}
rvi = (_upSma.Value + _downSma.Value != 0) ? 100 * _upSma.Value / (_upSma.Value + _downSma.Value) : 0;
_previousClose = close;
IsHot = _index >= WarmupPeriod;