mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-22 04:28:04 +00:00
[CodeFactor] Apply fixes to commit 9697fac
This commit is contained in:
@@ -206,9 +206,9 @@ public sealed class Vwapbands : AbstractBase
|
||||
{
|
||||
_state = _state with
|
||||
{
|
||||
SumPV = _state.SumPV + price * vol,
|
||||
SumPV = _state.SumPV + (price * vol),
|
||||
SumVol = _state.SumVol + vol,
|
||||
SumPV2 = _state.SumPV2 + price * price * vol,
|
||||
SumPV2 = _state.SumPV2 + (price * price * vol),
|
||||
Count = _state.Count + 1
|
||||
};
|
||||
}
|
||||
@@ -228,10 +228,10 @@ public sealed class Vwapbands : AbstractBase
|
||||
double stdev = Math.Sqrt(variance);
|
||||
|
||||
// Calculate bands
|
||||
double upper1 = vwap + _multiplier * stdev;
|
||||
double lower1 = vwap - _multiplier * stdev;
|
||||
double upper2 = vwap + 2.0 * _multiplier * stdev;
|
||||
double lower2 = vwap - 2.0 * _multiplier * stdev;
|
||||
double upper1 = vwap + (_multiplier * stdev);
|
||||
double lower1 = vwap - (_multiplier * stdev);
|
||||
double upper2 = vwap + (2.0 * _multiplier * stdev);
|
||||
double lower2 = vwap - (2.0 * _multiplier * stdev);
|
||||
|
||||
// Update output values
|
||||
Vwap = new TValue(input.Time, vwap);
|
||||
@@ -316,7 +316,7 @@ public sealed class Vwapbands : AbstractBase
|
||||
|
||||
for (int i = 0; i < source.Length; i++)
|
||||
{
|
||||
Update(new TValue(startTime + i * step.Value, source[i]), 1.0, isNew: true, reset: false);
|
||||
Update(new TValue(startTime + (i * step.Value), source[i]), 1.0, isNew: true, reset: false);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -423,10 +423,10 @@ public sealed class Vwapbands : AbstractBase
|
||||
|
||||
vwap[i] = vwapVal;
|
||||
stdDev[i] = stdev;
|
||||
upper1[i] = vwapVal + multiplier * stdev;
|
||||
lower1[i] = vwapVal - multiplier * stdev;
|
||||
upper2[i] = vwapVal + 2.0 * multiplier * stdev;
|
||||
lower2[i] = vwapVal - 2.0 * multiplier * stdev;
|
||||
upper1[i] = vwapVal + (multiplier * stdev);
|
||||
lower1[i] = vwapVal - (multiplier * stdev);
|
||||
upper2[i] = vwapVal + (2.0 * multiplier * stdev);
|
||||
lower2[i] = vwapVal - (2.0 * multiplier * stdev);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user