gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-15 00:58:04 +00:00
Code Issues Packages Projects Releases Wiki Activity

[CodeFactor] Apply fixes to commit 9697fac

Browse Source
This commit is contained in:
codefactor-io
2026-03-14 05:03:08 +00:00
parent 9697facfb4
commit e35ff7fa3f
164 changed files with 458 additions and 530 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/volatility/gkv/Gkv.cs
-1
View File
@@ -497,7 +497,6 @@ public sealed class Gkv : AbstractBase
return (results, indicator);
}
/// <summary>
/// Batch calculation from pre-computed GK estimators.
/// </summary>
lib/volatility/hlv/Hlv.cs
-1
View File
@@ -475,7 +475,6 @@ public sealed class Hlv : AbstractBase
return (results, indicator);
}
/// <summary>
/// Batch calculation from pre-computed Parkinson estimators.
/// </summary>
lib/volatility/hv/Hv.cs
-1
View File
@@ -491,5 +491,4 @@ public sealed class Hv : AbstractBase
TSeries results = indicator.Update(source);
return (results, indicator);
}
}
lib/volatility/jvolty/Jvolty.cs
+1 -1
View File
@@ -98,7 +98,7 @@ public sealed class Jvolty : AbstractBase
_sqrtDivider = sqrtParam / (sqrtParam + 1.0);
// same warmup heuristic used in JMA
WarmupPeriod = (int)Math.Ceiling(20.0 + 80.0 * Math.Pow(period, 0.36));
WarmupPeriod = (int)Math.Ceiling(20.0 + (80.0 * Math.Pow(period, 0.36)));
_handler = Handle;
Name = $"Jvolty({period})";
lib/volatility/jvoltyn/Jvoltyn.cs
+1 -1
View File
@@ -108,7 +108,7 @@ public sealed class Jvoltyn : AbstractBase
_normFactor = Math.Abs(_logParam - 1.0) > 1e-10 ? 100.0 / (_logParam - 1.0) : 0.0;
// same warmup heuristic used in JMA
WarmupPeriod = (int)Math.Ceiling(20.0 + 80.0 * Math.Pow(period, 0.36));
WarmupPeriod = (int)Math.Ceiling(20.0 + (80.0 * Math.Pow(period, 0.36)));
_handler = Handle;
Name = $"Jvoltyn({period})";
lib/volatility/rsv/Rsv.cs
-1
View File
@@ -529,7 +529,6 @@ public sealed class Rsv : AbstractBase
return (results, indicator);
}
/// <summary>
/// Batch calculation from pre-computed RS variances.
/// </summary>
lib/volatility/rv/Rv.cs
-1
View File
@@ -525,5 +525,4 @@ public sealed class Rv : AbstractBase
TSeries results = indicator.Update(source);
return (results, indicator);
}
}
lib/volatility/tr/Tr.cs
-1
View File
@@ -413,5 +413,4 @@ public sealed class Tr : AbstractBase
TSeries results = indicator.Update(source);
return (results, indicator);
}
}
lib/volatility/ui/Ui.cs
-1
View File
@@ -399,5 +399,4 @@ public sealed class Ui : AbstractBase
TSeries results = indicator.Update(source);
return (results, indicator);
}
}
lib/volatility/vov/Vov.cs
-1
View File
@@ -463,5 +463,4 @@ public sealed class Vov : AbstractBase
TSeries results = indicator.Update(source);
return (results, indicator);
}
}
lib/volatility/vr/Vr.cs
+3 -4
View File
@@ -149,7 +149,7 @@ public sealed class Vr : AbstractBase
else
{
// RMA update: (prev * (period-1) + value) / period
rawAtr = (s.RawAtr * (_period - 1) + tr) / _period;
rawAtr = ((s.RawAtr * (_period - 1)) + tr) / _period;
eComp = (1.0 - alpha) * s.ECompensator;
}
@@ -320,7 +320,7 @@ public sealed class Vr : AbstractBase
}
else
{
rawAtr = (rawAtr * (period - 1) + tr) / period;
rawAtr = ((rawAtr * (period - 1)) + tr) / period;
eComp = (1.0 - alpha) * eComp;
}
@@ -390,7 +390,7 @@ public sealed class Vr : AbstractBase
}
else
{
rawAtr = (rawAtr * (period - 1) + tr) / period;
rawAtr = ((rawAtr * (period - 1)) + tr) / period;
eComp = (1.0 - alpha) * eComp;
}
@@ -412,5 +412,4 @@ public sealed class Vr : AbstractBase
TSeries results = indicator.Update(source);
return (results, indicator);
}
}
lib/volatility/yzv/Yzv.cs
+6 -7
View File
@@ -137,7 +137,7 @@ public sealed class Yzv : AbstractBase
// Component variances
double sOSq = ro * ro; // Overnight variance
double sCSq = rc * rc; // Close-to-close variance
double sRsSq = rh * (rh - rc) + rl * (rl - rc); // Rogers-Satchell variance
double sRsSq = (rh * (rh - rc)) + (rl * (rl - rc)); // Rogers-Satchell variance
// Yang-Zhang weighting factor
double ratioN = _period <= 1 ? 1.0 : (double)(_period + 1) / (_period - 1);
@@ -160,7 +160,7 @@ public sealed class Yzv : AbstractBase
else
{
// RMA update: (prev * (period-1) + value) / period
rawRma = (s.RawRma * (_period - 1) + sSqDaily) / _period;
rawRma = ((s.RawRma * (_period - 1)) + sSqDaily) / _period;
eComp = (1.0 - alpha) * s.ECompensator;
}
@@ -329,7 +329,7 @@ public sealed class Yzv : AbstractBase
// Component variances
double sOSq = ro * ro;
double sCSq = rc * rc;
double sRsSq = rh * (rh - rc) + rl * (rl - rc);
double sRsSq = (rh * (rh - rc)) + (rl * (rl - rc));
// Combined daily variance
double sSqDaily = Math.FusedMultiplyAdd(kYz, sCSq, Math.FusedMultiplyAdd(1.0 - kYz, sRsSq, sOSq));
@@ -342,7 +342,7 @@ public sealed class Yzv : AbstractBase
}
else
{
rawRma = (rawRma * (period - 1) + sSqDaily) / period;
rawRma = ((rawRma * (period - 1)) + sSqDaily) / period;
eComp = (1.0 - alpha) * eComp;
}
@@ -409,7 +409,7 @@ public sealed class Yzv : AbstractBase
double sOSq = ro * ro;
double sCSq = rc * rc;
double sRsSq = rh * (rh - rc) + rl * (rl - rc);
double sRsSq = (rh * (rh - rc)) + (rl * (rl - rc));
double sSqDaily = Math.FusedMultiplyAdd(kYz, sCSq, Math.FusedMultiplyAdd(1.0 - kYz, sRsSq, sOSq));
@@ -420,7 +420,7 @@ public sealed class Yzv : AbstractBase
}
else
{
rawRma = (rawRma * (period - 1) + sSqDaily) / period;
rawRma = ((rawRma * (period - 1)) + sSqDaily) / period;
eComp = (1.0 - alpha) * eComp;
}
@@ -442,5 +442,4 @@ public sealed class Yzv : AbstractBase
TSeries results = indicator.Update(source);
return (results, indicator);
}
}