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[CodeFactor] Apply fixes to commit 9697fac
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@@ -137,7 +137,7 @@ public sealed class Yzv : AbstractBase
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// Component variances
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double sOSq = ro * ro; // Overnight variance
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double sCSq = rc * rc; // Close-to-close variance
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double sRsSq = rh * (rh - rc) + rl * (rl - rc); // Rogers-Satchell variance
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double sRsSq = (rh * (rh - rc)) + (rl * (rl - rc)); // Rogers-Satchell variance
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// Yang-Zhang weighting factor
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double ratioN = _period <= 1 ? 1.0 : (double)(_period + 1) / (_period - 1);
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@@ -160,7 +160,7 @@ public sealed class Yzv : AbstractBase
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else
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{
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// RMA update: (prev * (period-1) + value) / period
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rawRma = (s.RawRma * (_period - 1) + sSqDaily) / _period;
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rawRma = ((s.RawRma * (_period - 1)) + sSqDaily) / _period;
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eComp = (1.0 - alpha) * s.ECompensator;
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}
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@@ -329,7 +329,7 @@ public sealed class Yzv : AbstractBase
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// Component variances
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double sOSq = ro * ro;
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double sCSq = rc * rc;
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double sRsSq = rh * (rh - rc) + rl * (rl - rc);
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double sRsSq = (rh * (rh - rc)) + (rl * (rl - rc));
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// Combined daily variance
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double sSqDaily = Math.FusedMultiplyAdd(kYz, sCSq, Math.FusedMultiplyAdd(1.0 - kYz, sRsSq, sOSq));
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@@ -342,7 +342,7 @@ public sealed class Yzv : AbstractBase
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}
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else
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{
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rawRma = (rawRma * (period - 1) + sSqDaily) / period;
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rawRma = ((rawRma * (period - 1)) + sSqDaily) / period;
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eComp = (1.0 - alpha) * eComp;
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}
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@@ -409,7 +409,7 @@ public sealed class Yzv : AbstractBase
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double sOSq = ro * ro;
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double sCSq = rc * rc;
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double sRsSq = rh * (rh - rc) + rl * (rl - rc);
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double sRsSq = (rh * (rh - rc)) + (rl * (rl - rc));
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double sSqDaily = Math.FusedMultiplyAdd(kYz, sCSq, Math.FusedMultiplyAdd(1.0 - kYz, sRsSq, sOSq));
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@@ -420,7 +420,7 @@ public sealed class Yzv : AbstractBase
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}
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else
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{
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rawRma = (rawRma * (period - 1) + sSqDaily) / period;
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rawRma = ((rawRma * (period - 1)) + sSqDaily) / period;
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eComp = (1.0 - alpha) * eComp;
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}
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@@ -442,5 +442,4 @@ public sealed class Yzv : AbstractBase
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TSeries results = indicator.Update(source);
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return (results, indicator);
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}
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}
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