style patterns

lib/volatility/atr/Atr.Quantower.Tests.cs

@@ -148,4 +148,4 @@ public class AtrIndicatorTests
         Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
         Assert.Contains("Atr.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
     }
-}
+}

lib/volatility/atr/Atr.Tests.cs

@@ -179,7 +179,10 @@ public class AtrTests
         var gbm = new GBM();
         var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
 
-        foreach (var bar in bars) atr.Update(bar);
+        foreach (var bar in bars)
+        {
+            atr.Update(bar);
+        }
 
         double lastVal = atr.Last.Value;
         Assert.NotEqual(0, lastVal);

lib/volatility/atr/Atr.cs

@@ -34,7 +34,9 @@ public sealed class Atr : AbstractBase
     public Atr(int period)
     {
         if (period <= 0)
+        {
             throw new ArgumentException("Period must be greater than 0", nameof(period));
+        }
 
         _rma = new Rma(period);
         Name = $"Atr({period})";
@@ -165,7 +167,10 @@ public sealed class Atr : AbstractBase
 
     public TSeries Update(TBarSeries source)
     {
-        if (source.Count == 0) return [];
+        if (source.Count == 0)
+        {
+            return [];
+        }
 
         // 1. Calculate TR series
         TSeries trSeries = CalculateTrueRange(source);
@@ -193,7 +198,10 @@ public sealed class Atr : AbstractBase
         var t = new List<long>(source.Count);
         var v = new List<double>(source.Count);
 
-        if (source.Count == 0) return new TSeries(t, v);
+        if (source.Count == 0)
+        {
+            return new TSeries(t, v);
+        }
 
         // First bar TR = H - L
         t.Add(source[0].Time);
@@ -223,4 +231,4 @@ public sealed class Atr : AbstractBase
         var atr = new Atr(period);
         return atr.Update(source);
     }
-}
+}