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[CodeFactor] Apply fixes

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codefactor-io
2024-11-03 23:03:24 +00:00
parent c84a5dd4df
commit e60cf47d3a
43 changed files with 141 additions and 141 deletions
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lib/feeds/GbmFeed.cs
+4 -4
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@@ -32,7 +32,7 @@ public class GbmFeed : TBarSeries
public TBar Generate(DateTime time, bool isNew = true)
{
double dt = 1.0 / 252;
double drift = (_mu - 0.5 * _sigma * _sigma) * dt;
double drift = (_mu - (0.5 * _sigma * _sigma)) * dt;
double diffusion = _sigma * Math.Sqrt(dt) * GenerateNormalRandom();
double open = _lastClose;
@@ -40,8 +40,8 @@ public class GbmFeed : TBarSeries
// Generate intra-bar price movements
double maxMove = Math.Abs(close - open) * 1.5; // Allow for some extra movement within the bar
double high = Math.Max(open, close) + maxMove * GenerateRandomDouble();
double low = Math.Min(open, close) - maxMove * GenerateRandomDouble();
double high = Math.Max(open, close) + (maxMove * GenerateRandomDouble());
double low = Math.Min(open, close) - (maxMove * GenerateRandomDouble());
// Ensure high is always greater than or equal to both open and close
high = Math.Max(high, Math.Max(open, close));
@@ -49,7 +49,7 @@ public class GbmFeed : TBarSeries
// Ensure low is always less than or equal to both open and close
low = Math.Min(low, Math.Min(open, close));
double volume = 1000 + GenerateRandomDouble() * 1000;
double volume = 1000 + (GenerateRandomDouble() * 1000);
if (isNew)
{