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[CodeFactor] Apply fixes to commit 5d086a1

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codefactor-io
2024-11-04 02:16:52 +00:00
parent 5d086a1473
commit f582b75fe0
4 changed files with 5 additions and 5 deletions
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lib/volatility/Rsv.cs
+1 -1
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@@ -84,7 +84,7 @@ public sealed class Rsv : AbstractBase
double lnLO = Math.Log(BarInput.Low / BarInput.Open);
// Calculate Rogers-Satchell term
double rs = lnHC * lnHO + lnLC * lnLO;
double rs = (lnHC * lnHO) + (lnLC * lnLO);
// Apply moving average and take square root
_prevValue = Math.Sqrt(_ma.Calc(rs, true));
lib/volatility/Sv.cs
+1 -1
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@@ -96,7 +96,7 @@ public sealed class Sv : AbstractBase
double squaredReturn = logReturn * logReturn;
// Update variance estimate
_prevVariance = _lambda * _prevVariance + (1.0 - _lambda) * squaredReturn;
_prevVariance = (_lambda * _prevVariance) + ((1.0 - _lambda) * squaredReturn);
// Apply smoothing and take square root
_prevValue = Math.Sqrt(_ma.Calc(_prevVariance, true));
lib/volatility/Yzv.cs
+2 -2
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@@ -103,11 +103,11 @@ public sealed class Yzv : AbstractBase
double lnHO = Math.Log(BarInput.High / BarInput.Open);
double lnLC = Math.Log(BarInput.Low / BarInput.Close);
double lnLO = Math.Log(BarInput.Low / BarInput.Open);
double rs = lnHC * lnHO + lnLC * lnLO;
double rs = (lnHC * lnHO) + (lnLC * lnLO);
double vrs = _maRs.Calc(rs, true);
// Combine components with optimal weights
_prevValue = Math.Sqrt(vo + K * vc + (1.0 - K) * vrs);
_prevValue = Math.Sqrt(vo + (K * vc) + ((1.0 - K) * vrs));
return _prevValue;
}
}