Apply fixes from CodeFactor (#45)

2026-07-27 17:27:43 +00:00 · 2024-11-03 15:51:27 -08:00
parent af42958c69 a0c99ef326
commit f76b6dda2a
130 changed files with 0 additions and 141 deletions
@@ -17,7 +17,6 @@ public class SyntheticVendor : Vendor
    {
        exchanges = new List<MessageExchange>
            {
-
                //Spike,
                //Impulse,
                //Triangle,
@@ -46,7 +45,6 @@ public class SyntheticVendor : Vendor
        assets = new List<MessageAsset>
            {
                new MessageAsset { Id = "USD", Name = "USD" },
-
            };

        symbols = new List<MessageSymbol>
@@ -93,9 +91,6 @@ public class SyntheticVendor : Vendor
            Warrants,

        */
-
-
-
    }

    public static VendorMetaData GetVendorMetaData()
@@ -211,7 +206,6 @@ public class SyntheticVendor : Vendor
    {
        // Simulating disconnection process
        Thread.Sleep(500); // Simulate some disconnection delay
-
    }

    public override PingResult Ping()
@@ -10,7 +10,6 @@ namespace QuanTAlib;
 /// Implementation:
 ///     Original implementation based on FIR filter design principles
 /// </remarks>
-
 public class Afirma : AbstractBase
 {
    public enum WindowType
@@ -11,7 +11,6 @@ namespace QuanTAlib;
 /// Validation:
 ///    Skender.Stock.Indicators
 /// </remarks>
-
 public class Alma : AbstractBase
 {
    private readonly int _period;
@@ -10,7 +10,6 @@ namespace QuanTAlib;
 /// Implementation:
 ///     Based on standard discrete convolution principles from signal processing
 /// </remarks>
-
 public class Convolution : AbstractBase
 {
    private readonly double[] _kernel;
@@ -19,7 +19,6 @@ namespace QuanTAlib;
 /// Source:
 ///    https://www.mesasoftware.com/papers/DEVIATION%20SCALED%20MOVING%20AVERAGE.pdf
 /// </remarks>
-
 public class Dsma : AbstractBase
 {
    private readonly int _period;
@@ -21,7 +21,6 @@ namespace QuanTAlib;
 ///
 /// Where WMA is the Weighted Moving Average function and 'period' is the number of data points used in each WMA calculation.
 /// </remarks>
-
 public class Dwma : AbstractBase
 {
    private readonly Wma _innerWma;
@@ -22,7 +22,6 @@ namespace QuanTAlib;
 /// Implementation:
 ///     Original implementation based on convolution principles
 /// </remarks>
-
 public class Epma : AbstractBase
 {
    private readonly int _period;
@@ -23,7 +23,6 @@ namespace QuanTAlib;
 ///     John Ehlers - "FRAMA: A Trend-Following Indicator"
 ///     https://www.mesasoftware.com/papers/FRAMA.pdf
 /// </remarks>
-
 public class Frama : AbstractBase
 {
    private readonly int _period;
@@ -23,7 +23,6 @@ namespace QuanTAlib;
 /// Implementation:
 ///     Original implementation based on Fibonacci sequence principles
 /// </remarks>
-
 public class Fwma : AbstractBase
 {
    private readonly Convolution _convolution;
@@ -23,7 +23,6 @@ namespace QuanTAlib;
 /// Implementation:
 ///     Based on Gaussian distribution principles from statistics
 /// </remarks>
-
 public class Gma : AbstractBase
 {
    private readonly Convolution _convolution;
@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     Alan Hull - "Better Trading with Hull Moving Average"
 ///     https://alanhull.com/hull-moving-average
 /// </remarks>
-
 public class Hma : AbstractBase
 {
    private readonly Convolution _wmaHalf, _wmaFull, _wmaFinal;
@@ -26,7 +26,6 @@ namespace QuanTAlib;
 /// Note: This implementation is currently under development and may not pass
 /// all consistency tests.
 /// </remarks>
-
 public class Htit : AbstractBase
 {
    private readonly CircularBuffer _priceBuffer = new(7);
@@ -27,7 +27,6 @@ namespace QuanTAlib;
 ///     - Beta (nB) = 1/period
 ///     - Gamma (nC) = 1/period
 /// </remarks>
-
 public class Hwma : AbstractBase
 {
    private readonly int _period;
@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     Based on known and reverse-engineered insights from Jurik Research
 ///     Original work by Mark Jurik
 /// </remarks>
-
 public class Jma : AbstractBase
 {
    private readonly double _period;
@@ -24,7 +24,6 @@ namespace QuanTAlib;
 ///     Perry Kaufman - "Smarter Trading"
 ///     https://www.investopedia.com/terms/k/kaufmansadaptivemovingaverage.asp
 /// </remarks>
-
 public class Kama : AbstractBase
 {
    private readonly int _period;
@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     John Ehlers - "Time Warp - Without Space Travel"
 ///     https://www.mesasoftware.com/papers/TimeWarp.pdf
 /// </remarks>
-
 public class Ltma : AbstractBase
 {
    private readonly double _gamma;
@@ -27,7 +27,6 @@ namespace QuanTAlib;
 ///
 /// Note: Initial values handling is currently under development.
 /// </remarks>
-
 public class Maaf : AbstractBase
 {
    private readonly CircularBuffer _priceBuffer;
@@ -26,7 +26,6 @@ namespace QuanTAlib;
 ///     John Ehlers - "MESA Adaptive Moving Averages"
 ///     https://www.mesasoftware.com/papers/MAMA.pdf
 /// </remarks>
-
 public class Mama : AbstractBase
 {
    private readonly double _fastLimit, _slowLimit;
@@ -24,7 +24,6 @@ namespace QuanTAlib;
 /// Implementation:
 ///     Based on geometric decay principles with ratio-based modification
 /// </remarks>
-
 public class Mgdi : AbstractBase
 {
    private readonly int _period;
@@ -24,7 +24,6 @@ namespace QuanTAlib;
 ///     Based on modified moving average principles combining
 ///     simple and weighted components for optimal smoothing
 /// </remarks>
-
 public class Mma : AbstractBase
 {
    private readonly int _period;
@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     Based on Pascal's triangle principles for weight generation
 ///     Uses convolution for efficient calculation
 /// </remarks>
-
 public class Pwma : AbstractBase
 {
    private readonly int _period;
@@ -26,7 +26,6 @@ namespace QuanTAlib;
 ///     Based on quadruple exponential smoothing principles
 ///     with optimized combination formula
 /// </remarks>
-
 public class Qema : AbstractBase
 {
    private readonly Ema _ema1, _ema2, _ema3, _ema4;
@@ -24,7 +24,6 @@ namespace QuanTAlib;
 /// Sources:
 ///     https://user42.tuxfamily.org/chart/manual/Regularized-Exponential-Moving-Average.html
 /// </remarks>
-
 public class Rema : AbstractBase
 {
    private readonly int _period;
@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     Based on sine function principles for weight generation
 ///     Uses convolution for efficient calculation
 /// </remarks>
-
 public class Sinema : AbstractBase
 {
    private readonly Convolution _convolution;
@@ -24,7 +24,6 @@ namespace QuanTAlib;
 ///     https://www.investopedia.com/terms/s/sma.asp
 ///     https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_averages
 /// </remarks>
-
 public class Sma : AbstractBase
 {
    private readonly CircularBuffer _buffer;
@@ -24,7 +24,6 @@ namespace QuanTAlib;
 ///     Based on smoothed moving average principles with
 ///     initial SMA seeding for stability
 /// </remarks>
-
 public class Smma : AbstractBase
 {
    private readonly int _period;
@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     Tim Tillson - "Better Moving Averages"
 ///     TASC Magazine, 1998
 /// </remarks>
-
 public class T3 : AbstractBase
 {
    private readonly int _period;
@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     Patrick Mulloy - "Smoothing Data with Faster Moving Averages"
 ///     Technical Analysis of Stocks and Commodities, 1994
 /// </remarks>
-
 public class Tema : AbstractBase
 {
    private readonly int _period;
@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     https://www.investopedia.com/terms/t/triangularaverage.asp
 ///     Technical Analysis of Stocks & Commodities magazine
 /// </remarks>
-
 public class Trima : AbstractBase
 {
    private readonly Convolution _convolution;
@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     Tushar Chande - "Beyond Technical Analysis"
 ///     https://www.investopedia.com/terms/v/vidya.asp
 /// </remarks>
-
 public class Vidya : AbstractBase
 {
    private readonly int _longPeriod;
@@ -26,7 +26,6 @@ namespace QuanTAlib;
 ///     https://www.investopedia.com/articles/technical/060401.asp
 ///     https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:weighted_moving_average
 /// </remarks>
-
 public class Wma : AbstractBase
 {
    private readonly int _period;
@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     John Ehlers and Ric Way - "Zero Lag (Well, Almost)"
 ///     Technical Analysis of Stocks and Commodities, 2010
 /// </remarks>
-
 public class Zlema : AbstractBase
 {
    private readonly CircularBuffer _buffer;
@@ -29,7 +29,6 @@ namespace QuanTAlib;
 ///     Peter J. Huber - "Robust Estimation of a Location Parameter"
 ///     https://projecteuclid.org/euclid.aoms/1177703732
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Huber : AbstractBase
 {
@@ -27,7 +27,6 @@ namespace QuanTAlib;
 ///     https://en.wikipedia.org/wiki/Mean_absolute_error
 ///     https://www.statisticshowto.com/absolute-error/
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Mae : AbstractBase
 {
@@ -29,7 +29,6 @@ namespace QuanTAlib;
 ///
 /// Note: Also known as MAPE (Mean Absolute Percentage Error) in some contexts
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Mapd : AbstractBase
 {
@@ -29,7 +29,6 @@ namespace QuanTAlib;
 ///
 /// Note: Also known as MAPD (Mean Absolute Percentage Deviation) in some contexts
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Mape : AbstractBase
 {
@@ -28,7 +28,6 @@ namespace QuanTAlib;
 ///     Rob J. Hyndman - "Another Look at Forecast-Accuracy Metrics for Intermittent Demand"
 ///     https://robjhyndman.com/papers/another-look-at-measures-of-forecast-accuracy/
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Mase : AbstractBase
 {
@@ -29,7 +29,6 @@ namespace QuanTAlib;
 ///     https://www.sciencedirect.com/science/article/abs/pii/S0169207016000121
 ///     "Evaluating Forecasting Performance" - International Journal of Forecasting
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Mda : AbstractBase
 {
@@ -29,7 +29,6 @@ namespace QuanTAlib;
 ///
 /// Note: Also known as Mean Bias Error (MBE) or Mean Signed Difference (MSD)
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Me : AbstractBase
 {
@@ -30,7 +30,6 @@ namespace QuanTAlib;
 ///
 /// Note: Similar to MAPE but allows error cancellation
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Mpe : AbstractBase
 {
@@ -29,7 +29,6 @@ namespace QuanTAlib;
 ///
 /// Note: Often used in optimization due to its mathematical properties
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Mse : AbstractBase
 {
@@ -30,7 +30,6 @@ namespace QuanTAlib;
 ///
 /// Note: Often used in cases where target values follow exponential growth
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Msle : AbstractBase
 {
@@ -29,7 +29,6 @@ namespace QuanTAlib;
 ///
 /// Note: Values greater than 1 indicate predictions worse than using zero
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Rae : AbstractBase
 {
@@ -30,7 +30,6 @@ namespace QuanTAlib;
 ///
 /// Note: Square root of MSE, making it more interpretable in original units
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Rmse : AbstractBase
 {
@@ -31,7 +31,6 @@ namespace QuanTAlib;
 ///
 /// Note: Square root of MSLE, useful for data with exponential growth
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Rmsle : AbstractBase
 {
@@ -29,7 +29,6 @@ namespace QuanTAlib;
 ///
 /// Note: Values less than 1 indicate predictions better than using mean
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Rse : AbstractBase
 {
@@ -29,7 +29,6 @@ namespace QuanTAlib;
 ///
 /// Note: Can be negative if predictions are worse than using the mean
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Rsquared : AbstractBase
 {
@@ -29,7 +29,6 @@ namespace QuanTAlib;
 ///
 /// Note: More stable than MAPE when actual values are close to zero
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Smape : AbstractBase
 {
@@ -39,7 +39,6 @@ namespace QuanTAlib;
 ///
 /// Note: Default period of 14 was recommended by Wilder
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Adx : AbstractBarBase
 {
@@ -31,7 +31,6 @@ namespace QuanTAlib;
 ///
 /// Note: Default period of 14 was recommended by Wilder
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Adxr : AbstractBarBase
 {
@@ -32,7 +32,6 @@ namespace QuanTAlib;
 ///
 /// Note: Default periods are 12 and 26, similar to MACD
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Apo : AbstractBase
 {
@@ -35,7 +35,6 @@ namespace QuanTAlib;
 ///
 /// Note: Default period of 14 was recommended by Wilder
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Dmi : AbstractBarBase
 {
@@ -32,7 +32,6 @@ namespace QuanTAlib;
 ///     Original DMI by J. Welles Wilder Jr. - "New Concepts in Technical Trading Systems" (1978)
 ///     Enhanced with JMA smoothing by Mark Jurik
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Dmx : AbstractBarBase
 {
@@ -35,7 +35,6 @@ namespace QuanTAlib;
 ///
 /// Note: DPO helps identify cycles by removing the trend component from the price data
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Dpo : AbstractBase
 {
@@ -31,7 +31,6 @@ namespace QuanTAlib;
 ///     https://www.investopedia.com/terms/m/macd.asp
 ///     https://school.stockcharts.com/doku.php?id=technical_indicators:macd
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Macd : AbstractBase
 {
@@ -26,7 +26,6 @@ namespace QuanTAlib;
 ///     Technical Analysis of Financial Markets by John J. Murphy
 ///     Technical Analysis Using Multiple Timeframes by Brian Shannon
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Mom : AbstractBase
 {
@@ -28,7 +28,6 @@ namespace QuanTAlib;
 ///     Developed by Carl Swenlin
 ///     Technical Analysis of Stocks and Commodities magazine
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Pmo : AbstractBase
 {
@@ -27,7 +27,6 @@ namespace QuanTAlib;
 /// Sources:
 ///     Technical Analysis of Financial Markets by John J. Murphy
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Po : AbstractBase
 {
@@ -28,7 +28,6 @@ namespace QuanTAlib;
 ///     Technical Analysis of Financial Markets by John J. Murphy
 ///     StockCharts.com Technical Indicators
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Ppo : AbstractBase
 {
@@ -26,7 +26,6 @@ namespace QuanTAlib;
 ///     Technical Analysis of Financial Markets by John J. Murphy
 ///     StockCharts.com Technical Indicators
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Prs : AbstractBase
 {
@@ -26,7 +26,6 @@ namespace QuanTAlib;
 ///     Technical Analysis of Financial Markets by John J. Murphy
 ///     Technical Analysis of Stock Trends by Robert D. Edwards and John Magee
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Roc : AbstractBase
 {
@@ -27,7 +27,6 @@ namespace QuanTAlib;
 ///     Jack Hutson - "Technical Analysis of Stocks and Commodities" magazine, 1983
 ///     John J. Murphy - "Technical Analysis of the Financial Markets"
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Trix : AbstractBase
 {
@@ -47,7 +47,6 @@ namespace QuanTAlib;
 ///
 /// Note: Values above +25 indicate overbought conditions, while values below -25 indicate oversold conditions
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Tsi : AbstractBase
 {
@@ -27,7 +27,6 @@ namespace QuanTAlib;
 ///     Enhanced with JMA smoothing by Mark Jurik
 ///     Technical Analysis of Financial Markets by John J. Murphy
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Vel : AbstractBase
 {
@@ -46,7 +46,6 @@ namespace QuanTAlib;
 ///
 /// Note: When +VI crosses above -VI, it signals a potential uptrend, and vice versa
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Vortex : AbstractBase
 {
@@ -26,7 +26,6 @@ namespace QuanTAlib;
 ///     Bill Williams - "Trading Chaos" (1995)
 ///     https://www.investopedia.com/terms/a/ac.asp
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Ac : AbstractBase
 {
@@ -26,7 +26,6 @@ namespace QuanTAlib;
 ///     Bill Williams - "Trading Chaos" (1995)
 ///     https://www.investopedia.com/terms/a/awesomeoscillator.asp
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Ao : AbstractBase
 {
@@ -32,7 +32,6 @@ namespace QuanTAlib;
 ///
 /// Note: Default period of 25 was recommended by Chande
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Aroon : AbstractBarBase
 {
@@ -25,7 +25,6 @@ namespace QuanTAlib;
 ///     Igor Livshin (1990s)
 ///     https://www.investopedia.com/terms/b/bop.asp
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Bop : AbstractBase
 {
@@ -30,7 +30,6 @@ namespace QuanTAlib;
 ///     Donald Lambert (1980)
 ///     https://www.investopedia.com/terms/c/commoditychannelindex.asp
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Cci : AbstractBase
 {
@@ -28,7 +28,6 @@ namespace QuanTAlib;
 ///     Tushar Chande (1990s)
 ///     Technical Analysis of Stocks and Commodities magazine
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Cfo : AbstractBase
 {
@@ -35,7 +35,6 @@ namespace QuanTAlib;
 ///
 /// Note: Default period is 14
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Chop : AbstractBase
 {
@@ -33,7 +33,6 @@ namespace QuanTAlib;
 ///
 /// Note: Similar to RSI but with different scaling and calculation method
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Cmo : AbstractBase
 {
@@ -33,7 +33,6 @@ namespace QuanTAlib;
 ///
 /// Note: Default period is 10
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Cog : AbstractBase
 {
@@ -34,7 +34,6 @@ namespace QuanTAlib;
 ///
 /// Note: Default period of 14 was recommended by Wilder
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Rsi : AbstractBase
 {
@@ -33,7 +33,6 @@ namespace QuanTAlib;
 ///
 /// Note: Proprietary enhancement of RSI using JMA technology
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Rsx : AbstractBase
 {
@@ -34,7 +34,6 @@ namespace QuanTAlib;
 ///
 /// Note: Second-order derivative providing acceleration insights
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Curvature : AbstractBase
 {
@@ -40,7 +40,6 @@ namespace QuanTAlib;
 ///
 /// Note: Normalized to [0,1] for easier interpretation
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Entropy : AbstractBase
 {
@@ -40,7 +40,6 @@ namespace QuanTAlib;
 ///
 /// Note: Returns excess kurtosis (normal distribution = 0)
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Kurtosis : AbstractBase
 {
@@ -39,7 +39,6 @@ namespace QuanTAlib;
 ///
 /// Note: Decay factor allows for adaptive peak tracking
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Max : AbstractBase
 {
@@ -38,7 +38,6 @@ namespace QuanTAlib;
 ///
 /// Note: More robust than mean for non-normal distributions
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Median : AbstractBase
 {
@@ -39,7 +39,6 @@ namespace QuanTAlib;
 ///
 /// Note: Decay factor allows for adaptive low tracking
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Min : AbstractBase
 {
@@ -39,7 +39,6 @@ namespace QuanTAlib;
 ///
 /// Note: Particularly useful for price level analysis
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Mode : AbstractBase
 {
@@ -39,7 +39,6 @@ namespace QuanTAlib;
 ///
 /// Note: Particularly useful for risk metrics like VaR
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Percentile : AbstractBase
 {
@@ -42,7 +42,6 @@ namespace QuanTAlib;
 ///
 /// Note: Requires minimum of 3 data points for calculation
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Skew : AbstractBase
 {
@@ -41,7 +41,6 @@ namespace QuanTAlib;
 ///
 /// Note: Provides additional regression statistics (R², intercept)
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Slope : AbstractBase
 {
@@ -42,7 +42,6 @@ namespace QuanTAlib;
 ///
 /// Note: Foundation for many volatility-based indicators
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Stddev : AbstractBase
 {
@@ -42,7 +42,6 @@ namespace QuanTAlib;
 ///
 /// Note: Basis for Modern Portfolio Theory and risk models
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Variance : AbstractBase
 {
@@ -41,7 +41,6 @@ namespace QuanTAlib;
 ///
 /// Note: Assumes approximately normal distribution
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Zscore : AbstractBase
 {
@@ -33,7 +33,6 @@ namespace QuanTAlib;
 ///
 /// Note: Simpler alternative to ATR, doesn't consider gaps
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Adr : AbstractBase
 {
@@ -39,7 +39,6 @@ namespace QuanTAlib;
 ///
 /// Note: Returns median line value for current price level
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Ap : AbstractBase
 {
@@ -41,7 +41,6 @@ namespace QuanTAlib;
 ///
 /// Note: Higher ATR indicates higher volatility
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Atr : AbstractBase
 {
@@ -32,7 +32,6 @@ namespace QuanTAlib;
 ///
 /// Note: More suitable for comparing different instruments than raw ATR
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Atrp : AbstractBase
 {
@@ -35,7 +35,6 @@ namespace QuanTAlib;
 ///
 /// Note: Returns stop level based on current trend
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Atrs : AbstractBase
 {
@@ -32,7 +32,6 @@ namespace QuanTAlib;
 ///
 /// Note: Higher CVI values indicate higher volatility
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Cvi : AbstractBase
 {
@@ -42,7 +42,6 @@ namespace QuanTAlib;
 ///
 /// Note: Assumes 252 trading days for annualization
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Hv : AbstractBase
 {
@@ -40,7 +40,6 @@ namespace QuanTAlib;
 ///
 /// Note: Proprietary enhancement of volatility measurement
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Jvolty : AbstractBase
 {
@@ -42,7 +42,6 @@ namespace QuanTAlib;
 ///
 /// Note: Efficient implementation using rolling sums
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Rv : AbstractBase
 {
@@ -41,7 +41,6 @@ namespace QuanTAlib;
 ///
 /// Note: Similar concept to RSI but using volatility
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Rvi : AbstractBase
 {
@@ -37,7 +37,6 @@ namespace QuanTAlib;
 ///
 /// Note: True Range accounts for gaps between periods, making it more accurate than simple high-low range
 /// </remarks>
-
 [SkipLocalsInit]
 public sealed class Tr : AbstractBase
 {
--- a/Show More
+++ b/Show More