From fc474f19eefe9344ca86e9d51f8318df682b948d Mon Sep 17 00:00:00 2001
From: Miha Kralj <miha.kralj@outlook.com>
Date: Tue, 3 Jan 2023 18:13:55 -0800
Subject: [PATCH] codacy quality cleanup

---
 Source/Trends/SMA_Series.cs      | 50 ++------------------------------
 Source/Volatility/ATRP_Series.cs |  3 +-
 Source/Volatility/ATR_Series.cs  |  3 +-
 3 files changed, 5 insertions(+), 51 deletions(-)

diff --git a/Source/Trends/SMA_Series.cs b/Source/Trends/SMA_Series.cs
index a263532c..a00083dc 100644
--- a/Source/Trends/SMA_Series.cs
+++ b/Source/Trends/SMA_Series.cs
@@ -29,8 +29,9 @@ public class SMA_Series : Single_TSeries_Indicator {
 		if (update) { _sum = _oldsum; }
 		else { _oldsum = _sum; _len++; }
 		_sum += TValue.v;
-		if (_period != 0 && _len > _period)
-			_sum -= (_data[base.Count - _period - (update ? 1 : 0)].v);
+		if (_period != 0 && _len > _period) { 
+			_sum -= (_data[base.Count - _period - (update ? 1 : 0)].v); 
+		}
 		double _div = (_period == 0) ? _len : Math.Min(_len, _period);
 		base.Add((TValue.t, _sum / _div), update, _NaN);
 	}
@@ -39,48 +40,3 @@ public class SMA_Series : Single_TSeries_Indicator {
 		_len = _oldlen = 0;
 	}
 }
-/*
-public class SMA_Series : Single_TSeries_Indicator
-{
-	private readonly System.Collections.Generic.List<double> _buffer = new();
-	private double _sma, _oldsma;
-	private double _topv, _oldtopv;
-	public SMA_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
-	{
-		if (base._data.Count > 0)
-		{ base.Add(base._data); }
-	}
-	public override void Add((System.DateTime t, double v) TValue, bool update)
-	{
-		_topv = Add_Replace_Trim(_buffer, TValue.v, _p, update);
-
-		// rolling back if update, storing data for potential future update
-		if (update)
-		{
-			_sma = _oldsma;
-			_topv = _oldtopv;
-		}
-		else
-		{
-			_oldsma = _sma;
-			_oldtopv = _topv;
-		}
-
-		// main additive calculation of SMA - for data points that are larger than _p period
-		// this.Count > _p
-		if (this.Count > _p)
-		{
-			_sma += (TValue.v - _topv) / _p;
-		}
-		else
-		{
-			// calculate SMA the traditional way (sum all, divide with _p) for data points within _p period
-			_sma = 0;
-			for (int i = 0; i < _buffer.Count; i++)
-			{ _sma += _buffer[i]; }
-			_sma /= _buffer.Count;
-		}
-
-		base.Add((TValue.t, _sma), update, _NaN);
-	}
-}*/
diff --git a/Source/Volatility/ATRP_Series.cs b/Source/Volatility/ATRP_Series.cs
index 5bfedfc0..72fdcd48 100644
--- a/Source/Volatility/ATRP_Series.cs
+++ b/Source/Volatility/ATRP_Series.cs
@@ -28,8 +28,7 @@ public class ATRP_Series : Single_TBars_Indicator {
 		if (update) { _lastatr = _lastlastatr; _cm1 = _lastcm1; _sum = _oldsum; }
 		else { _lastlastatr = _lastatr; _lastcm1 = _cm1; _oldsum = _sum; }
 
-		if (this.Count == 0)
-			_cm1 = TBar.c;
+		if (this.Count == 0) { _cm1 = TBar.c; }
 		double d1 = Math.Abs(TBar.h - TBar.l);
 		double d2 = Math.Abs(_cm1 - TBar.h);
 		double d3 = Math.Abs(_cm1 - TBar.l);
diff --git a/Source/Volatility/ATR_Series.cs b/Source/Volatility/ATR_Series.cs
index 5e4d4bab..cd99885f 100644
--- a/Source/Volatility/ATR_Series.cs
+++ b/Source/Volatility/ATR_Series.cs
@@ -30,8 +30,7 @@ public class ATR_Series : Single_TBars_Indicator {
 		if (update) { _lastatr = _lastlastatr; _cm1 = _lastcm1; _sum = _oldsum; }
 		else { _lastlastatr = _lastatr; _lastcm1 = _cm1; _oldsum = _sum; }
 
-		if (this.Count == 0)
-			_cm1 = TBar.c;
+		if (this.Count == 0) { _cm1 = TBar.c; }
 		double d1 = Math.Abs(TBar.h - TBar.l);
 		double d2 = Math.Abs(_cm1 - TBar.h);
 		double d3 = Math.Abs(_cm1 - TBar.l);