docs: remove C# Implementation Considerations sections, clean up temp scripts, reorganize test files

- Remove 'C# Implementation Considerations' sections from 34 indicator .md files - Delete 29 temp PowerShell scripts (_fix_mojibake.ps1, _hex_scan.ps1, etc.) - Move test files into tests/ subdirectories for consistent project structure - Add trader-focused bullet points to indicator documentation
2026-08-19 11:08:05 +00:00 · 2026-03-12 12:34:16 -07:00
parent 8937b0c0fa
commit 060649192f
1149 changed files with 1780 additions and 3316 deletions
@@ -0,0 +1,63 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+/// <summary>
+/// Variance Quantower indicator.
+/// Measures the dispersion of data points around their mean over a rolling window.
+/// </summary>
+[SkipLocalsInit]
+public class VarianceIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Period", sortIndex: 1, 2, 1000, 1, 0)]
+    public int Period { get; set; } = 14;
+
+    [InputParameter("Population", sortIndex: 2, variants: new object[] {
+        "Sample (N-1)", false, "Population (N)", true })]
+    public bool IsPopulation { get; set; } = false;
+
+    [IndicatorExtensions.DataSourceInput]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Variance _indicator = null!;
+    protected LineSeries Series;
+    protected string SourceName = null!;
+    private Func<IHistoryItem, double> _priceSelector = null!;
+
+    public int MinHistoryDepths => Period;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"VAR({Period},{(IsPopulation ? "Pop" : "Samp")})";
+
+    public VarianceIndicator()
+    {
+        OnBackGround = false;
+        SeparateWindow = true;
+        SourceName = Source.ToString();
+        Name = "VAR - Variance";
+        Description = "Measures the dispersion of a set of data points around their mean over a rolling window.";
+        Series = new LineSeries(name: "Variance", color: IndicatorExtensions.Averages, width: 2, style: LineStyle.Solid);
+        AddLineSeries(Series);
+    }
+
+    protected override void OnInit()
+    {
+        _indicator = new Variance(Period, IsPopulation);
+        SourceName = Source.ToString();
+        _priceSelector = Source.GetPriceSelector();
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        var item = HistoricalData[Count - 1, SeekOriginHistory.Begin];
+        TValue result = _indicator.Update(new TValue(item.TimeLeft.Ticks, _priceSelector(item)), isNew: args.IsNewBar());
+        Series.SetValue(result.Value, _indicator.IsHot, ShowColdValues);
+    }
+}