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feat(statistics): add Variance indicator with O(1) calculation and usage example

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Miha Kralj
2025-12-25 17:18:41 -08:00
parent 9ba89812cd
commit 4ff6dc0ad9
61 changed files with 6069 additions and 99 deletions
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QuanTAlib.sln
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@@ -17,6 +17,8 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Quantower.Tests", "quantowe
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Momentum", "quantower\Momentum.csproj", "{4C83564F-433B-46EC-B6F4-1912F38D55A5}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Statistics", "quantower\Statistics.csproj", "{A193AFCF-D743-4286-827B-4F41936DB193}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|Any CPU = Debug|Any CPU
@@ -87,6 +89,18 @@ Global
{4C83564F-433B-46EC-B6F4-1912F38D55A5}.Release|x64.Build.0 = Release|Any CPU
{4C83564F-433B-46EC-B6F4-1912F38D55A5}.Release|x86.ActiveCfg = Release|Any CPU
{4C83564F-433B-46EC-B6F4-1912F38D55A5}.Release|x86.Build.0 = Release|Any CPU
{A193AFCF-D743-4286-827B-4F41936DB193}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{A193AFCF-D743-4286-827B-4F41936DB193}.Debug|Any CPU.Build.0 = Debug|Any CPU
{A193AFCF-D743-4286-827B-4F41936DB193}.Debug|x64.ActiveCfg = Debug|Any CPU
{A193AFCF-D743-4286-827B-4F41936DB193}.Debug|x64.Build.0 = Debug|Any CPU
{A193AFCF-D743-4286-827B-4F41936DB193}.Debug|x86.ActiveCfg = Debug|Any CPU
{A193AFCF-D743-4286-827B-4F41936DB193}.Debug|x86.Build.0 = Debug|Any CPU
{A193AFCF-D743-4286-827B-4F41936DB193}.Release|Any CPU.ActiveCfg = Release|Any CPU
{A193AFCF-D743-4286-827B-4F41936DB193}.Release|Any CPU.Build.0 = Release|Any CPU
{A193AFCF-D743-4286-827B-4F41936DB193}.Release|x64.ActiveCfg = Release|Any CPU
{A193AFCF-D743-4286-827B-4F41936DB193}.Release|x64.Build.0 = Release|Any CPU
{A193AFCF-D743-4286-827B-4F41936DB193}.Release|x86.ActiveCfg = Release|Any CPU
{A193AFCF-D743-4286-827B-4F41936DB193}.Release|x86.Build.0 = Release|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
@@ -96,6 +110,7 @@ Global
{D8F03B19-F99F-475F-8951-85C9D2258B73} = {6CF592EE-4302-E72F-3CB4-AB1D314DD5A8}
{576835AB-6453-4413-A2E7-54B6725CDF9D} = {6CF592EE-4302-E72F-3CB4-AB1D314DD5A8}
{4C83564F-433B-46EC-B6F4-1912F38D55A5} = {6CF592EE-4302-E72F-3CB4-AB1D314DD5A8}
{A193AFCF-D743-4286-827B-4F41936DB193} = {6CF592EE-4302-E72F-3CB4-AB1D314DD5A8}
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {E6DB434C-508E-4231-B8A6-5EDD7FF87E22}