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

lib/statistics/skew/Skew.Quantower.Tests.cs

@@ -0,0 +1,71 @@
+using Xunit;
+using TradingPlatform.BusinessLayer;
+using QuanTAlib;
+
+namespace QuanTAlib.Tests;
+
+public class SkewIndicatorTests
+{
+    [Fact]
+    public void SkewIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new SkewIndicator();
+
+        Assert.Equal(20, indicator.Period);
+        Assert.False(indicator.IsPopulation);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("Skew - Skewness", indicator.Name);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+        Assert.Equal(SourceType.Close, indicator.Source);
+    }
+
+    [Fact]
+    public void SkewIndicator_MinHistoryDepths_EqualsZero()
+    {
+        var indicator = new SkewIndicator { Period = 20 };
+
+        Assert.Equal(0, SkewIndicator.MinHistoryDepths);
+        IWatchlistIndicator watchlistIndicator = indicator;
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void SkewIndicator_Initialize_CreatesInternalSkew()
+    {
+        var indicator = new SkewIndicator { Period = 10 };
+
+        // Initialize should not throw
+        indicator.Initialize();
+
+        // After init, line series should exist
+        Assert.Single(indicator.LinesSeries);
+        Assert.Equal("Skew", indicator.LinesSeries[0].Name);
+    }
+
+    [Fact]
+    public void SkewIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new SkewIndicator { Period = 5 };
+        indicator.Initialize();
+
+        // Add historical data
+        var now = DateTime.UtcNow;
+        // Need enough bars for Period
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
+
+            // Process update for each bar to simulate history loading
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // Line series should have a value
+        double skew = indicator.LinesSeries[0].GetValue(0);
+
+        // Skew of a linear trend (100, 101, 102...) is 0 (symmetric)
+        Assert.True(double.IsFinite(skew));
+        Assert.Equal(0, skew, 9);
+    }
+}