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volume category touchup

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Miha Kralj
2026-01-31 11:21:09 -08:00
parent 7b3a6520d2
commit 51e885a4a6
52 changed files with 5890 additions and 536 deletions
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lib/volume/pvr/Pvr.cs
+15 -16
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@@ -4,27 +4,26 @@ using System.Runtime.InteropServices;
namespace QuanTAlib;
/// <summary>
/// PVR: Price Volume Rank
/// A categorical indicator that ranks price-volume relationships into discrete states.
/// Returns values 0-4 based on price and volume direction changes.
/// Computes the Price Volume Rank (PVR) that categorizes price-volume relationships into
/// discrete states (0-4) based on price and volume direction changes.
/// </summary>
/// <remarks>
/// The PVR calculation process:
/// Compares current price and volume with previous values:
/// - 1: Price up, Volume up (strong bullish)
/// - 2: Price up, Volume down (weak bullish)
/// - 3: Price down, Volume down (weak bearish)
/// - 4: Price down, Volume up (strong bearish)
/// - 0: Price unchanged
/// PVR Categories:
/// <c>1</c>: Price up, Volume up (strong bullish);
/// <c>2</c>: Price up, Volume down (weak bullish);
/// <c>3</c>: Price down, Volume down (weak bearish);
/// <c>4</c>: Price down, Volume up (strong bearish);
/// <c>0</c>: Price unchanged.
///
/// Key characteristics:
/// - Categorical output (0, 1, 2, 3, or 4)
/// - No warmup period needed (only requires 1 previous bar)
/// - Useful for filtering trade signals based on price-volume confirmation
/// Useful for filtering trade signals based on price-volume confirmation.
/// This implementation is optimized for streaming updates with O(1) per bar using direction comparison.
/// Non-finite inputs (NaN/±Inf) are sanitized by substituting the last finite value observed.
///
/// Sources:
/// https://github.com/mihakralj/pinescript/blob/main/indicators/volume/pvr.md
/// For the authoritative algorithm reference, full rationale, and behavioral contracts, see the
/// companion files in the same directory.
/// </remarks>
/// <seealso href="Pvr.md">Detailed documentation</seealso>
/// <seealso href="pvr.pine">Reference Pine Script implementation</seealso>
[SkipLocalsInit]
public sealed class Pvr : ITValuePublisher
{