Auto stash before merge of "dev" and "main"

Quantower/Indicators/SSDEV_chart.cs

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+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class SSDEV_chart : Indicator
+{
+    #region Parameters
+
+    [InputParameter("Smoothing period", 0, 1, 999, 1, 1)]
+    private int Period = 10;
+
+    [InputParameter("Data source", 1, variants: new object[]
+      { "Open", 0, "High", 1,  "Low", 2,  "Close", 3,  "HL2", 4,  "OC2", 5,
+      "OHL3", 6,  "HLC3", 7,  "OHLC4", 8,  "Weighted (HLCC4)", 9 })]
+    private int DataSource = 8;
+
+    #endregion Parameters
+
+    private TBars bars;
+
+    ///////dotnet
+    private SSDEV_Series indicator;
+    ///////
+
+    public SSDEV_chart()
+    {
+        this.SeparateWindow = true;
+        this.Name = "SSDEV - Sample Standard Deviation (Unbiased)";
+        this.Description = "SSDEV description";
+        this.AddLineSeries("SSDEV", Color.RoyalBlue, 3, LineStyle.Solid);
+    }
+
+    protected override void OnInit()
+    {
+	    this.bars = new();
+	    this.ShortName =
+            "SSDEV (" + TBars.SelectStr(this.DataSource) + ", " + this.Period + ")";
+        this.indicator = new(source: bars.Select(this.DataSource),
+                             period: this.Period, useNaN: true);
+    }
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        bool update = !(args.Reason == UpdateReason.NewBar ||
+                        args.Reason == UpdateReason.HistoricalBar);
+        this.bars.Add(this.Time(), this.GetPrice(PriceType.Open),
+                      this.GetPrice(PriceType.High), this.GetPrice(PriceType.Low),
+                      this.GetPrice(PriceType.Close),
+                      this.GetPrice(PriceType.Volume), update);
+        double result = this.indicator[this.indicator.Count - 1].v;
+
+        this.SetValue(result, 0);
+    }
+}

Source/Statistics/SSDEV_Series.cs

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+namespace QuanTAlib;
+using System;
+
+/* <summary>
+SSDEV: (Corrected) Sample Standard Deviation
+  Sample Standard Deviaton uses Bessel's correction to correct the bias in the variance.
+
+Sources:
+  https://en.wikipedia.org/wiki/Standard_deviation#Corrected_sample_standard_deviation
+  Bessel's correction: https://en.wikipedia.org/wiki/Bessel%27s_correction
+
+Remark:
+  SSDEV (Sample Standard Deviation) is also known as a unbiased/corrected Standard Deviation.
+  For a population/biased/uncorrected Standard Deviation, use SDEV instead
+      
+</summary> */
+
+public class SSDEV_Series : Single_TSeries_Indicator
+{
+    public SSDEV_Series(TSeries source, int period, bool useNaN = false) : base(source, period, useNaN)
+    {
+        if (base._data.Count > 0) { base.Add(base._data); }
+    }
+    private readonly System.Collections.Generic.List<double> _buffer = new();
+
+    public override void Add((System.DateTime t, double v) TValue, bool update)
+    {
+        if (update) { this._buffer[this._buffer.Count - 1] = TValue.v; }
+        else { this._buffer.Add(TValue.v); }
+        if (this._buffer.Count > this._p && this._p != 0) { this._buffer.RemoveAt(0); }
+
+        double _sma = 0;
+        for (int i = 0; i < this._buffer.Count; i++) { _sma += this._buffer[i]; }
+        _sma /= this._buffer.Count;
+
+        double _svar = 0;
+        for (int i = 0; i < this._buffer.Count; i++) { _svar += (this._buffer[i] - _sma) * (this._buffer[i] - _sma); }
+        _svar /= (this._buffer.Count > 1) ? this._buffer.Count - 1 : 1; // Bessel's correction
+        double _ssdev = Math.Sqrt(_svar);
+
+        var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _ssdev);
+        base.Add(result, update);
+    }
+}