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Add Price Volume Trend (PVT) Indicator and Tests

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- Implemented the PvtIndicator class for calculating Price Volume Trend in Quantower.
- Created unit tests for the Pvt class to validate calculations and state management.
- Added validation tests to ensure consistency with OoplesFinance's implementation.
- Developed a comprehensive documentation (Pvt.md) explaining the PVT concept, calculations, and usage.
- Included methods for batch calculations and streaming updates for PVT.
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Miha Kralj
2026-01-28 17:54:43 -08:00
parent dc1902f4d5
commit 76d2b50cbb
39 changed files with 8633 additions and 14 deletions
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lib/volume/_index.md
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@@ -16,12 +16,12 @@ Volume is market fuel. Price tells what happened; volume tells how hard the mark
| [KVO](lib/volume/kvo/Kvo.md) | Klinger Volume Oscillator | Compares short-term and long-term volume trends to identify potential reversals. |
| [MFI](lib/volume/mfi/Mfi.md) | Money Flow Index | Volume-weighted RSI. Measures buying/selling pressure using price and volume. |
| [NVI](lib/volume/nvi/Nvi.md) | Negative Volume Index | Tracks price changes on lower volume days. Assumes smart money acts on quiet days. |
| OBV | On Balance Volume | Fundamental volume indicator. Cumulative volume based on price direction. |
| PVD | Price Volume Divergence | Systematic divergence detection between price and volume movements. |
| PVI | Positive Volume Index | Tracks price changes on higher volume days. Assumes crowd behavior. |
| PVO | Percentage Volume Oscillator | Compares short-term and long-term volume moving averages as percentages. |
| PVR | Price Volume Rank | Ranks price performance relative to volume activity. |
| PVT | Price Volume Trend | Cumulative volume adjusted by relative price changes. Similar to OBV. |
| [OBV](lib/volume/obv/Obv.md) | On Balance Volume | Fundamental volume indicator. Cumulative volume based on price direction. |
| [PVD](lib/volume/pvd/Pvd.md) | Price Volume Divergence | Systematic divergence detection between price and volume movements. |
| [PVI](lib/volume/pvi/Pvi.md) | Positive Volume Index | Tracks price changes on higher volume days. Assumes crowd behavior. |
| [PVO](lib/volume/pvo/Pvo.md) | Percentage Volume Oscillator | Compares short-term and long-term volume moving averages as percentages. |
| [PVR](lib/volume/pvr/Pvr.md) | Price Volume Rank | Categorical indicator returning 0-4 based on combined price and volume direction. |
| [PVT](lib/volume/pvt/Pvt.md) | Price Volume Trend | Cumulative volume adjusted by relative price changes. Similar to OBV but magnitude-weighted. |
| TVI | Trade Volume Index | Measures intra-day buying/selling pressure based on tick data. |
| TWAP | Time Weighted Average Price | Average price weighted equally by time. Used as execution benchmark. |
| VA | Volume Accumulation | Cumulative volume adjusted by close position relative to range midpoint. |