Implement ZTEST: One-Sample t-Test Statistic with validation tests

- Added Ztest class to compute the one-sample t-statistic using sample standard deviation with Bessel correction.
- Implemented validation tests for Ztest to ensure accuracy against manual calculations and PineScript.
- Updated documentation for Ztest, detailing its mathematical foundation, performance profile, and common pitfalls.
- Adjusted NDepend badges to reflect changes in code metrics after implementation.
- Updated missing indicators report to reflect the completion of statistical indicators, including ZTEST.

lib/statistics/quantile/Quantile.Quantower.Tests.cs

@@ -0,0 +1,54 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class QuantileIndicatorTests
+{
+    [Fact]
+    public void QuantileIndicator_Constructor_DefaultValues()
+    {
+        var indicator = new QuantileIndicator();
+        Assert.Equal(14, indicator.Period);
+        Assert.Equal(0.5, indicator.QuantileLevel);
+        Assert.False(indicator.SeparateWindow);
+    }
+
+    [Fact]
+    public void QuantileIndicator_MinHistoryDepths()
+    {
+        var indicator = new QuantileIndicator { Period = 20 };
+        Assert.Equal(20, indicator.Period);
+    }
+
+    [Fact]
+    public void QuantileIndicator_Initialize_CreatesInternalQuantile()
+    {
+        var indicator = new QuantileIndicator { Period = 10, QuantileLevel = 0.75 };
+        indicator.Initialize();
+
+        Assert.Equal("Quantile 10 (0.75)", indicator.ShortName);
+    }
+
+    [Fact]
+    public void QuantileIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new QuantileIndicator { Period = 5, QuantileLevel = 0.75 };
+        indicator.Initialize();
+
+        // Add historical data
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
+
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // Line series should have a value
+        double quantile = indicator.LinesSeries[0].GetValue(0);
+
+        // Quantile of a trending series should be finite
+        Assert.True(double.IsFinite(quantile));
+    }
+}