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Add Close-to-Close Volatility (CCV) implementation and validation tests
- Implemented CCV class for calculating annualized log return volatility using SMA, EMA, and WMA smoothing methods. - Added comprehensive unit tests for CCV to validate mathematical correctness, consistency across methods, and edge cases. - Created documentation for CCV detailing its mathematical foundation, smoothing methods, and performance metrics.
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# yaml-language-server: $schema=https://coderabbit.ai/integrations/schema.v2.json
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# CodeRabbit Configuration - Batch 1: Implementation files only
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# CodeRabbit Configuration - QuanTAlib
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#
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# Reviews ONLY implementation .cs files (~196 files)
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# Auto-detects new indicators
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language: en-US
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@@ -10,85 +13,21 @@ reviews:
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auto_title_placeholder: "@coderabbitai"
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review_status: true
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collapse_walkthrough: false
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path_instructions: []
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tools:
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ast-grep:
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essential_rules: true
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rule_dirs:
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- .coderabbit/ast-grep-rules
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path_filters:
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# ============================================
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# Only analyze .cs implementation files in lib/
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# Excludes: Tests, Quantower adapters, all non-.cs files
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# ============================================
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# INCLUDE: Only .cs files in lib directory
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# INCLUDE: Only .cs files in lib/
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- "lib/**/*.cs"
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# EXCLUDE: Test files
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- "!**/*.Tests.cs"
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- "!**/*.Validation.Tests.cs"
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# EXCLUDE: Quantower adapter files
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# EXCLUDE: Quantower adapters
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- "!**/*.Quantower.cs"
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# EXCLUDE: All non-.cs files
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- "!**/*.md"
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- "!**/*.pine"
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- "!**/*.json"
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- "!**/*.yaml"
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- "!**/*.yml"
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- "!**/*.xml"
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- "!**/*.props"
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- "!**/*.targets"
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- "!**/*.csproj"
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- "!**/*.sln"
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- "!**/*.runsettings"
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- "!**/*.editorconfig"
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- "!**/*.gitignore"
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- "!**/*.gitattributes"
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- "!**/*.sarif"
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- "!**/*.html"
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- "!**/*.css"
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- "!**/*.png"
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- "!**/*.gif"
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- "!**/*.dll"
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- "!**/*.exe"
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- "!**/*.ps1"
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# EXCLUDE: All directories outside lib/
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- "!quantower/**"
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- "!perf/**"
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- "!ndepend/**"
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- "!docfx/**"
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- "!docs/**"
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- "!temp/**"
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- "!TestResults/**"
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- "!TestResultsCoverage/**"
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- "!.sarif/**"
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# EXCLUDE: Build artifacts
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- "!**/obj/**"
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- "!**/bin/**"
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chat:
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auto_reply: true
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# ==============================================
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# BATCH 2 INSTRUCTIONS (for future PR):
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# ==============================================
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# To review test files, create a separate PR or
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# modify path_filters to:
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# - "lib/**/*.Tests.cs"
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# - "lib/**/*.Validation.Tests.cs"
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# - "quantower/**/*.cs"
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# And exclude implementation files:
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# - "!lib/**/[!T]*.cs" (files not starting with T)
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#
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# Test file breakdown by category:
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# - channels: ~40 test files
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# - trends_IIR: ~35 test files
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# - trends_FIR: ~30 test files
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# - filters: ~30 test files
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# - Other categories: ~290 test files
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# ==============================================
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auto_reply: true
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