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.
This commit is contained in:
Miha Kralj
2026-01-31 17:25:39 -08:00
parent 5ed4b6c0fc
commit bcb52ef5ec
26 changed files with 6292 additions and 69 deletions
+8 -69
View File
@@ -1,5 +1,8 @@
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# CodeRabbit Configuration - Batch 1: Implementation files only
# CodeRabbit Configuration - QuanTAlib
#
# Reviews ONLY implementation .cs files (~196 files)
# Auto-detects new indicators
language: en-US
@@ -10,85 +13,21 @@ reviews:
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# EXCLUDE: All non-.cs files
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# EXCLUDE: Build artifacts
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chat:
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# ==============================================
# BATCH 2 INSTRUCTIONS (for future PR):
# ==============================================
# To review test files, create a separate PR or
# modify path_filters to:
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# - "lib/**/*.Validation.Tests.cs"
# - "quantower/**/*.cs"
# And exclude implementation files:
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