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.

lib/volatility/ccv/Ccv.Quantower.Tests.cs

@@ -0,0 +1,215 @@
+using TradingPlatform.BusinessLayer;
+using QuanTAlib;
+
+namespace QuanTAlib.Tests;
+
+public class CcvIndicatorTests
+{
+    [Fact]
+    public void CcvIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new CcvIndicator();
+
+        Assert.Equal(20, indicator.Period);
+        Assert.Equal(1, indicator.Method);
+        Assert.Equal(SourceType.Close, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("CCV - Close-to-Close Volatility", indicator.Name);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void CcvIndicator_ShortName_IncludesParameters()
+    {
+        var indicator = new CcvIndicator { Period = 14, Method = 2 };
+        Assert.Contains("CCV", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("14", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("2", indicator.ShortName, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void CcvIndicator_MinHistoryDepths_EqualsZero()
+    {
+        var indicator = new CcvIndicator();
+
+        Assert.Equal(0, CcvIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void CcvIndicator_Initialize_CreatesInternalCcv()
+    {
+        var indicator = new CcvIndicator();
+
+        // Initialize should not throw
+        indicator.Initialize();
+
+        // After init, line series should exist
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void CcvIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new CcvIndicator { Period = 5 };
+        indicator.Initialize();
+
+        // Add historical data with volatility
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 30; i++)
+        {
+            double basePrice = 100 + i * 2 + (i % 2 == 0 ? 5 : -5); // Add some volatility
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 5, basePrice - 5, basePrice + 2, 1000);
+
+            // Process update for each bar to simulate history loading
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // Line series should have a value
+        double val = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(double.IsFinite(val));
+        Assert.True(val >= 0); // CCV should be non-negative
+    }
+
+    [Fact]
+    public void CcvIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new CcvIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 30; i++)
+        {
+            double basePrice = 100 + i;
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 5, basePrice - 5, basePrice + 2, 1000);
+        }
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        // Add new bar
+        indicator.HistoricalData.AddBar(now.AddMinutes(30), 120, 128, 115, 125, 1500);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void CcvIndicator_DifferentPeriods_Work()
+    {
+        int[] periods = { 5, 10, 20, 50 };
+
+        foreach (var period in periods)
+        {
+            var indicator = new CcvIndicator { Period = period };
+            indicator.Initialize();
+
+            var now = DateTime.UtcNow;
+            for (int i = 0; i < 60; i++)
+            {
+                double basePrice = 100 + i + (i % 3 == 0 ? 10 : -5); // Add volatility
+                indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 5, basePrice - 5, basePrice + 2, 1000);
+                indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+            }
+
+            double val = indicator.LinesSeries[0].GetValue(0);
+            Assert.True(double.IsFinite(val), $"Period {period} should produce finite value");
+            Assert.True(val >= 0, $"Period {period} should produce non-negative CCV");
+        }
+    }
+
+    [Fact]
+    public void CcvIndicator_DifferentMethods_Work()
+    {
+        int[] methods = { 1, 2, 3 }; // SMA, EMA, WMA
+
+        foreach (var method in methods)
+        {
+            var indicator = new CcvIndicator { Method = method };
+            indicator.Initialize();
+
+            var now = DateTime.UtcNow;
+            for (int i = 0; i < 50; i++)
+            {
+                double basePrice = 100 + i;
+                indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 5, basePrice - 5, basePrice + 2, 1000);
+                indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+            }
+
+            double val = indicator.LinesSeries[0].GetValue(0);
+            Assert.True(double.IsFinite(val), $"Method {method} should produce finite value");
+            Assert.True(val >= 0, $"Method {method} should produce non-negative CCV");
+        }
+    }
+
+    [Fact]
+    public void CcvIndicator_DifferentSourceTypes_Work()
+    {
+        SourceType[] sources = { SourceType.Close, SourceType.High, SourceType.Low, SourceType.HL2, SourceType.HLC3 };
+
+        foreach (var source in sources)
+        {
+            var indicator = new CcvIndicator { Source = source };
+            indicator.Initialize();
+
+            var now = DateTime.UtcNow;
+            for (int i = 0; i < 40; i++)
+            {
+                double basePrice = 100 + i;
+                indicator.HistoricalData.AddBar(now.AddMinutes(i), basePrice, basePrice + 5, basePrice - 5, basePrice + 2, 1000);
+                indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+            }
+
+            double val = indicator.LinesSeries[0].GetValue(0);
+            Assert.True(double.IsFinite(val), $"Source {source} should produce finite value");
+        }
+    }
+
+    [Fact]
+    public void CcvIndicator_Period_CanBeChanged()
+    {
+        var indicator = new CcvIndicator();
+        Assert.Equal(20, indicator.Period);
+
+        indicator.Period = 14;
+        Assert.Equal(14, indicator.Period);
+
+        indicator.Period = 50;
+        Assert.Equal(50, indicator.Period);
+    }
+
+    [Fact]
+    public void CcvIndicator_Method_CanBeChanged()
+    {
+        var indicator = new CcvIndicator();
+        Assert.Equal(1, indicator.Method);
+
+        indicator.Method = 2;
+        Assert.Equal(2, indicator.Method);
+
+        indicator.Method = 3;
+        Assert.Equal(3, indicator.Method);
+    }
+
+    [Fact]
+    public void CcvIndicator_ShowColdValues_CanBeToggled()
+    {
+        var indicator = new CcvIndicator();
+        Assert.True(indicator.ShowColdValues);
+
+        indicator.ShowColdValues = false;
+        Assert.False(indicator.ShowColdValues);
+
+        indicator.ShowColdValues = true;
+        Assert.True(indicator.ShowColdValues);
+    }
+
+    [Fact]
+    public void CcvIndicator_SourceCodeLink_IsValid()
+    {
+        var indicator = new CcvIndicator();
+        Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
+        Assert.Contains("Ccv.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
+    }
+}