Atr

.sonarlint/QuanTAlib.json

@@ -1,4 +0,0 @@
-{
-  "SonarCloudOrganization": "mihakralj",
-  "ProjectKey": "mihakralj_QuanTAlib"
-}

.vscode/settings.json

@@ -0,0 +1,13 @@
+{
+    "sonarlint.connectedMode.connections.sonarcloud": [
+        {
+            "organizationKey": "mihakralj",
+            "token": "6df7cd62a17dc4e1c5532df1da2f49d5a977dd50",
+            "connectionId": "mihakralj"
+        }
+    ],
+    "sonarlint.connectedMode.project": {
+        "connectionId": "mihakralj",
+        "projectKey": "mihakralj_QuanTAlib"
+    }
+}

Directory.Build.props

@@ -35,6 +35,7 @@
       <PrivateAssets>all</PrivateAssets>
       <IncludeAssets>runtime; build; native; contentfiles; analyzers</IncludeAssets>
     </PackageReference>
+    <PackageReference Include="Microsoft.DotNet.Interactive.Formatting" Version="1.0.0-beta.21459.1" />
   </ItemGroup>
 
   <PropertyGroup Condition="'$(IsLocalBuild)' == 'true'">

QuanTAlib.sln

@@ -1,57 +1,68 @@
 
 Microsoft Visual Studio Solution File, Format Version 12.00
 # Visual Studio Version 17
-VisualStudioVersion = 17.0.31903.59
+VisualStudioVersion = 17.5.002.0
 MinimumVisualStudioVersion = 10.0.40219.1
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "quantalib", "lib\quantalib.csproj", "{584E06A9-CEB4-476A-85CC-6A8FF3974AE2}"
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "benchmark", "benchmark\benchmark.csproj", "{DBB674D9-43AA-4383-A4D0-E791847C7145}"
 EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Tests", "Tests\Tests.csproj", "{D85FEBB4-B651-466F-85CC-FD902378D4D2}"
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "quantalib", "lib\quantalib.csproj", "{D2F742C0-9E2A-4B07-8D9F-0DF0BA3DDA31}"
 EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "MovingAverages", "quantower\Averages\Averages.csproj", "{32CC09CC-26E3-4FCE-8932-C0513C4AD766}"
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "SyntheticVendor", "SyntheticVendor\SyntheticVendor.csproj", "{1777C7BB-F67A-4F00-99BB-EE48178A7129}"
 EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SyntheticVendor", "SyntheticVendor\SyntheticVendor.csproj", "{20B1B5F1-8C36-4668-B0AE-951C13AE197B}"
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Tests", "tests\Tests.csproj", "{A89D1A5D-9DB9-4E5D-A7D6-E153509430CD}"
 EndProject
-Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "quantower", "quantower", "{A8D9AE68-24E3-476C-BB98-244541BB4B43}"
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "quantower", "quantower", "{1EC1B338-6AD9-4E3D-82C3-6591CC148DD5}"
 EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Statistics", "quantower\Statistics\Statistics.csproj", "{B6D3EB11-63B6-430F-B526-E1981B3D8214}"
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Averages", "quantower\Averages\Averages.csproj", "{61AFF1E5-9E2B-47F4-9665-D8358C5BDD6F}"
 EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "benchmark", "benchmark\benchmark.csproj", "{6629C6D2-FC34-4BDF-AEF4-A5859E05981E}"
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Statistics", "quantower\Statistics\Statistics.csproj", "{7EBB6ECD-15FA-44DD-B231-FED97E0B710D}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Volatility", "quantower\Volatility\Volatility.csproj", "{9190CFDD-9FD8-4E14-9269-79325B03EC6C}"
 EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
 		Release|Any CPU = Release|Any CPU
 	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{DBB674D9-43AA-4383-A4D0-E791847C7145}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{DBB674D9-43AA-4383-A4D0-E791847C7145}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{DBB674D9-43AA-4383-A4D0-E791847C7145}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{DBB674D9-43AA-4383-A4D0-E791847C7145}.Release|Any CPU.Build.0 = Release|Any CPU
+		{D2F742C0-9E2A-4B07-8D9F-0DF0BA3DDA31}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{D2F742C0-9E2A-4B07-8D9F-0DF0BA3DDA31}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{D2F742C0-9E2A-4B07-8D9F-0DF0BA3DDA31}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{D2F742C0-9E2A-4B07-8D9F-0DF0BA3DDA31}.Release|Any CPU.Build.0 = Release|Any CPU
+		{1777C7BB-F67A-4F00-99BB-EE48178A7129}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{1777C7BB-F67A-4F00-99BB-EE48178A7129}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{1777C7BB-F67A-4F00-99BB-EE48178A7129}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{1777C7BB-F67A-4F00-99BB-EE48178A7129}.Release|Any CPU.Build.0 = Release|Any CPU
+		{A89D1A5D-9DB9-4E5D-A7D6-E153509430CD}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{A89D1A5D-9DB9-4E5D-A7D6-E153509430CD}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{A89D1A5D-9DB9-4E5D-A7D6-E153509430CD}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{A89D1A5D-9DB9-4E5D-A7D6-E153509430CD}.Release|Any CPU.Build.0 = Release|Any CPU
+		{61AFF1E5-9E2B-47F4-9665-D8358C5BDD6F}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{61AFF1E5-9E2B-47F4-9665-D8358C5BDD6F}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{61AFF1E5-9E2B-47F4-9665-D8358C5BDD6F}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{61AFF1E5-9E2B-47F4-9665-D8358C5BDD6F}.Release|Any CPU.Build.0 = Release|Any CPU
+		{7EBB6ECD-15FA-44DD-B231-FED97E0B710D}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{7EBB6ECD-15FA-44DD-B231-FED97E0B710D}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{7EBB6ECD-15FA-44DD-B231-FED97E0B710D}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{7EBB6ECD-15FA-44DD-B231-FED97E0B710D}.Release|Any CPU.Build.0 = Release|Any CPU
+		{9190CFDD-9FD8-4E14-9269-79325B03EC6C}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{9190CFDD-9FD8-4E14-9269-79325B03EC6C}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{9190CFDD-9FD8-4E14-9269-79325B03EC6C}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{9190CFDD-9FD8-4E14-9269-79325B03EC6C}.Release|Any CPU.Build.0 = Release|Any CPU
+	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
 	EndGlobalSection
-	GlobalSection(ProjectConfigurationPlatforms) = postSolution
-		{584E06A9-CEB4-476A-85CC-6A8FF3974AE2}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
-		{584E06A9-CEB4-476A-85CC-6A8FF3974AE2}.Debug|Any CPU.Build.0 = Debug|Any CPU
-		{584E06A9-CEB4-476A-85CC-6A8FF3974AE2}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{584E06A9-CEB4-476A-85CC-6A8FF3974AE2}.Release|Any CPU.Build.0 = Release|Any CPU
-		{D85FEBB4-B651-466F-85CC-FD902378D4D2}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
-		{D85FEBB4-B651-466F-85CC-FD902378D4D2}.Debug|Any CPU.Build.0 = Debug|Any CPU
-		{D85FEBB4-B651-466F-85CC-FD902378D4D2}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{D85FEBB4-B651-466F-85CC-FD902378D4D2}.Release|Any CPU.Build.0 = Release|Any CPU
-		{32CC09CC-26E3-4FCE-8932-C0513C4AD766}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
-		{32CC09CC-26E3-4FCE-8932-C0513C4AD766}.Debug|Any CPU.Build.0 = Debug|Any CPU
-		{32CC09CC-26E3-4FCE-8932-C0513C4AD766}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{32CC09CC-26E3-4FCE-8932-C0513C4AD766}.Release|Any CPU.Build.0 = Release|Any CPU
-		{20B1B5F1-8C36-4668-B0AE-951C13AE197B}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
-		{20B1B5F1-8C36-4668-B0AE-951C13AE197B}.Debug|Any CPU.Build.0 = Debug|Any CPU
-		{20B1B5F1-8C36-4668-B0AE-951C13AE197B}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{20B1B5F1-8C36-4668-B0AE-951C13AE197B}.Release|Any CPU.Build.0 = Release|Any CPU
-		{B6D3EB11-63B6-430F-B526-E1981B3D8214}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
-		{B6D3EB11-63B6-430F-B526-E1981B3D8214}.Debug|Any CPU.Build.0 = Debug|Any CPU
-		{B6D3EB11-63B6-430F-B526-E1981B3D8214}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{B6D3EB11-63B6-430F-B526-E1981B3D8214}.Release|Any CPU.Build.0 = Release|Any CPU
-		{6629C6D2-FC34-4BDF-AEF4-A5859E05981E}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
-		{6629C6D2-FC34-4BDF-AEF4-A5859E05981E}.Debug|Any CPU.Build.0 = Debug|Any CPU
-		{6629C6D2-FC34-4BDF-AEF4-A5859E05981E}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{6629C6D2-FC34-4BDF-AEF4-A5859E05981E}.Release|Any CPU.Build.0 = Release|Any CPU
-	EndGlobalSection
 	GlobalSection(NestedProjects) = preSolution
-		{B6D3EB11-63B6-430F-B526-E1981B3D8214} = {A8D9AE68-24E3-476C-BB98-244541BB4B43}
+		{61AFF1E5-9E2B-47F4-9665-D8358C5BDD6F} = {1EC1B338-6AD9-4E3D-82C3-6591CC148DD5}
+		{7EBB6ECD-15FA-44DD-B231-FED97E0B710D} = {1EC1B338-6AD9-4E3D-82C3-6591CC148DD5}
+		{9190CFDD-9FD8-4E14-9269-79325B03EC6C} = {1EC1B338-6AD9-4E3D-82C3-6591CC148DD5}
+	EndGlobalSection
+	GlobalSection(ExtensibilityGlobals) = postSolution
+		SolutionGuid = {080D10E4-B741-4A85-B37B-08845A5C78D9}
 	EndGlobalSection
 EndGlobal

SyntheticVendor/SyntheticVendor.cs

@@ -540,7 +540,10 @@ namespace SyntheticVendorNamespace
                 openValue = 0.0001;
                 closeValue = 100;
             }
-            else { }
+            else
+            {
+                // No action
+            }
 
             return new HistoryItemBar
             {

Tests/test_consistency.cs

@@ -1,857 +0,0 @@
-using Xunit;
-namespace QuanTAlib;
-
-public class Consistency
-{
-    Random rnd;
-    int series_len = 1000;
-    int corrections = 100;
-
-    public Consistency()
-    { //constructor
-        rnd = new((int)DateTime.Now.Ticks);
-    }
-
-
-    [Fact]
-    public void CanUpdate()
-    {
-
-        GbmFeed gbm = new();
-        TSeries input = new(gbm.Close);
-        TSeries output = new(input);
-
-        gbm.Add(10000);
-
-        Assert.Equal(input.Count, output.Count);
-        for (int i = 0; i < input.Count; i++)
-        {
-            Assert.Equal(input[i].v, output[i].v);
-        }
-    }
-
-    [Fact]
-    public void Alma_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        double offset = rnd.Next();
-        double sigma = rnd.Next(1, 100);
-        Alma ma1 = new(period: p, offset: offset, sigma: sigma);
-        Alma ma2 = new(period: p, offset: offset, sigma: sigma);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Convolution_isNew()
-    {
-        Convolution ma1 = new(new double[] { 1.0, 2, 3, 2, 1 });
-        Convolution ma2 = new(new double[] { 1.0, 2, 3, 2, 1 });
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Dema_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Dema ma1 = new(p);
-        Dema ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Dsma_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Dsma ma1 = new(p);
-        Dsma ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Dwma_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Dwma ma1 = new(p);
-        Dwma ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void EmaSma_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Ema ma1 = new(p, useSma: true);
-        Ema ma2 = new(p, useSma: true);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Ema_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Ema ma1 = new(p, useSma: false);
-        Ema ma2 = new(p, useSma: false);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Sma_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Sma ma1 = new(p);
-        Sma ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Epma_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Epma ma1 = new(p);
-        Epma ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Frama_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Frama ma1 = new(p);
-        Frama ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Fwma_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Fwma ma1 = new(p);
-        Fwma ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Gma_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Gma ma1 = new(p);
-        Gma ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Hma_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Hma ma1 = new(p);
-        Hma ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-
-    [Fact]
-    public void Hwma_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Hwma ma1 = new(p);
-        Hwma ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Kama_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Kama ma1 = new(p);
-        Kama ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Ltma_isNew()
-    {
-        int p = rnd.Next(0, 1);
-        Ltma ma1 = new(p);
-        Ltma ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Mama_isNew()
-    {
-        int p = rnd.Next(0, 1);
-        Mama ma1 = new(p, p * 0.1);
-        Mama ma2 = new(p, p * 0.1);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-
-            Assert.True(ma1.Value == ma2.Value, $"Assertion failed for p={p}, i={i}. Expected {ma1.Value} but got {ma2.Value}.");
-        }
-    }
-
-    [Fact]
-    public void Mgdi_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Mgdi ma1 = new(p);
-        Mgdi ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Mma_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Mma ma1 = new(p);
-        Mma ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Qema_isNew()
-    {
-        Qema ma1 = new();
-        Qema ma2 = new();
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Rema_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Rema ma1 = new(p);
-        Rema ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Rma_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Rma ma1 = new(p);
-        Rma ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Sinema_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Sinema ma1 = new(p);
-        Sinema ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Smma_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Smma ma1 = new(p);
-        Smma ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void T3_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        T3 ma1 = new(p);
-        T3 ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Tema_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Tema ma1 = new(p);
-        Tema ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-
-    [Fact]
-    public void Trima_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Trima ma1 = new(p);
-        Trima ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-
-    [Fact]
-    public void Vidya_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Vidya ma1 = new(p);
-        Vidya ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Wma_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Wma ma1 = new(p);
-        Wma ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-    [Fact]
-    public void Zlema_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Zlema ma1 = new(p);
-        Zlema ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Entropy_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Entropy ma1 = new(p);
-        Entropy ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Kurtosis_isNew()
-    {
-        int p = (int)rnd.Next(5, 100);
-        Kurtosis ma1 = new(p);
-        Kurtosis ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Max_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Max ma1 = new(p, 0.01);
-        Max ma2 = new(p, 0.01);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Min_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Min ma1 = new(p, 0.01);
-        Min ma2 = new(p, 0.01);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Med_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Median ma1 = new(p);
-        Median ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Mode_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Mode ma1 = new(p);
-        Mode ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Percentile_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Percentile ma1 = new(p, 50);
-        Percentile ma2 = new(p, 50);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Skew_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Skew ma1 = new(p);
-        Skew ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Stddev_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Stddev ma1 = new(p);
-        Stddev ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Variance_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Variance ma1 = new(p);
-        Variance ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-    [Fact]
-    public void Zscore_isNew()
-    {
-        int p = (int)rnd.Next(2, 100);
-        Zscore ma1 = new(p);
-        Zscore ma2 = new(p);
-        for (int i = 0; i < series_len; i++)
-        {
-            TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
-            ma1.Calc(item1);
-            for (int j = 0; j < corrections; j++)
-            {
-                item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
-                ma1.Calc(item1);
-            }
-            ma2.Calc(new TValue(item1.Time, item1.Value, IsNew: true));
-            Assert.Equal(ma1.Value, ma2.Value);
-        }
-    }
-
-}

Tests/test_iTBar.cs

@@ -0,0 +1,58 @@
+using Xunit;
+using System.Reflection;
+
+namespace QuanTAlib
+{
+    public class BarIndicatorTests
+    {
+        private Random rnd;
+        private const int SeriesLen = 1000;
+        private const int Corrections = 100;
+
+        public BarIndicatorTests()
+        {
+            rnd = new Random((int)DateTime.Now.Ticks);
+        }
+
+        private static readonly iTValue[] indicators = new iTValue[]
+        {
+            new Atr(period: 14),
+        };
+
+        [Theory]
+        [MemberData(nameof(GetIndicators))]
+        public void IndicatorIsNew(iTValue indicator)
+        {
+            var indicator1 = indicator;
+            var indicator2 = indicator;
+
+            MethodInfo calcMethod = indicator.GetType().GetMethod("Calc")!;
+            if (calcMethod == null)
+            {
+                throw new Exception($"Calc method not found for indicator type: {indicator.GetType().Name}");
+            }
+
+            for (int i = 0; i < SeriesLen; i++)
+            {
+                TBar item1 = new(Time: DateTime.Now, Open: rnd.Next(-100, 100), High: rnd.Next(-100, 100), Low: rnd.Next(-100, 100), Close: rnd.Next(-100, 100), Volume: rnd.Next(-1000, 1000), IsNew: true);
+                calcMethod.Invoke(indicator1, new object[] { item1 });
+
+                for (int j = 0; j < Corrections; j++)
+                {
+                    item1 = new(Time: DateTime.Now, Open: rnd.Next(-100, 100), High: rnd.Next(-100, 100), Low: rnd.Next(-100, 100), Close: rnd.Next(-100, 100), Volume: rnd.Next(-1000, 1000), IsNew: false);
+                    calcMethod.Invoke(indicator1, new object[] { item1 });
+                }
+
+                var item2 = new TBar (item1.Time, item1.Open, item1.High, item1.Low, item1.Close, item1.Volume , IsNew: true);
+                calcMethod.Invoke(indicator2, new object[] { item2 });
+
+                Assert.Equal(indicator1.Value, indicator2.Value);
+            }
+        }
+
+        public static IEnumerable<object[]> GetIndicators()
+        {
+            return indicators.Select(indicator => new object[] { indicator });
+        }
+    }
+}

Tests/test_iTValue.cs

@@ -0,0 +1,97 @@
+using Xunit;
+using System.Reflection;
+
+namespace QuanTAlib
+{
+    public class IndicatorTests
+    {
+        private Random rnd;
+        private const int SeriesLen = 1000;
+        private const int Corrections = 100;
+
+        public IndicatorTests()
+        {
+            rnd = new Random((int)DateTime.Now.Ticks);
+        }
+
+        private static readonly iTValue[] indicators =
+        [
+            new Ema(period: 10, useSma: true),
+            new Alma(period: 14, offset: 0.85, sigma: 6),
+            new Convolution(new double[] { 1.0, 2, 3, 2, 1 }),
+            new Dema(period: 14),
+            new Dsma(period: 14),
+            new Dwma(period: 14),
+            new Epma(period: 14),
+            new Frama(period: 14),
+            new Fwma(period: 14),
+            new Gma(period: 14),
+            new Hma(period: 14),
+            new Hwma(period: 14),
+            new Kama(period: 14),
+            new Mama(fastLimit: 0.5, slowLimit: 0.05),
+            new Mgdi(period: 14),
+            new Mma(period: 14),
+            new Qema(),
+            new Rema(period: 14),
+            new Rma(period: 14),
+            new Sinema(period: 14),
+            new Sma(period: 14),
+            new Smma(period: 14),
+            new T3(period: 14),
+            new Tema(period: 14),
+            new Trima(period: 14),
+            new Vidya(shortPeriod: 14, longPeriod: 30, alpha: 0.2),
+            new Wma(period: 14),
+            new Zlema(period: 14),
+            new Entropy(period: 14),
+            new Kurtosis(period: 14),
+            new Max(period: 14, decay: 0.01),
+            new Min(period: 14, decay: 0.01),
+            new Median(period: 14),
+            new Mode(period: 14),
+            new Percentile(period: 14, percent: 50),
+            new Skew(period: 14),
+            new Stddev(period: 14),
+            new Variance(period: 14),
+            new Zscore(period: 14)
+
+        ];
+
+        [Theory]
+        [MemberData(nameof(GetIndicators))]
+        public void IndicatorIsNew(iTValue indicator)
+        {
+            var indicator1 = indicator;
+            var indicator2 = indicator;
+
+            MethodInfo calcMethod = indicator.GetType().GetMethod("Calc")!;
+            if (calcMethod == null)
+            {
+                throw new Exception($"Calc method not found for indicator type: {indicator.GetType().Name}");
+            }
+
+            for (int i = 0; i < SeriesLen; i++)
+            {
+                TValue item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: true);
+                calcMethod.Invoke(indicator1, new object[] { item1 });
+
+                for (int j = 0; j < Corrections; j++)
+                {
+                    item1 = new(Time: DateTime.Now, Value: rnd.Next(-100, 100), IsNew: false);
+                    calcMethod.Invoke(indicator1, new object[] { item1 });
+                }
+
+                var item2 = new TValue(item1.Time, item1.Value, IsNew: true);
+                calcMethod.Invoke(indicator2, new object[] { item2 });
+
+                Assert.Equal(indicator1.Value, indicator2.Value);
+            }
+        }
+
+        public static IEnumerable<object[]> GetIndicators()
+        {
+            return indicators.Select(indicator => new object[] { indicator });
+        }
+    }
+}

Tests/test_skender.stock.cs

@@ -320,4 +320,24 @@ public class SkenderTests
         }
     }
 
+    [Fact]
+    public void ATR()
+    {
+        for (int run = 0; run < iterations; run++)
+        {
+            period = rnd.Next(50) + 5;
+            Atr ma = new(period: period);
+            TSeries QL = new();
+            foreach (TBar item in bars) { QL.Add(ma.Calc(item)); }
+
+            var SK = quotes.GetAtr(lookbackPeriods: period).Select(i => i.Atr.Null2NaN()!);
+            Assert.Equal(QL.Length, QL.Length);
+
+            for (int i = QL.Length - 1; i > period +500; i--)
+            {
+                Assert.InRange(SK.ElementAt(i) - QL[i].Value, -range, range);
+            }
+        }
+    }
+
 }

docs/Progress.md

@@ -0,0 +1,5 @@
+# Backlog and done
+
+|**QT**|**Cht**|Cmnt|Docs|isNew|Valid|
+|--|:--:|:--:|:--:|:--:|:--:|
+|AFIRMA|✔️|||||

docs/index.html

@@ -8,6 +8,7 @@
   <meta name="viewport" content="width=device-width, initial-scale=1.0, minimum-scale=1.0">
   <link rel="stylesheet" href="https://cdn.jsdelivr.net/npm/docsify-themeable@0/dist/css/theme-simple-dark.css" integrity="sha384-G+RAlt+LEfAH/nY+DZh3+XIhRboypMI32hiJ9BwnmjF41May5BWQKyrDrEkNdV/i" crossorigin="anonymous">
   <link rel="stylesheet" href="https://cdn.jsdelivr.net/npm/katex@0.16.7/dist/katex.min.css" integrity="sha384-3UiQGuEI4TTMaFmGIZumfRPtfKQ3trwQE2JgosJxCnGmQpL/lJdjpcHkaaFwHlcI" crossorigin="anonymous">
+
   <style>
     .markdown-section {
       max-width: none !important;
@@ -18,7 +19,7 @@
       font-size: 12px;
     }
     .markdown-section table tbody td {
-    padding: 4px 1px;
+      padding: 4px 1px;
     }
     :root {
       --sidebar-width: 350px;
@@ -32,7 +33,34 @@
     .sidebar-toggle {
       width: var(--sidebar-width);
     }
+    /* Updated styles for partially expandable sidebar */
+    .sidebar-nav ul ul ul ul {
+      overflow: hidden;
+      max-height: 0;
+      transition: max-height 0.3s ease-out;
+    }
+    .sidebar-nav ul ul ul li:hover > ul {
+      max-height: 1000px;
+      transition: max-height 0.3s ease-in;
+    }
+    .sidebar-nav .collapse.level-4 > ul {
+      max-height: 0 !important;
+    }
+    .sidebar-nav .collapse.level-4:hover > ul {
+      max-height: 1000px !important;
+    }
+    .sidebar-nav .folder > .app-sub-sidebar {
+      display: block !important;
+    }
+    /* Ensure levels 1, 2, and 3 are always visible */
+    .sidebar-nav > ul,
+    .sidebar-nav > ul > li > ul,
+    .sidebar-nav > ul > li > ul > li > ul {
+      max-height: none !important;
+      overflow: visible !important;
+    }
   </style>
+
 </head>
 <body>
   <div id="app"></div>
@@ -40,10 +68,10 @@
     window.$docsify = {
       homepage: 'readme.md',
       loadSidebar: true,
-      subMaxLevel: 1,
+      subMaxLevel: 4, // Increased to allow for level 4+ items
       name: '',
       repo: '',
-      sidebarDisplayLevel: 2,
+      sidebarDisplayLevel: 3, // Changed to keep levels 1, 2, and 3 expanded
       themeable: {
         readyTransition: true,
         responsiveTables: true

docs/readme.md

@@ -16,7 +16,8 @@
 
 **Quan**titative **TA** **lib**rary (QuanTAlib) is a C# library of classess and methods for quantitative technical analysis useful for analyzing quotes with [Quantower](https://www.quantower.com/) and other C#-based trading platforms.
 
-[**Visit documentation pages**](https://mihakralj.github.io/QuanTAlib/#/)
+[**Visit documentation pages**](https://mihakralj.github.io/QuanTAlib/#/)<br>
+[**List of indicators - implemented and planned**](indicators/indicators.md)
 
 **QuanTAlib** is a C# library written with some specific design criteria in mind. Here is why there is '_yet another C# TA library_':
 
@@ -24,10 +25,6 @@
 - **Allow updates/corrections** of the last quote - QuanTAlib is re-calculating the last value as many times as required before continuing to the new bar
 - **Calculate early data right** - calculated data is as valid as mathematically possible from the first value onwards - no blackout or warming-up periods. All indicators return data from the first bar, alongside with a flag `isHot` - defining if calculation is already stable.
 
-### Coverage
-
-[List of indicators - implemented and planned](indicators/indicators.md)
-
 ## Installation to Quantower
 
 - `<Quantower_root>` is the directory where Quantower is installed - where `Start.lnk` launcher is

lib/averages/Ama.cs

@@ -1,89 +0,0 @@
-namespace QuanTAlib;
-
-public class Ama : AbstractBase
-{
-    private readonly int Period;
-    private readonly CircularBuffer _buffer;
-    private readonly double _alpha; // Adaptive factor
-    private double _lastAfirma, _p_lastAfirma;
-    private double _lastError, _p_lastError;
-
-    public Ama(int period, double alpha = 0.1)
-    {
-        if (period < 1)
-        {
-            throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
-        }
-        if (alpha <= 0 || alpha >= 1)
-        {
-            throw new ArgumentOutOfRangeException(nameof(alpha), "Alpha must be between 0 and 1 (exclusive).");
-        }
-        Period = period;
-        WarmupPeriod = period;
-        _buffer = new CircularBuffer(period);
-        _alpha = alpha;
-        Name = "Afirma";
-        WarmupPeriod = period;
-        Init();
-    }
-
-    public Ama(object source, int period, double alpha = 0.1) : this(period: period, alpha: alpha)
-    {
-        var pubEvent = source.GetType().GetEvent("Pub");
-        pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
-    }
-
-    public override void Init()
-    {
-        base.Init();
-        _lastAfirma = 0;
-        _lastError = 0;
-    }
-
-    protected override void ManageState(bool isNew)
-    {
-        if (isNew)
-        {
-            _lastValidValue = Input.Value;
-            _index++;
-            _p_lastAfirma = _lastAfirma;
-            _p_lastError = _lastError;
-        }
-        else
-        {
-            _lastAfirma = _p_lastAfirma;
-            _lastError = _p_lastError;
-        }
-    }
-
-    /// <summary>
-    /// Core AFIRMA calculation
-    /// </summary>
-    protected override double Calculation()
-    {
-        double result;
-        ManageState(IsNew);
-        _buffer.Add(Input.Value, Input.IsNew);
-
-        if (_index < Period)
-        {
-            // Use simple average during warmup period
-            result = _buffer.Average();
-        }
-        else
-        {
-            // AFIRMA calculation
-            double sma = _buffer.Average();
-            double error = Input.Value - _lastAfirma;
-            double denominator = Math.Abs(error) + Math.Abs(_lastError);
-            double adaptiveFactor = denominator != 0 ? _alpha * Math.Abs(error) / denominator : _alpha;
-            result = sma + adaptiveFactor * (Input.Value - sma);
-
-            _lastError = error;
-        }
-
-        _lastAfirma = result;
-        IsHot = _index >= WarmupPeriod;
-        return result;
-    }
-}

lib/averages/Mama.cs

@@ -40,7 +40,6 @@ public class Mama : AbstractBase
     public override void Init()
     {
         Fama = new TValue();
-        base.Init();
     }
 
     protected override void ManageState(bool isNew)

lib/averages/T3.cs

@@ -1,7 +1,6 @@
 namespace QuanTAlib;
 
-public class T3 : AbstractBase
+public class T3 : AbstractBase {
-{
     private readonly int _period;
     private readonly bool _useSma;
     private readonly double _k, _c1, _c2, _c3, _c4;
@@ -9,10 +8,8 @@ public class T3 : AbstractBase
     private double _lastEma1, _lastEma2, _lastEma3, _lastEma4, _lastEma5, _lastEma6;
     private double _p_lastEma1, _p_lastEma2, _p_lastEma3, _p_lastEma4, _p_lastEma5, _p_lastEma6;
 
-    public T3(int period, double vfactor = 0.7, bool useSma = true)
+    public T3(int period, double vfactor = 0.7, bool useSma = true) {
-    {
+        if (period < 1) {
-        if (period < 1)
-        {
             throw new ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
         _period = period;
@@ -37,15 +34,12 @@ public class T3 : AbstractBase
         Init();
     }
 
-    public T3(object source, int period, double vfactor = 0.7, bool useSma = true) : this(period, vfactor, useSma)
+    public T3(object source, int period, double vfactor = 0.7, bool useSma = true) : this(period, vfactor, useSma) {
-    {
         var pubEvent = source.GetType().GetEvent("Pub");
         pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
     }
 
-    public override void Init()
+    public override void Init() {
-    {
-        base.Init();
         _lastEma1 = _lastEma2 = _lastEma3 = _lastEma4 = _lastEma5 = _lastEma6 = 0;
         _buffer1.Clear();
         _buffer2.Clear();
@@ -55,10 +49,8 @@ public class T3 : AbstractBase
         _buffer6.Clear();
     }
 
-    protected override void ManageState(bool isNew)
+    protected override void ManageState(bool isNew) {
-    {
+        if (isNew) {
-        if (isNew)
-        {
             _lastValidValue = Input.Value;
             _index++;
             _p_lastEma1 = _lastEma1;
@@ -67,9 +59,7 @@ public class T3 : AbstractBase
             _p_lastEma4 = _lastEma4;
             _p_lastEma5 = _lastEma5;
             _p_lastEma6 = _lastEma6;
-        }
+        } else {
-        else
-        {
             _lastEma1 = _p_lastEma1;
             _lastEma2 = _p_lastEma2;
             _lastEma3 = _p_lastEma3;
@@ -80,18 +70,14 @@ public class T3 : AbstractBase
     }
 
 
-    protected override double Calculation()
+    protected override double Calculation() {
-    {
         ManageState(Input.IsNew);
 
         double ema1, ema2, ema3, ema4, ema5, ema6;
 
-        if (_index == 1)
+        if (_index == 1) {
-        {
             ema1 = ema2 = ema3 = ema4 = ema5 = ema6 = Input.Value;
-        }
+        } else if (_index <= _period && _useSma) {
-        else if (_index <= _period && _useSma)
-        {
             _buffer1.Add(Input.Value, Input.IsNew);
             ema1 = _buffer1.Average();
             _buffer2.Add(ema1, Input.IsNew);
@@ -104,9 +90,7 @@ public class T3 : AbstractBase
             ema5 = _buffer5.Average();
             _buffer6.Add(ema5, Input.IsNew);
             ema6 = _buffer6.Average();
-        }
+        } else {
-        else
-        {
             ema1 = _k * (Input.Value - _lastEma1) + _lastEma1;
             ema2 = _k * (ema1 - _lastEma2) + _lastEma2;
             ema3 = _k * (ema2 - _lastEma3) + _lastEma3;

lib/core/AbstractBarBase.cs

@@ -0,0 +1,71 @@
+namespace QuanTAlib;
+
+/// <summary>
+/// Provides a base implementation for financial indicators in the QuanTAlib library.
+/// This abstract class implements the iTValue interface and defines common properties
+/// and methods used by inheriting indicator types.
+/// </summary>
+public abstract class AbstractBarBase : iTValue
+{
+    public DateTime Time { get; set; }
+    public double Value { get; set; }
+    public bool IsNew { get; set; }
+    public bool IsHot { get; set; }
+
+    public TBar Input { get; set; }
+    public String Name { get; set; } = "";
+    public int WarmupPeriod { get; set; }
+
+    public TValue Tick => new(Time, Value, IsNew, IsHot); // Stores the current value of indicator
+    public event ValueSignal Pub = delegate { }; // Publisher of generated values
+
+    protected int _index; //tracking the position of output
+    protected double _lastValidValue;
+    // other _internal vars defined here
+
+    protected AbstractBarBase()
+    {  //add parameters into constructor
+    }
+
+    public void Sub(object source, in TBarEventArgs args) => Calc(args.Bar);
+
+    public virtual void Init()
+    {
+        _index = 0;
+        _lastValidValue = 0;
+    }
+
+        public virtual TValue Calc(TBar input)
+    {
+        Input = input;
+        if (double.IsNaN(input.Close) || double.IsInfinity(input.Close))
+        {
+            return Process(new TValue(Time: input.Time, Value: GetLastValid(), IsNew: input.IsNew, IsHot: true));
+        }
+        this.Value = Calculation();
+        return Process(new TValue(Time: Input.Time, Value: this.Value, IsNew: Input.IsNew, IsHot: this.IsHot));
+    }
+
+    protected virtual double GetLastValid()
+    {
+        return this.Value;
+    }
+    protected abstract void ManageState(bool isNew);
+    protected abstract double Calculation();
+
+    /// <summary>
+    /// Processes the calculated value, updates the indicator's own state,
+    /// and publishes the result through an event.
+    /// </summary>
+    /// <param name="value">The calculated TValue to process.</param>
+    /// <returns>The processed TValue.</returns>
+    protected virtual TValue Process(TValue value)
+    {
+        this.Time = value.Time;
+        this.Value = value.Value;
+        this.IsNew = value.IsNew;
+        this.IsHot = value.IsHot;
+        Pub?.Invoke(this, new ValueEventArgs(value));
+        return value;
+    }
+}

lib/core/tbar.cs

@@ -84,7 +84,8 @@ public class TBarSeries : List<TBar>
 
     public new virtual void Add(TBar bar)
     {
-        if (bar.IsNew) { base.Add(bar); } else { this[^1] = bar; }
+        if (bar.IsNew || base.Count == 0) { base.Add(bar); }
+        else { this[^1] = bar; }
         Pub?.Invoke(this, new TBarEventArgs(bar));
 
         Open.Add(bar.Time, bar.Open, IsNew: bar.IsNew, IsHot: true);

lib/core/tvalue.cs

@@ -60,7 +60,7 @@ public class TSeries : List<TValue>
 
     public new virtual void Add(TValue tick)
     {
-        if (tick.IsNew) { base.Add(tick); }
+        if (tick.IsNew || base.Count==0) { base.Add(tick); }
         else { this[^1] = tick; }
         Pub?.Invoke(this, new ValueEventArgs(tick));
     }

lib/quantalib.csproj

@@ -23,7 +23,6 @@
   <ItemGroup>
     <None Include="readme.md" Pack="true" PackagePath=""/>
     <None Include="..\.github\QuanTAlib2.png" Pack="true" Visible="false" PackagePath=""/>
-    <PackageReference Include="Microsoft.DotNet.Interactive.Formatting" Version="1.0.0-beta.24229.4" />
     <PackageReference Include="System.Text.Json" Version="9.0.0-rc.1.24431.7" />
   </ItemGroup>
 

lib/volatility/Atr.cs

@@ -0,0 +1,71 @@
+namespace QuanTAlib;
+
+public class Atr : AbstractBarBase
+{
+    private readonly int _period;
+    private readonly Ema _ma;
+    private double _prevClose, _p_prevClose;
+
+    public Atr(int period) : base()
+    {
+        if (period < 1)
+        {
+            throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
+        }
+        _period = period;
+        _ma = new(1.0/period);
+        WarmupPeriod = _ma.WarmupPeriod;
+        Name = $"ATR({_period})";
+    }
+
+    public Atr(object source, int period) : this(period)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new BarSignal(Sub));
+    }
+
+    public override void Init()
+    {
+        base.Init();
+        _ma.Init();
+        _prevClose = double.NaN;
+    }
+
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _index++;
+            _p_prevClose = _prevClose;
+        }
+        else
+        {
+            _prevClose = _p_prevClose;
+        }
+    }
+
+    protected override double Calculation()
+    {
+        ManageState(Input.IsNew);
+
+        double trueRange = Math.Max(
+            Math.Max(
+                Input.High - Input.Low,
+                Math.Abs(Input.High - _prevClose)
+            ),
+            Math.Abs(Input.Low - _prevClose)
+        );
+        if (_index < 2)
+        {
+            trueRange = Input.High - Input.Low;
+        }
+
+        TValue emaTrueRange = _ma.Calc(new TValue(Input.Time, trueRange, Input.IsNew));
+        IsHot = _ma.IsHot;
+        _prevClose = Input.Close;
+
+        return emaTrueRange.Value;
+    }
+
+}
+

notebooks/Skender.dib

@@ -0,0 +1,45 @@
+#!meta
+
+{"kernelInfo":{"defaultKernelName":"csharp","items":[{"aliases":[],"name":"csharp"}]}}
+
+#!csharp
+
+#r "nuget:Skender.Stock.Indicators"
+#r "..\lib\obj\Debug\QuanTAlib.dll"
+
+#!csharp
+
+using Skender.Stock.Indicators;
+using QuanTAlib;
+
+GbmFeed gbm = new();
+Atr atr = new(gbm, 5);
+TSeries res = new(atr);
+gbm.Add(100);
+
+IEnumerable<Quote> quotes = gbm.Select(item => new Quote { Date = item.Time, Open = (decimal)item.Open,
+    High = (decimal)item.High, Low = (decimal)item.Low, Close = (decimal)item.Close, Volume = (decimal)item.Volume });
+var SkResults = quotes.GetAtr(5).Select(i => i.Atr.Null2NaN()!);
+for (int i=0; i< gbm.Length; i++) {
+    Console.WriteLine($"{gbm.High[i].Value,6:F2} {gbm.Low[i].Value,6:F2} {gbm.Close[i].Value,6:F2}\t\t{res[i].Value,10:F4} {SkResults.ElementAt(i),10:F4}");
+}
+
+#!csharp
+
+Random rnd = new((int)DateTime.Now.Ticks);
+GbmFeed feed = new(sigma: 0.5, mu: 0.0);
+TBarSeries bars = new(feed);
+feed.Add(20);
+IEnumerable<Quote> quotes;
+
+int period = rnd.Next(5) + 2;
+Atr ma = new(period: period);
+TSeries QL = new();
+foreach (TBar item in bars) {
+    Console.WriteLine($"{ma.Calc(item)}");
+    //QL.Add(ma.Calc(item));
+}
+
+#!csharp
+
+bars

quantower/Averages/AmaIndicator.cs

@@ -1,25 +0,0 @@
-using TradingPlatform.BusinessLayer;
-namespace QuanTAlib;
-
-public class AmaIndicator : IndicatorBase
-{
-    [InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)]
-    public int Period { get; set; } = 10;
-
-    [InputParameter("Alpha", sortIndex: 2, minimum: -0.01, maximum: 1.0, increment: 0.01, decimalPlaces: 2)]
-    public double Alpha { get; set; } = 0.1;
-    private Ama? ma;
-    protected override AbstractBase QuanTAlib => ma!;
-    public override string ShortName => $"AMA {Period} : {Alpha} : {SourceName}";
-
-
-    public AmaIndicator()
-    {
-        Name = "AMA - Adaptive Moving Average";
-    }
-
-    protected override void InitIndicator()
-    {
-        ma = new Ama(period: Period, alpha: Alpha);
-    }
-}

quantower/Averages/Averages.csproj

@@ -8,7 +8,6 @@
   </PropertyGroup>
   <ItemGroup>
     <PackageReference Include="System.Drawing.Common" Version="8.0.0" />
-    <PackageReference Include="Microsoft.DotNet.Interactive.Formatting" Version="1.0.0-beta.21459.1" />
     <Compile Include="..\..\lib\**\*.cs" Exclude="..\..\lib\obj\**">
         <Link>lib\%(RecursiveDir)%(Filename)%(Extension)</Link>
     </Compile>

quantower/Statistics/Statistics.csproj

@@ -8,7 +8,6 @@
   </PropertyGroup>
   <ItemGroup>
     <PackageReference Include="System.Drawing.Common" Version="8.0.0" />
-    <PackageReference Include="Microsoft.DotNet.Interactive.Formatting" Version="1.0.0-beta.21459.1" />
     <Compile Include="..\..\lib\**\*.cs" Exclude="..\..\lib\obj\**">
         <Link>lib\%(RecursiveDir)%(Filename)%(Extension)</Link>
     </Compile>

quantower/Statistics/_IndicatorBarBase.cs

@@ -0,0 +1,136 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+using TradingPlatform.BusinessLayer.Chart;
+using System.Runtime.CompilerServices;
+using System.Drawing.Drawing2D;
+using System.Collections;
+using TradingPlatform.BusinessLayer.TimeSync;
+
+namespace QuanTAlib;
+
+#pragma warning disable CA1416 // Validate platform compatibility
+public abstract class IndicatorBarBase : Indicator, IWatchlistIndicator
+{
+
+    [InputParameter("Show cold values", sortIndex: 20)]
+    public bool ShowColdValues { get; set; } = true;
+    public int MinHistoryDepths { get; set; }
+
+    // LineSeries.LineSeries(string, Color, int, LineStyle)'
+
+    protected LineSeries? Series;
+    protected abstract AbstractBarBase QuanTAlib { get; }
+
+    int IWatchlistIndicator.MinHistoryDepths => 0;
+
+    protected IndicatorBarBase()
+    {
+        OnBackGround = true;
+        SeparateWindow = false;
+        Series = new(name: $"{Name}", color: Color.RoyalBlue, width: 2, style: LineStyle.Solid);
+
+        AddLineSeries(Series);
+    }
+
+    protected abstract void InitIndicator();
+
+    protected override void OnInit()
+    {
+        InitIndicator();
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar bar = new(Time: Time(),
+            Open: GetPrice(PriceType.Open),
+            High: GetPrice(PriceType.High),
+            Low: GetPrice(PriceType.Low),
+            Close: GetPrice(PriceType.Close),
+            Volume: GetPrice(PriceType.Volume),
+            IsNew: args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar);
+
+        TValue result = QuanTAlib.Calc(bar);
+        Series!.SetValue(result.Value);
+        Series!.SetMarker(0, Color.Transparent);
+
+    }
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        List<Point> allPoints = new List<Point>();
+        if (CurrentChart == null) { return; }
+
+        Graphics gr = args.Graphics;
+
+        var mainWindow = this.CurrentChart.Windows[args.WindowIndex];
+        var converter = mainWindow.CoordinatesConverter;
+        var clientRect = mainWindow.ClientRectangle;
+
+        gr.SetClip(clientRect);
+        DateTime leftTime = new[] { converter.GetTime(clientRect.Left), Time(this.Count - 1) }.Max();
+        DateTime rightTime = new[] { converter.GetTime(clientRect.Right), Time(0) }.Min();
+
+        int leftIndex = (int)HistoricalData.GetIndexByTime(leftTime.Ticks) + 1;
+        int rightIndex = (int)HistoricalData.GetIndexByTime(rightTime.Ticks);
+
+        for (int i = rightIndex; i < leftIndex; i++)
+        {
+            int barX = (int)converter.GetChartX(Time(i));
+            int barY = (int)converter.GetChartY(Series![i]);
+            int halfBarWidth = CurrentChart.BarsWidth / 2;
+            Point point = new Point(barX + halfBarWidth, barY);
+            allPoints.Add(point);
+        }
+
+        if (allPoints.Count > 1)
+        {
+            DrawSmoothCombinedCurve(gr, allPoints, this.Count - QuanTAlib.WarmupPeriod - rightIndex);
+        }
+    }
+
+    private void DrawSmoothCombinedCurve(Graphics gr, List<Point> allPoints, int hotCount)
+    {
+        if (allPoints.Count < 2) { return; }
+
+        using (Pen defaultPen = new(Series!.Color, Series.Width) { DashStyle = ConvertLineStyleToDashStyle(Series.Style) })
+        using (Pen coldPen = new(Series!.Color, Series.Width) { DashStyle = DashStyle.Dot })
+        {
+            // Draw the hot part
+            if (hotCount > 0)
+            {
+                var hotPoints = allPoints.Take(Math.Min(hotCount + 1, allPoints.Count)).ToArray();
+                gr.DrawCurve(defaultPen, hotPoints, 0, hotPoints.Length - 1, (float)0.1);
+            }
+
+            // Draw the cold part
+            if (ShowColdValues && hotCount < allPoints.Count)
+            {
+                var coldPoints = allPoints.Skip(Math.Max(0, hotCount)).ToArray();
+                gr.DrawCurve(coldPen, coldPoints, 0, coldPoints.Length - 1, (float)0.1);
+            }
+        }
+    }
+    private static DashStyle ConvertLineStyleToDashStyle(LineStyle lineStyle)
+    {
+        return lineStyle switch
+        {
+            LineStyle.Solid => DashStyle.Solid,
+            LineStyle.Dash => DashStyle.Dash,
+            LineStyle.Dot => DashStyle.Dot,
+            LineStyle.DashDot => DashStyle.DashDot,
+            _ => DashStyle.Solid,
+        };
+    }
+    protected static void DrawText(Graphics gr, string text, Rectangle clientRect)
+    {
+        Font font = new Font("Inter", 8);
+        SizeF textSize = gr.MeasureString(text, font);
+        RectangleF textRect = new RectangleF(clientRect.Left + 5,
+            clientRect.Bottom - textSize.Height - 10,
+            textSize.Width + 10, textSize.Height + 10);
+        gr.FillRectangle(SystemBrushes.ControlDarkDark, textRect);
+        gr.DrawString(text, font, Brushes.White, new PointF(textRect.X + 6, textRect.Y + 5));
+    }
+}

quantower/Volatility/AtrIndicator.cs

@@ -0,0 +1,23 @@
+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class AtrIndicator : IndicatorBarBase
+{
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Period { get; set; } = 20;
+
+    private Atr? atr;
+    protected override AbstractBarBase QuanTAlib => atr!;
+    public override string ShortName => $"ATR {Period}";
+    public AtrIndicator()
+    {
+        Name = "ATR - Average True Range";
+        SeparateWindow = true;
+    }
+
+    protected override void InitIndicator()
+    {
+        atr = new(Period);
+        MinHistoryDepths = atr!.WarmupPeriod;
+    }
+}

quantower/Volatility/Volatility.csproj

@@ -0,0 +1,29 @@
+<Project Sdk="Microsoft.NET.Sdk">
+  <PropertyGroup>
+    <AlgoType>Indicator</AlgoType>
+    <OutputPath>bin\$(Configuration)\</OutputPath>
+    <IsLocalBuild Condition="'$(GITHUB_ACTIONS)' == ''">true</IsLocalBuild>
+    <UpdateAssemblyInfo>true</UpdateAssemblyInfo>
+    <GenerateGitVersionInformation>true</GenerateGitVersionInformation>
+  </PropertyGroup>
+  <ItemGroup>
+    <PackageReference Include="System.Drawing.Common" Version="8.0.0" />
+    <Compile Include="..\..\lib\**\*.cs" Exclude="..\..\lib\obj\**">
+        <Link>lib\%(RecursiveDir)%(Filename)%(Extension)</Link>
+    </Compile>
+  </ItemGroup>
+
+  <Target Name="CopyCustomContent" AfterTargets="AfterBuild"  Condition="'$(IsLocalBuild)' == 'true'">
+    <Copy SourceFiles="$(OutputPath)\Volatility.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Volatility" />
+  </Target>
+
+  <ItemGroup>
+    <Reference Include="TradingPlatform.BusinessLayer">
+    <HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
+    </Reference>
+    <None Include="..\..\.github\TradingPlatform.BusinessLayer.xml">
+      <Link>TradingPlatform.BusinessLayer.xml</Link>
+    </None>
+  </ItemGroup>
+
+</Project>

quantower/Volatility/_IndicatorBarBase.cs

@@ -0,0 +1,136 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+using TradingPlatform.BusinessLayer.Chart;
+using System.Runtime.CompilerServices;
+using System.Drawing.Drawing2D;
+using System.Collections;
+using TradingPlatform.BusinessLayer.TimeSync;
+
+namespace QuanTAlib;
+
+#pragma warning disable CA1416 // Validate platform compatibility
+public abstract class IndicatorBarBase : Indicator, IWatchlistIndicator
+{
+
+    [InputParameter("Show cold values", sortIndex: 20)]
+    public bool ShowColdValues { get; set; } = true;
+    public int MinHistoryDepths { get; set; }
+
+    // LineSeries.LineSeries(string, Color, int, LineStyle)'
+
+    protected LineSeries? Series;
+    protected abstract AbstractBarBase QuanTAlib { get; }
+
+    int IWatchlistIndicator.MinHistoryDepths => 0;
+
+    protected IndicatorBarBase()
+    {
+        OnBackGround = true;
+        SeparateWindow = false;
+        Series = new(name: $"{Name}", color: Color.RoyalBlue, width: 2, style: LineStyle.Solid);
+
+        AddLineSeries(Series);
+    }
+
+    protected abstract void InitIndicator();
+
+    protected override void OnInit()
+    {
+        InitIndicator();
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar bar = new(Time: Time(),
+            Open: GetPrice(PriceType.Open),
+            High: GetPrice(PriceType.High),
+            Low: GetPrice(PriceType.Low),
+            Close: GetPrice(PriceType.Close),
+            Volume: GetPrice(PriceType.Volume),
+            IsNew: args.Reason == UpdateReason.NewBar || args.Reason == UpdateReason.HistoricalBar);
+
+        TValue result = QuanTAlib.Calc(bar);
+        Series!.SetValue(result.Value);
+        Series!.SetMarker(0, Color.Transparent);
+
+    }
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        List<Point> allPoints = new List<Point>();
+        if (CurrentChart == null) { return; }
+
+        Graphics gr = args.Graphics;
+
+        var mainWindow = this.CurrentChart.Windows[args.WindowIndex];
+        var converter = mainWindow.CoordinatesConverter;
+        var clientRect = mainWindow.ClientRectangle;
+
+        gr.SetClip(clientRect);
+        DateTime leftTime = new[] { converter.GetTime(clientRect.Left), Time(this.Count - 1) }.Max();
+        DateTime rightTime = new[] { converter.GetTime(clientRect.Right), Time(0) }.Min();
+
+        int leftIndex = (int)HistoricalData.GetIndexByTime(leftTime.Ticks) + 1;
+        int rightIndex = (int)HistoricalData.GetIndexByTime(rightTime.Ticks);
+
+        for (int i = rightIndex; i < leftIndex; i++)
+        {
+            int barX = (int)converter.GetChartX(Time(i));
+            int barY = (int)converter.GetChartY(Series![i]);
+            int halfBarWidth = CurrentChart.BarsWidth / 2;
+            Point point = new Point(barX + halfBarWidth, barY);
+            allPoints.Add(point);
+        }
+
+        if (allPoints.Count > 1)
+        {
+            DrawSmoothCombinedCurve(gr, allPoints, this.Count - QuanTAlib.WarmupPeriod - rightIndex);
+        }
+    }
+
+    private void DrawSmoothCombinedCurve(Graphics gr, List<Point> allPoints, int hotCount)
+    {
+        if (allPoints.Count < 2) { return; }
+
+        using (Pen defaultPen = new(Series!.Color, Series.Width) { DashStyle = ConvertLineStyleToDashStyle(Series.Style) })
+        using (Pen coldPen = new(Series!.Color, Series.Width) { DashStyle = DashStyle.Dot })
+        {
+            // Draw the hot part
+            if (hotCount > 0)
+            {
+                var hotPoints = allPoints.Take(Math.Min(hotCount + 1, allPoints.Count)).ToArray();
+                gr.DrawCurve(defaultPen, hotPoints, 0, hotPoints.Length - 1, (float)0.1);
+            }
+
+            // Draw the cold part
+            if (ShowColdValues && hotCount < allPoints.Count)
+            {
+                var coldPoints = allPoints.Skip(Math.Max(0, hotCount)).ToArray();
+                gr.DrawCurve(coldPen, coldPoints, 0, coldPoints.Length - 1, (float)0.1);
+            }
+        }
+    }
+    private static DashStyle ConvertLineStyleToDashStyle(LineStyle lineStyle)
+    {
+        return lineStyle switch
+        {
+            LineStyle.Solid => DashStyle.Solid,
+            LineStyle.Dash => DashStyle.Dash,
+            LineStyle.Dot => DashStyle.Dot,
+            LineStyle.DashDot => DashStyle.DashDot,
+            _ => DashStyle.Solid,
+        };
+    }
+    protected static void DrawText(Graphics gr, string text, Rectangle clientRect)
+    {
+        Font font = new Font("Inter", 8);
+        SizeF textSize = gr.MeasureString(text, font);
+        RectangleF textRect = new RectangleF(clientRect.Left + 5,
+            clientRect.Bottom - textSize.Height - 10,
+            textSize.Width + 10, textSize.Height + 10);
+        gr.FillRectangle(SystemBrushes.ControlDarkDark, textRect);
+        gr.DrawString(text, font, Brushes.White, new PointF(textRect.X + 6, textRect.Y + 5));
+    }
+}