gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-16 01:28:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

Add Yang-Zhang Volatility (YZV) Indicator Implementation

Browse Source 
- Introduced YZV class for calculating Yang-Zhang Volatility, a comprehensive volatility measure that incorporates overnight, open-to-close, and high-low components.
- Implemented calculation methods, including batch processing for TBarSeries and spans.
- Added documentation for YZV, detailing its mathematical foundation, performance profile, and trading applications.
- Updated volume index documentation to reflect changes in file paths.
- Refactored VWMA calculation method to use a more generic source parameter instead of price.
This commit is contained in:
Miha Kralj
2026-02-02 19:47:21 -08:00
parent a03d7aa0ce
commit c034cbd5e5
78 changed files with 16662 additions and 366 deletions
Download Patch File Download Diff File Expand all files Collapse all files
docs/indicators.md
+3
View File
@@ -185,6 +185,9 @@ Mathematical and statistical computations on price series.
| Indicator | Full Name | Notes |
| :-------- | :-------- | :---- |
| [**BIAS**](../lib/statistics/bias/Bias.md) | Bias | Percentage deviation from SMA |
| [**COINTEGRATION**](../lib/statistics/cointegration/Cointegration.md) | Cointegration | Engle-Granger two-step method with ADF test |
| [**CORRELATION**](../lib/statistics/correlation/Correlation.md) | Pearson Correlation | Linear relationship between two series [-1, +1] |
| [**CMA**](../lib/statistics/cma/Cma.md) | Cumulative Moving Average | Expanding window average |
| [**COVARIANCE**](../lib/statistics/covariance/Covariance.md) | Covariance | Joint variability |
| [**LINREG**](../lib/statistics/linreg/LinReg.md) | Linear Regression | Best-fit line |