Auto stash before merge of "main" and "origin/main"

Tests/test_eventing.cs

@@ -51,23 +51,34 @@ public class EventingTests
         };
 
         // Generate 200 random values and feed them to both direct and event-based indicators
-        for (int i = 0; i< 200; i++)
+        for (int i = 0; i < 200; i++)
         {
             double randomValue = GetRandomDouble(rng) * 100;
+<<<<<<< HEAD
     input.Add(randomValue);
+=======
+            input.Add(randomValue);
+>>>>>>> dev
 
             // Calculate direct indicators
             foreach (var (direct, _) in indicators)
             {
                 direct.Calc(randomValue);
             }
-}
+        }
 
-// Compare the results of direct and event-based calculations
-foreach (var (direct, eventBased) in indicators)
-{
-    Assert.Equal(direct.Value, eventBased.Value, 9);
-}
+        // Compare the results of direct and event-based calculations
+        foreach (var (direct, eventBased) in indicators)
+        {
+            Assert.Equal(direct.Value, eventBased.Value, 9);
+        }
+    }
+
+    private static double GetRandomDouble(RandomNumberGenerator rng)
+    {
+        byte[] bytes = new byte[8];
+        rng.GetBytes(bytes);
+        return (double)BitConverter.ToUInt64(bytes, 0) / ulong.MaxValue;
     }
 
     private static double GetRandomDouble(RandomNumberGenerator rng)

lib/volatility/todo.md

@@ -1,28 +1,28 @@
-Single Value Input (Typically Closing Prices)
+# Volatility Measures
 
-Jurik Volatility (Volty)
+## Single Value Input (Typically Closing Prices)
 
-**Standard Deviation**
-**Relative Volatility Index (RVI)**
-Ulcer Index
-ARCH/GARCH Models
-Exponential Weighted Moving Average (EWMA) Volatility
-Conditional Volatility
-Volatility Ratio
-Close-to-Close Volatility
-Volatility of Volatility (VOV)
-Volatility Cone
-Bollinger Bands
-Stochastic Volatility: Typically modeled using closing prices, but can incorporate other price information
+- Jurik Volatility (Volty)
+- **Standard Deviation**
+- **Relative Volatility Index (RVI)**
+- Ulcer Index
+- ARCH/GARCH Models
+- Exponential Weighted Moving Average (EWMA) Volatility
+- Conditional Volatility
+- Volatility Ratio
+- Close-to-Close Volatility
+- Volatility of Volatility (VOV)
+- Volatility Cone
+- Bollinger Bands
+- Stochastic Volatility: Typically modeled using closing prices, but can incorporate other price information
 
-OHLC Input (Open, High, Low, Close)
-
-Garman-Klass Volatility
-Rogers-Satchell Volatility
-Yang-Zhang Volatility
-Parkinson Volatility (High, Low)
-Average True Range (ATR) (High, Low, Close)
-Chaikin Volatility (High, Low)
-Keltner Channels (typically Close, High, Low)
-High-Low Volatility (High, Low)
+## OHLC Input (Open, High, Low, Close)
 
+- Garman-Klass Volatility
+- Rogers-Satchell Volatility
+- Yang-Zhang Volatility
+- Parkinson Volatility (High, Low)
+- Average True Range (ATR) (High, Low, Close)
+- Chaikin Volatility (High, Low)
+- Keltner Channels (typically Close, High, Low)
+- High-Low Volatility (High, Low)