tests and cleanup

quantower/Statistics/CurvatureIndicator.cs

@@ -13,6 +13,7 @@ public class CurvatureIndicator : IndicatorBase
     public CurvatureIndicator()
     {
         Name = "CURVATURE - Rate of Change of Slope";
+        Description = "Measures the rate of change of the slope, indicating acceleration or deceleration in price movement.";
         SeparateWindow = true;
     }
 
@@ -21,4 +22,4 @@ public class CurvatureIndicator : IndicatorBase
         curvature = new(Period);
         MinHistoryDepths = curvature.WarmupPeriod;
     }
-}
+}

quantower/Statistics/EntropyIndicator.cs

@@ -13,6 +13,7 @@ public class EntropyIndicator : IndicatorBase
     public EntropyIndicator() : base()
     {
         Name = "ENTROPY - Entropy";
+        Description = "Measures the randomness or uncertainty in price movements, useful for identifying market phases.";
         SeparateWindow = true;
     }
 
@@ -22,4 +23,4 @@ public class EntropyIndicator : IndicatorBase
         MinHistoryDepths = entropy.WarmupPeriod;
         base.InitIndicator();
     }
-}
+}

quantower/Statistics/KurtosisIndicator.cs

@@ -13,6 +13,7 @@ public class KurtosisIndicator : IndicatorBase
     public KurtosisIndicator() : base()
     {
         Name = "KURTOSIS - Relative Flatness";
+        Description = "Measures the 'tailedness' of price distribution, indicating potential for extreme market movements.";
         SeparateWindow = true;
     }
 
@@ -22,4 +23,4 @@ public class KurtosisIndicator : IndicatorBase
         MinHistoryDepths = kurtosis.WarmupPeriod;
         base.InitIndicator();
     }
-}
+}

quantower/Statistics/MaxIndicator.cs

@@ -15,7 +15,8 @@ public class MaxIndicator : IndicatorBase
 
     public MaxIndicator() : base()
     {
-        Name = "MAX - Maximum value (with decay) ";
+        Name = "MAX - Maximum value (with decay)";
+        Description = "Tracks the maximum value over a period, with a decay factor to gradually adjust to new highs.";
     }
 
     protected override void InitIndicator()

quantower/Statistics/MedianIndicator.cs

@@ -12,6 +12,7 @@ public class MedianIndicator : IndicatorBase
     public MedianIndicator() : base()
     {
         Name = "MEDIAN - Median historical value";
+        Description = "Calculates the middle value of price data over a specified period, less affected by outliers than mean.";
     }
 
     protected override void InitIndicator()
@@ -20,4 +21,4 @@ public class MedianIndicator : IndicatorBase
         MinHistoryDepths = med.WarmupPeriod;
         base.InitIndicator();
     }
-}
+}

quantower/Statistics/MinIndicator.cs

@@ -15,6 +15,7 @@ public class MinIndicator : IndicatorBase
     public MinIndicator() : base()
     {
         Name = "MIN - Minimum value (with decay)";
+        Description = "Tracks the minimum value over a period, with a decay factor to gradually adjust to new lows.";
     }
 
     protected override void InitIndicator()
@@ -24,4 +25,4 @@ public class MinIndicator : IndicatorBase
         Source = 3;
         base.InitIndicator();
     }
-}
+}

quantower/Statistics/ModeIndicator.cs

@@ -12,6 +12,7 @@ public class ModeIndicator : IndicatorBase
     public ModeIndicator() : base()
     {
         Name = "MODE - Most frequent historical value";
+        Description = "Identifies the most frequently occurring price value over a specified period, indicating price clusters.";
     }
 
     protected override void InitIndicator()
@@ -20,4 +21,4 @@ public class ModeIndicator : IndicatorBase
         MinHistoryDepths = mode.WarmupPeriod;
         base.InitIndicator();
     }
-}
+}

quantower/Statistics/PercentileIndicator.cs

@@ -14,7 +14,8 @@ public class PercentileIndicator : IndicatorBase
 
     public PercentileIndicator() : base()
     {
-        Name = "PERCENTILE - n-th Percentile ";
+        Name = "PERCENTILE - n-th Percentile";
+        Description = "Calculates the value below which a given percentage of observations falls within a specified period.";
         SeparateWindow = false;
     }
 
@@ -24,5 +25,4 @@ public class PercentileIndicator : IndicatorBase
         MinHistoryDepths = percentile.WarmupPeriod;
         base.InitIndicator();
     }
-
-}
+}

quantower/Statistics/SkewIndicator.cs

@@ -1,4 +1,3 @@
-
 using TradingPlatform.BusinessLayer;
 namespace QuanTAlib;
 
@@ -14,6 +13,7 @@ public class SkewIndicator : IndicatorBase
     public SkewIndicator() : base()
     {
         Name = "SKEW - Skewness";
+        Description = "Measures the asymmetry of price distribution, indicating potential trend direction or reversal.";
         SeparateWindow = true;
     }
 
@@ -23,4 +23,4 @@ public class SkewIndicator : IndicatorBase
         MinHistoryDepths = skew.WarmupPeriod;
         base.InitIndicator();
     }
-}
+}

quantower/Statistics/SlopeIndicator.cs

@@ -13,6 +13,7 @@ public class SlopeIndicator : IndicatorBase
     public SlopeIndicator()
     {
         Name = "SLOPE - Trend Slope";
+        Description = "Measures the rate of change in price over a specified period, indicating trend strength and direction.";
         SeparateWindow = true;
     }
 
@@ -21,4 +22,4 @@ public class SlopeIndicator : IndicatorBase
         slope = new(Period);
         MinHistoryDepths = slope.WarmupPeriod;
     }
-}
+}

quantower/Statistics/Statistics.csproj

@@ -5,28 +5,26 @@
     <IsLocalBuild Condition="'$(GITHUB_ACTIONS)' == ''">true</IsLocalBuild>
     <UpdateAssemblyInfo>true</UpdateAssemblyInfo>
     <GenerateGitVersionInformation>true</GenerateGitVersionInformation>
+    <EnableDefaultCompileItems>false</EnableDefaultCompileItems>
   </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)\Statistics.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Statistics" />
-  </Target>
-
   <ItemGroup>
-    <Compile Include="..\*.cs">
-      <Link>%(Filename)%(Extension)</Link>
-    </Compile>
+    <Compile Include="..\*.cs" />
+    <Compile Include="*.cs" />
+    <ProjectReference Include="..\..\lib\quantalib.csproj" Private="true" IncludeAssets="all" />
     <Reference Include="TradingPlatform.BusinessLayer">
-    <HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
+      <HintPath>..\..\.github\TradingPlatform.BusinessLayer.dll</HintPath>
     </Reference>
     <None Include="..\..\.github\TradingPlatform.BusinessLayer.xml">
       <Link>TradingPlatform.BusinessLayer.xml</Link>
     </None>
   </ItemGroup>
 
-</Project>
+  <Target Name="CopyCustomContent" AfterTargets="AfterBuild" Condition="'$(IsLocalBuild)' == 'true'">
+    <Copy SourceFiles="$(OutputPath)\Statistics.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Statistics" />
+  </Target>
+
+</Project>

quantower/Statistics/StddevIndicator.cs

@@ -15,6 +15,7 @@ public class StddevIndicator : IndicatorBase
     public StddevIndicator() : base()
     {
         Name = "STDDEV - Standard Deviation";
+        Description = "Measures price volatility by calculating the dispersion of prices from their average over a period.";
         SeparateWindow = true;
     }
 
@@ -24,4 +25,4 @@ public class StddevIndicator : IndicatorBase
         MinHistoryDepths = stddev.WarmupPeriod;
         base.InitIndicator();
     }
-}
+}

quantower/Statistics/VarianceIndicator.cs

@@ -15,6 +15,7 @@ public class VarianceIndicator : IndicatorBase
     public VarianceIndicator() : base()
     {
         Name = "VAR - Variance";
+        Description = "Measures the spread of price data around its mean, indicating volatility and potential trend changes.";
         SeparateWindow = true;
     }
 
@@ -25,4 +26,4 @@ public class VarianceIndicator : IndicatorBase
         MinHistoryDepths = variance.WarmupPeriod;
         base.InitIndicator();
     }
-}
+}

quantower/Statistics/ZscoreIndicator.cs

@@ -13,6 +13,7 @@ public class ZScoreIndicator : IndicatorBase
     public ZScoreIndicator() : base()
     {
         Name = "ZSCORE - Standard Score";
+        Description = "Measures how many standard deviations a price is from the mean, indicating overbought/oversold levels.";
         SeparateWindow = true;
     }
 
@@ -22,5 +23,4 @@ public class ZScoreIndicator : IndicatorBase
         MinHistoryDepths = zScore.WarmupPeriod;
         base.InitIndicator();
     }
-
-}
+}