tests and cleanup

quantower/Volatility/AtrIndicator.cs

@@ -12,6 +12,7 @@ public class AtrIndicator : IndicatorBarBase
     public AtrIndicator()
     {
         Name = "ATR - Average True Range";
+        Description = "Measures market volatility by calculating the average range between high and low prices.";
         SeparateWindow = true;
     }
 
@@ -20,4 +21,4 @@ public class AtrIndicator : IndicatorBarBase
         atr = new(Period);
         MinHistoryDepths = atr!.WarmupPeriod;
     }
-}
+}

quantower/Volatility/HistoricalIndicator.cs

@@ -16,6 +16,7 @@ public class HistoricalIndicator : IndicatorBase
     public HistoricalIndicator() : base()
     {
         Name = "HV - Historical Volatility";
+        Description = "Measures price fluctuations over time, indicating market volatility based on past price movements.";
         SeparateWindow = true;
     }
 
@@ -25,4 +26,4 @@ public class HistoricalIndicator : IndicatorBase
         MinHistoryDepths = historical.WarmupPeriod;
         base.InitIndicator();
     }
-}
+}

quantower/Volatility/RealizedIndicator.cs

@@ -16,6 +16,7 @@ public class RealizedIndicator : IndicatorBase
     public RealizedIndicator() : base()
     {
         Name = "RV - Realized Volatility";
+        Description = "Measures actual price volatility over a specific period, useful for risk assessment and forecasting.";
         SeparateWindow = true;
     }
 
@@ -25,4 +26,4 @@ public class RealizedIndicator : IndicatorBase
         MinHistoryDepths = realized.WarmupPeriod;
         base.InitIndicator();
     }
-}
+}

quantower/Volatility/RviIndicator.cs

@@ -13,12 +13,9 @@ public class RviIndicator : IndicatorBase
     public RviIndicator() : base()
     {
         Name = "RVI - Relative Volatility Index";
+        Description = "Measures the direction of volatility, helping to identify overbought or oversold conditions in price.";
         SeparateWindow = true;
-
-        // Adding upper and lower reference lines
-        //AddLineSeries("UpperLevel", 80, System.Drawing.Color.Gray, 1, LineStyle.Dot);
-        //AddLineSeries("LowerLevel", 20, System.Drawing.Color.Gray, 1, LineStyle.Dot);
-    }
+ }
 
     protected override void InitIndicator()
     {

quantower/Volatility/Volatility.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)\Volatility.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Volatility" />
-  </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)\Volatility.dll" DestinationFolder="$(QuantowerRoot)\Settings\Scripts\Indicators\QuanTAlib\Volatility" />
+  </Target>
+
+</Project>