Commit Graph

4 Commits

Author SHA1 Message Date
Miha Kralj 7f6c29151c Fixes 2024-11-03 15:52:25 -08:00
Miha Kralj 7b41d84c66 Bband, Ccv, Ce, Cv, Cvi, Ewma, Fcb, Gkv, Hlv 2024-11-03 15:52:25 -08:00
codefactor-io a0c99ef326 [CodeFactor] Apply fixes 2024-11-03 23:47:53 +00:00
Miha Kralj f55f630ac6 Add CVI - Chaikin's Volatility class and tests
Add implementation of CVI - Chaikin's Volatility class and related tests.

* **Cvi Class Implementation:**
  - Add `Cvi` class in `lib/volatility/Cvi.cs` to calculate Chaikin's Volatility.
  - Use high and low prices for calculation.
  - Include a constructor with `period` parameter.
  - Add a method to calculate Chaikin's Volatility.

* **Quantower Indicator:**
  - Add `CviIndicator` class in `quantower/Volatility/CviIndicator.cs`.
  - Use `Cvi` class for calculation.
  - Add input parameters for `period` and `showColdValues`.
  - Implement `OnInit` and `OnUpdate` methods.

* **Tests:**
  - Add a test method for `Cvi` class in `Tests/test_updates_volatility.cs`.
  - Use random updates to test `Cvi`.
  - Ensure initial and final values are equal.

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2024-10-31 11:19:40 -07:00