Commit Graph

135 Commits

Author SHA1 Message Date
Miha Kralj caa0d31dbe Bband, Ccv, Ce, Cv, Cvi, Ewma, Fcb, Gkv, Hlv 2024-11-03 10:47:10 -08:00
Miha Kralj 4b5724d5bc sonar fixes 2024-11-03 09:54:27 -08:00
Miha Kralj 7c6b698c9a Chop & Cog 2024-11-01 17:54:03 -07:00
Miha Kralj f0114a368c CVI - Chaikin 2024-11-01 17:40:29 -07:00
Miha Kralj 5b3f302ce4 Macd 2024-11-01 17:38:50 -07:00
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.

---

For more details, open the [Copilot Workspace session](https://copilot-workspace.githubnext.com/mihakralj/QuanTAlib?shareId=XXXX-XXXX-XXXX-XXXX).
2024-10-31 11:19:40 -07:00
Miha 6231bab9e5 feat: Dpo, Tsi, Vortex, Bpp, Cci, Cfo, Tr, Ui, Vc, Vov, Vr, Vs, Mfi, Nvi, Obv, Pvi, Pvo, Pvol, Pvr, Pvt, Tvi 2024-10-30 13:45:36 -07:00
Miha 06c6875970 feat: Trix, Aroon 2024-10-30 10:42:50 -07:00
Miha Kralj 38793acc57 feat: implemented new indicators
Momentum:
- DMX (Jurik Directional Movement Index)
- MOM (Momentum)
- PMO (Price Momentum Oscillator)
- PO (Price Oscillator)
- PPO (Percentage Price Oscillator)
- PRS (Price Relative Strength)
- ROC (Rate of Change)
- VEL (Jurik Signal Velocity)

Oscillators:
- AC (Acceleration Oscillator)
- AO (Awesome Oscillator)
- RSX (Jurik Trend Strength Index)
2024-10-30 07:48:42 -07:00
Miha Kralj a99ff404b0 feat: add AC (Accelerator) and AO (Awesome) oscillator indicators 2024-10-29 21:16:57 -07:00
Miha 45c6f08e1e Adl, Adosc, Aobv, Cmf 2024-10-28 15:29:29 -07:00
Miha 6b79f8158c Adx, Adxr, Apo, Dmi 2024-10-27 21:59:46 -07:00
Miha b2fcdda785 xml doc rewrite 2024-10-27 09:38:53 -07:00
Miha c21b96152c macos dev update 2024-10-26 23:54:55 -07:00
Miha Kralj 7748bdd101 CMO - Chande Momentum Oscillator 2024-10-22 05:46:48 -07:00
Miha Kralj fbe4046b5d Documentation 2024-10-16 18:28:06 -07:00
Miha Kralj e5a1948fc0 Jvolty 2024-10-14 12:28:56 -07:00
Miha Kralj ffed6491d4 corrections 2024-10-13 17:31:35 -07:00
Miha Kralj b3b3b24a25 refresh with new QT DLL 2024-10-12 20:36:37 -07:00
Miha Kralj cc45cebeb4 tests and cleanup 2024-10-11 18:02:09 -07:00
Miha Kralj 839313c9f2 Pwma 2024-10-10 16:23:23 -07:00
Miha Kralj 22acfc6db0 wma 2024-10-09 14:57:09 -07:00
Miha Kralj 5974f54953 removed Archive 2024-10-09 14:38:51 -07:00
Miha Kralj b5d61804be Merge branch 'main' into dev 2024-10-08 19:09:42 -07:00
Miha Kralj c2c3bdda15 Auto stash before merge of "main" and "origin/main" 2024-10-08 18:49:28 -07:00
deepsource-autofix[bot] 6d904bfcda style: format code with dotnet-format
This commit fixes the style issues introduced in 14ec3cd according to the output
from dotnet-format.

Details: https://github.com/mihakralj/QuanTAlib/pull/35
2024-10-09 01:08:39 +00:00
Miha Kralj 14ec3cd2b0 tests 2024-10-08 17:58:02 -07:00
Miha Kralj 0bc41854aa cleanup 2024-10-08 13:59:33 -07:00
Miha Kralj a7eeacf8cb Merge branch 'dev' 2024-10-08 10:47:21 -07:00
deepsource-autofix[bot] 85b9d9217a style: format code with dotnet-format
This commit fixes the style issues introduced in 931bbdb according to the output
from dotnet-format.

Details: https://github.com/mihakralj/QuanTAlib/pull/30
2024-10-08 17:31:29 +00:00
Miha Kralj 931bbdb6a0 pull request changes 2024-10-08 10:31:04 -07:00
Miha Kralj af234594cc event tests 2024-10-08 09:25:01 -07:00
Miha Kralj b7b5a4a1bf clean code fixes 2024-10-06 17:16:47 -07:00
deepsource-autofix[bot] 5fe968754f style: format code with dotnet-format
This commit fixes the style issues introduced in 1e77eb8 according to the output
from dotnet-format.

Details: None
2024-10-06 06:59:26 +00:00
Miha Kralj 2dd680e9ee sonarcloud workflow 2024-10-05 23:51:52 -07:00
Miha Kralj b6ecf537cd Code Scanning fixes 2024-10-05 15:41:25 -07:00
Miha Kralj 964a25814f Merge branch 'dev' 2024-09-30 19:09:26 -07:00
Miha Kralj 11100b0685 Slope and Curvature 2024-09-30 18:59:05 -07:00
Miha Kralj 697fa19cfa Sonarcloud fixes 2024-09-30 15:53:48 -07:00
Miha Kralj 728017c9ca Merge branch 'dev' 2024-09-30 09:07:08 -07:00
Miha Kralj 93085d24bd sln file 2024-09-30 08:55:50 -07:00
Miha Kralj bdc01bff4a Atr 2024-09-30 06:46:07 -07:00
Miha Kralj 133c65ceaf Afirma + documentation +semver: patch 2024-09-24 16:41:26 -07:00
Miha Kralj 58d72c06ca Squash
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2024-09-23 22:08:40 -07:00
Miha Kralj 25492f6eae updated yml
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2024-09-23 08:49:27 -07:00
Miha Kralj d475bcd19a New version merge 2024-09-22 17:31:24 -07:00
Miha Kralj 3455baaf6c refactor structs to records, add new classes for financial calculations, implement EMA and SMA with circular buffer. Generate random financial data using GBM model. Also, test the SMA calculation with sample data. 2024-07-28 21:26:44 -07:00
Miha Kralj 7dd938c368 Add new data structures and event handling classes for trading platform. Include base classes, value and bar structs, event arguments, emitters, listeners. Update ruleset for SonarLint. 2024-07-25 17:42:09 -07:00
Miha Kralj 2b71b307d5 Update calculations, indicators, strategies, and tests for trends 2023-05-10 14:13:03 -07:00
Miha Kralj 2defde9d94 Add Linux support for Python library path 2023-05-05 10:48:26 -07:00