- Added Ztest class to compute the one-sample t-statistic using sample standard deviation with Bessel correction.
- Implemented validation tests for Ztest to ensure accuracy against manual calculations and PineScript.
- Updated documentation for Ztest, detailing its mathematical foundation, performance profile, and common pitfalls.
- Adjusted NDepend badges to reflect changes in code metrics after implementation.
- Updated missing indicators report to reflect the completion of statistical indicators, including ZTEST.
- Updated class count in classes.svg from 938 to 1078.
- Adjusted comments percentage in comments.svg from 33.06 to 33.02.
- Revised average cyclomatic complexity in complexity.svg from 2.19 to 2.12.
- Increased source files count in files.svg from 1099 to 1275.
- Updated lines of code in loc.svg from 114549 to 129859.
- Increased methods count in methods.svg from 12035 to 14066.
- Updated public types count in public-api.svg from 1086 to 1225.
- Revised missing indicators report with updated counts and categories, reflecting recent implementations and planned additions.
- Implemented SgmaIndicator class in C# with properties for Period, Degree, and Source.
- Added unit tests for SgmaIndicator covering constructor defaults, initialization, and various update scenarios.
- Created a new Quantower adapter for the SGMA indicator, including input parameters and line series setup.
- Removed legacy SGMA implementation and tests to streamline the codebase.
- Updated project files to include new indicator and tests in the build process.
- Generated a missing indicators report and outlined a plan for oscillator documentation rewrite.
- Introduced YZV class for calculating Yang-Zhang Volatility, a comprehensive volatility measure that incorporates overnight, open-to-close, and high-low components.
- Implemented calculation methods, including batch processing for TBarSeries and spans.
- Added documentation for YZV, detailing its mathematical foundation, performance profile, and trading applications.
- Updated volume index documentation to reflect changes in file paths.
- Refactored VWMA calculation method to use a more generic source parameter instead of price.
Miha Kralj