mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-14 16:48:04 +00:00
- Implemented CCV class for calculating annualized log return volatility using SMA, EMA, and WMA smoothing methods. - Added comprehensive unit tests for CCV to validate mathematical correctness, consistency across methods, and edge cases. - Created documentation for CCV detailing its mathematical foundation, smoothing methods, and performance metrics.