github-featured / quantconnect--lean

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Implement Hilbert Tranform indicator (#7197)

frostbyte_neo 发布于 2023-04-19 17:41:05 +00:00 | 1462 次提交在此版本后已推送到 master
- Implement Hilbert Transform Indicator
- Assign proper names to variables
fixes
https://github.com/QuantConnect/Lean/pull/7148#discussion_r1152325967
https://github.com/QuantConnect/Lean/pull/7148#discussion_r1152328259
- Add license
fixes https://github.com/QuantConnect/Lean/pull/7148#discussion_r1152336946
- Change _v1 computation to operation instead of FunctionalIndicator
and more related changes
fixes https://github.com/QuantConnect/Lean/pull/7148#discussion_r1152332642
- Replace updatesCount with Samples field
- Implement inPhase3 and _quadrature2 as Delay indicators
- Minor fix to WarmUpPeriod
- Add descriptive names to indicators
- Reset all indicators
https://github.com/QuantConnect/Lean/pull/7148#discussion_r1152338785
- Minor fix
- Rename rest of parameters
- Implement helper method
- Renaming for LEAN's pattern
- Update 3rd party data source
- Refactor and fix bug on HT calculation
- Fix unit test's logic
Co-authored-by: Alexander Myltsev alexander.myltsev@gmail.com
下载附件
- 源代码 (ZIP)
- 源代码 (TAR.GZ)