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    Implement Connor's Relative Strength Index(CRSI) Indicator (#8419)

    frostbyte_neo 发布于 2024-11-25 18:43:42 +00:00 | 686 次提交 在此版本后已推送到 master

    • Add Connors Relative Strength Index(CRSI) Indicator
    • Implemented CRSI combining RSI, Streak RSI, and ROC
    • Added unit tests for CRSI calculation to ensure correctness and
      reliability.
    • Inclued the spy_crsi.csv file for testing purposes and validation of
      CRSI logic.
    • Refactor CRSI indicator
    • Updated the CRSI logic to use Percent Change of Daily Returns instead
      of ROC.
    • Modified the ConnorsRelativeStrengthIndex class:
      • Updated ComputeNextValue to calculate daily returns and relative
        magnitude
    • Improved documentation and comments
    • Refactor CRSI Indicator:
    • Refactored the method that updated the trend streak based on price
      changes.
    • Created a new method ComputeTrendStreak.
    • Added check for null or 0 value in _previousInput.
    • Fix comments from code review
    • Add _ to priceChangeRatios
    • Move _srsi.Update() to the top to avoid duplication
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