github-featured / quantconnect--lean

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    New Feature: Implement Covariance Indicator #6982 (#9144)

    frostbyte_neo 发布于 2025-12-31 19:02:03 +00:00 | 239 次提交 在此版本后已推送到 master

    • Implements Covariance as Lean Indicator

    • Add COV helper method and fix AcceptsVolumeRenkoBarsAsInput test

    • Fix AcceptsRenkoBarsAsInput test to use smaller period for faster execution

    • Fix slow Renko tests by limiting data processed to 50 rows

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