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Adrian Tkacz f4b41c5793 Alpha Indicator #6985 (#7566) 
* Alpha Indicator #6985

* Switched to RateOfChange and Beta

* Added RiskFreeRate param

* Added overload method (without name)

* Changed how Return is calculated
Code refactoring

* Use interest rate provider to automatically get the risk free rate

* Removed InterestRateProvider

* Applied Risk-Free Interest Rate Model

---------

Co-authored-by: Adrian Tkacz <adrian.tkacz@creatdy.com>
2023-11-24 11:31:15 -03:00
..
CandlestickPatterns
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AbsolutePriceOscillatorTests.cs
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AccelerationBandsTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
AccumulationDistributionOscillatorTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
AccumulationDistributionTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
AdvanceDeclineDifferenceTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
AdvanceDeclineRatioTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
AdvanceDeclineRatioVolumeTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
AlphaIndicatorTests.cs
Alpha Indicator #6985 (#7566)
2023-11-24 11:31:15 -03:00
ArmsIndexTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
ArnaudLegouxMovingAverageTest.cs
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AroonOscillatorTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
AugenPriceSpikeTests.cs
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AutoregressiveIntegratedMovingAverageTests.cs
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AverageDirectionalIndexTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
AverageDirectionalMovementIndexRatingTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
AverageTrueRangeTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
AwesomeOscillatorTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
BalanceOfPowerTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
BetaIndicatorTests.cs
Beta Indicator Supports QuoteBar (#7540)
2023-10-27 13:12:39 -04:00
BollingerBandsTests.cs
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ChaikinMoneyFlowTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
ChandeMomentumOscillatorTests.cs
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CommodityChannelIndexTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
CommonIndicatorTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
CompositeIndicatorTests.cs
Fix bug in VolumeWeightedAveragePriceIndicator (#7336)
2023-06-30 13:36:44 -03:00
ConstantIndicatorTests.cs
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CoppockCurveTests.cs
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CorrelationPearsonTests.cs
correlation as lean indicator #6983 (#7543)
2023-11-13 20:40:14 -03:00
CorrelationSpearmanTests.cs
correlation as lean indicator #6983 (#7543)
2023-11-13 20:40:14 -03:00
DelayTests.cs
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DeMarkerIndicatorTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
DetrendedPriceOscillatorTests.cs
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DonchianChannelTest.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
DoubleExponentialMovingAverageTests.cs
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EaseOfMovementValueTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
ExponentialMovingAverageTests.cs
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
FisherTransformTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
FractalAdaptiveMovingAverageTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
FunctionalIndicatorTests.cs
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HeikinAshiTests.cs
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HilbertTransformTests.cs
Implement Hilbert Tranform indicator (#7197)
2023-04-19 14:41:05 -03:00
HullMovingAverageTest.cs
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IchimokuKinkoHyoTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
IdentityTests.cs
Add IIndicatorWarmUpPeriodProvider for WindowIndicator.cs and Identity.cs indicators (#5984)
2021-10-15 11:10:59 -03:00
IndicatorExtensionsTests.cs
Composite Indicator Fixes (#5929)
2021-09-16 17:58:10 -03:00
IndicatorTests.cs
Return valid default value for indicator Previous property (#7404)
2023-07-28 18:36:13 -03:00
KaufmanAdaptiveMovingAverageTests.cs
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KaufmanEfficiencyRatioTests.cs
Kaufman Efficiency Ratio Indicator (#6050)
2021-12-04 18:55:09 -03:00
KeltnerChannelsTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
LeastSquaresMovingAverageTest.cs
Fix bug in LeastSquaresMovingAverage (#7238)
2023-05-11 14:55:27 -03:00
LinearWeightedMovingAverageTests.cs
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LogReturnTests.cs
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MassIndexTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
MaximumTests.cs
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McClellanIndicatorsTestHelper.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
McClellanOscillatorTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
McClellanSummationIndexTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
MeanAbsoluteDeviationTests.cs
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MidPointTests.cs
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MidPriceTests.cs
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MinimumTests.cs
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MomentumPercentTests.cs
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MomentumTests.cs
Fix bug in Momentum indicator (#7424)
2023-08-09 14:56:24 -03:00
MomersionTests.cs
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MoneyFlowIndexTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
MovingAverageConvergenceDivergenceTests.cs
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MovingAverageTypeExtensionsTests.cs
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NormalizedAverageTrueRangeTests.cs
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OnBalanceVolumeTest.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
ParabolicStopAndReverseTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
PercentagePriceOscillatorTests.cs
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PivotPointsHighLowTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
PythonIndicatorNoinheritanceTests.cs
Bump pythonNet version 2.0.12 (#6310)
2022-05-02 14:38:50 -03:00
PythonIndicatorNoinheritanceTestsLegacy.cs
Bump pythonNet version 2.0.12 (#6310)
2022-05-02 14:38:50 -03:00
PythonIndicatorTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
RateOfChangePercentTests.cs
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RateOfChangeRatioTests.cs
…
RateOfChangeTests.cs
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RegressionChannelTest.cs
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RelativeDailyVolumeTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
RelativeMovingAverageTests.cs
Relative Moving Average Indicator (#6297)
2022-04-25 13:13:20 -03:00
RelativeStrengthIndexTests.cs
…
RelativeVigorIndexTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
ResetCompositeIndicatorTests.cs
Fix bug in VolumeWeightedAveragePriceIndicator (#7336)
2023-06-30 13:36:44 -03:00
RollingWindowTests.cs
Indicators history rolling window (#7314)
2023-06-13 15:07:09 -03:00
SchaffTrendCycleTests.cs
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SharpeRatioTests.cs
Risk-Free Interest Rate Model (#7594)
2023-11-22 16:17:34 -04:00
SimpleMovingAverageTests.cs
…
SortinoRatioTests.cs
Add Sortino indicator (#6696)
2022-10-28 18:12:33 -03:00
StandardDeviationTests.cs
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StochasticTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
SumTests.cs
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SuperTrendTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
SwissArmyKnifeTests.cs
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T3MovingAverageTests.cs
…
TargetDownsideDeviationTests.cs
Add Sortino indicator (#6696)
2022-10-28 18:12:33 -03:00
TestHelper.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
TimeProfileTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
TimeSeriesIndicatorTests.cs
…
TriangularMovingAverageTests.cs
…
TripleExponentialMovingAverageTests.cs
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TrixTests.cs
…
TrueRangeTests.cs
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TrueStrengthIndexTests.cs
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
UltimateOscillatorTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
VarianceTests.cs
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VolumeProfileTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
VolumeWeightedAveragePriceIndicatorTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
WilderAccumulativeSwingIndexTests.cs
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WilderSwingIndexTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
WilliamsPercentRTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
WindowIdentityTests.cs
Add IIndicatorWarmUpPeriodProvider for WindowIndicator.cs and Identity.cs indicators (#5984)
2021-10-15 11:10:59 -03:00