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Implied Volatility Indicator for Options (#7680) 
* Add IV indicator

* Fix bug

* Add QCAlgorithm helper method

* Add unit tests

* Add OptionPricingModelType, as option for greeks & IV estimation

* Nit, and fix bug

* Address peer review

* Fix bug

* Fix bug on CRR

* Ensure test indicator initiate correctly

* Address 2nd review

* Check for FOPs and index options as well

* Add comparison with QuantLib

* CRR not follow BSM

* minor bug fix
2024-01-18 13:50:49 -03:00
..
CandlestickPatterns
Enable parallel unit testing
2020-04-27 17:45:53 -03:00
AbsolutePriceOscillatorTests.cs
Adds AbsolutePriceOscillator indicator (APO)
2016-03-23 20:53:08 +01:00
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
ALMA added as MovingAverageType
2017-05-02 11:53:23 -03:00
AroonOscillatorTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
AugenPriceSpikeTests.cs
Feature Augen Price Spike Indicator (#5713)
2021-07-09 20:07:15 -03:00
AutoregressiveIntegratedMovingAverageTests.cs
Feature #5098 - Time Series Indicators (#5099)
2021-02-01 20:17:49 -03:00
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
Research BollingerBands Value Error (#5656)
2021-06-14 14:23:05 -03:00
ChaikinMoneyFlowTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
ChandeMomentumOscillatorTests.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
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
Revert "Fixed a few more warnings"
2015-04-07 13:53:33 -04:00
CoppockCurveTests.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
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
Test fixes and updates
2020-04-23 09:59:31 -03:00
DeMarkerIndicatorTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
DetrendedPriceOscillatorTests.cs
headers added.
2017-10-12 10:02:11 -03:00
DonchianChannelTest.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
DoubleExponentialMovingAverageTests.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
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
Clean up using directives
2015-09-01 22:17:35 -04:00
HeikinAshiTests.cs
Heikin-Ashi Indicator Fix for Symbol and Volume Information
2020-06-26 12:24:04 -04:00
HilbertTransformTests.cs
Implement Hilbert Tranform indicator (#7197)
2023-04-19 14:41:05 -03:00
HullMovingAverageTest.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
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
ImpliedVolatilityTests.cs
Implied Volatility Indicator for Options (#7680)
2024-01-18 13:50:49 -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
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
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
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
LogReturnTests.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
MassIndexTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
MaximumTests.cs
Renamed a few test methods
2016-08-19 22:51:17 +02:00
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
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
MidPointTests.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
MidPriceTests.cs
Use IBaseData in type constraints
2016-11-09 09:20:16 -05:00
MinimumTests.cs
Renamed a few test methods
2016-08-19 22:51:17 +02:00
MomentumPercentTests.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
MomentumTests.cs
Fix bug in Momentum indicator (#7424)
2023-08-09 14:56:24 -03:00
MomersionTests.cs
Reduce Travis Log (#5039)
2020-12-17 12:59:13 -03:00
MoneyFlowIndexTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
MovingAverageConvergenceDivergenceTests.cs
Fix MACD WarmUpPeriod and Updating (#5110)
2021-01-08 16:58:53 -03:00
MovingAverageTypeExtensionsTests.cs
Implements WilderMovingAverage indicator
2018-03-21 00:13:37 +00:00
NormalizedAverageTrueRangeTests.cs
Extends NormalizedAverageTrueRange and TrueRange Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:31:22 +01:00
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
Extends PercentagePriceOscillator and UltimateOscillator Indicators With IIndicatorWarmUpPeriodProvider
2019-05-17 15:36:23 +01:00
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
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
RateOfChangeRatioTests.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
RateOfChangeTests.cs
Fix IsReady and WarmUpPeriod for RateOfChange (#5501)
2021-05-11 17:12:48 -03:00
RegressionChannelTest.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
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
Update RSI to handle negative averages
2020-03-17 20:12:34 +01:00
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
Overwriting assertion to allow a greater variance
2020-07-28 14:34:08 -07:00
SharpeRatioTests.cs
Risk-Free Interest Rate Model (#7594)
2023-11-22 16:17:34 -04:00
SimpleMovingAverageTests.cs
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
SortinoRatioTests.cs
Add Sortino indicator (#6696)
2022-10-28 18:12:33 -03:00
StandardDeviationTests.cs
Extends Sum, StandardDeviation and Variance Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:44:35 +01:00
StochasticTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
SumTests.cs
SumTests Inherits From CommonIndicatorTests
2019-05-17 12:21:53 +01:00
SuperTrendTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
SwissArmyKnifeTests.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
T3MovingAverageTests.cs
Extends T3, Triangular and TripleExponential Moving Averages Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 10:18:24 +01:00
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
TimeSeriesForecastTests.cs
Implement Time Series Forecast Indicator (#7654)
2024-01-04 16:20:29 -03:00
TimeSeriesIndicatorTests.cs
Feature #5098 - Time Series Indicators (#5099)
2021-02-01 20:17:49 -03:00
TriangularMovingAverageTests.cs
Extends T3, Triangular and TripleExponential Moving Averages Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 10:18:24 +01:00
TripleExponentialMovingAverageTests.cs
Extends T3, Triangular and TripleExponential Moving Averages Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 10:18:24 +01:00
TrixTests.cs
Extends SwissArmyKnife, Trix and WilderMovingAverage Indicators With IIndicatorWarmUpPeriodProvider
2019-06-05 18:10:22 +01:00
TrueRangeTests.cs
Extends NormalizedAverageTrueRange and TrueRange Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:31:22 +01:00
TrueStrengthIndexTests.cs
Fix EMA first value calculation (#7173)
2023-04-11 17:43:25 -03:00
UltimateOscillatorTests.cs
Fix Ultimate Oscillator divide by zero exception (#7618)
2023-12-08 15:21:07 -03:00
VarianceTests.cs
Extends Sum, StandardDeviation and Variance Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:44:35 +01:00
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
Add Wilder Accumulative Swing Index (#5476)
2021-04-16 10:54:02 -03:00
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