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Louis Szeto c049a35121 Add Option Gamma, Vega, Theta, Rho Indicator (#7830) 
* Add gamma indicator

* add helper method

* add unit tests

* add in regression tests

* Address peer review

* add vega indicator

* add theta and rho indicators

* Address peer review, refactor
2024-03-11 10:32:36 -03:00
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CandlestickPatterns
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AbsolutePriceOscillatorTests.cs
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AccelerationBandsTests.cs
Solve division by zero bug in AccelerationBands Indicator (#7743)
2024-02-05 15:14:45 -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
Handle DivisionByZero exception in indicators (#7788)
2024-02-19 16:02:51 -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
Handle DivisionByZero exception in indicators (#7788)
2024-02-19 16:02:51 -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
Handle DivisionByZero exception in indicators (#7788)
2024-02-19 16:02:51 -03:00
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
Handle DivisionByZero exception in indicators (#7788)
2024-02-19 16:02:51 -03:00
CompositeIndicatorTests.cs
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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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DeltaTests.cs
Add Option Gamma, Vega, Theta, Rho Indicator (#7830)
2024-03-11 10:32:36 -03:00
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
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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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GammaTests.cs
Add Option Gamma, Vega, Theta, Rho Indicator (#7830)
2024-03-11 10:32:36 -03:00
HeikinAshiTests.cs
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HilbertTransformTests.cs
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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
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ImpliedVolatilityTests.cs
Add Option Gamma, Vega, Theta, Rho Indicator (#7830)
2024-03-11 10:32:36 -03:00
IndicatorExtensionsTests.cs
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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
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KeltnerChannelsTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
LeastSquaresMovingAverageTest.cs
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LinearWeightedMovingAverageTests.cs
Update LinearWeightedMovingAverage (#7798)
2024-02-20 16:51:06 -03:00
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
OptionBaseIndicatorTests.cs
Add Option Gamma, Vega, Theta, Rho Indicator (#7830)
2024-03-11 10:32:36 -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
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PythonIndicatorNoinheritanceTestsLegacy.cs
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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
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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
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RelativeStrengthIndexTests.cs
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RelativeVigorIndexTests.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
ResetCompositeIndicatorTests.cs
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RhoTests.cs
Add Option Gamma, Vega, Theta, Rho Indicator (#7830)
2024-03-11 10:32:36 -03:00
RollingWindowTests.cs
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SchaffTrendCycleTests.cs
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SharpeRatioTests.cs
Risk-Free Interest Rate Model (#7594)
2023-11-22 16:17:34 -04:00
SimpleMovingAverageTests.cs
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SortinoRatioTests.cs
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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
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TargetDownsideDeviationTests.cs
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TestHelper.cs
Make indicators work with RenkoBars and VolumeRenkoBars (#7360)
2023-07-10 11:27:03 -03:00
ThetaTests.cs
Add Option Gamma, Vega, Theta, Rho Indicator (#7830)
2024-03-11 10:32:36 -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
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TriangularMovingAverageTests.cs
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TripleExponentialMovingAverageTests.cs
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TrixTests.cs
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TrueRangeTests.cs
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TrueStrengthIndexTests.cs
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UltimateOscillatorTests.cs
Fix Ultimate Oscillator divide by zero exception (#7618)
2023-12-08 15:21:07 -03:00
ValueAtRiskTests.cs
Implement Risk Metrics: Value At Risk (#7757)
2024-02-26 11:02:20 -03:00
VariableIndexDynamicAverageTests.cs
Chande Variable Index Dynamic Average (VIDYA) Indicator (#7797)
2024-02-26 10:55:01 -03:00
VarianceTests.cs
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VegaTests.cs
Add Option Gamma, Vega, Theta, Rho Indicator (#7830)
2024-03-11 10:32:36 -03:00
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
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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
…