yyxxddjj 3fa700e450 New Feature: Implement Covariance Indicator #6982 (#9144) ...

* 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

2025-12-31 16:02:03 -03:00

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dynamic-market-hours

Dynamic market hours for time and date rules (#8541)

2025-01-31 15:00:14 -04:00

dynamic-symbol-properties

Dynamic market hours for time and date rules (#8541)

2025-01-31 15:00:14 -04:00

equity/usa/shortable

Adds Rebate and Fee Rates to Shortable Provider (#7840)

2024-03-13 16:04:33 -03:00

greeks

Change default American Option Pricing model to Binomial CRR model (#7426)

2023-08-18 14:34:46 -03:00

greeksindicator/american

Allow smoothing in Implied Volatility and add forward tree model (#7820)

2024-03-04 11:00:04 -03:00

symbol-properties

Reduce test files size (#8084)

2024-06-24 13:03:43 -03:00

00010101_05_example_psychsignal_testdata.csv

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20151224_quote_american.zip

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aapl_chain.csv

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aapl_fine_fundamental.json

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alpha_indicator_datatest.csv

Alpha Indicator #6985 (#7566)

2023-11-24 11:31:15 -03:00

arms_data.txt

Modify advance decline indicators (#7032)

2023-03-02 15:48:20 -03:00

bi_datatest.csv

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CashTestingStrategy.csv

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custom_future_chris_cme_es1.csv

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custom_future_chris_cme_es2.csv

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daily-stock-picker-backtest.csv

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daily-stock-picker-live.csv

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dwac_supertrend.txt

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eurusd60_dem.txt

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eurusd_candle_patterns.txt

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ewz_candle_patterns.txt

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FillForwardBars.zip

Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412)

2024-11-29 09:52:01 -04:00

FillForwardStrictEndTimeDailyRegressionAlgorithm.zip

Daily data time adjustment (#8001)

2024-05-20 17:28:03 -03:00

FillForwardStrictEndTimeHourRegressionAlgorithm.zip

Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412)

2024-11-29 09:52:01 -04:00

FillForwardStrictEndTimeMinuteRegressionAlgorithm.zip

Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412)

2024-11-29 09:52:01 -04:00

frama.txt

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FuturesExpiryFunctionsTestData.xml

Add 2026 CME Future & HKFE Holidays, early closes, late opens and bank holidays (#9174)

2025-12-31 11:33:59 -03:00

fxVolumeDaily.csv

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fxVolumeHourly.csv

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fxVolumeMinute.csv

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generate_reference_data_from_talib.py

implements generate_reference_data_from_talib.py (#8196)

2024-07-22 14:50:24 -03:00

generate_reference_data_from_talipp.py

Implements new indicator - RSV - Rogers-Satchell volatility (#8183)

2024-07-29 14:47:16 -03:00

generate_reference_data_from_tulip.py

add script using tulipy (#8194)

2024-07-22 14:43:33 -03:00

mcclellan_data.csv

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

multizip.zip

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nhnl_data.csv

#8356 Implemention of NHNL indicators (#9109)

2025-12-16 14:24:00 -03:00

portfolio_targets.csv

Universe data frames improvements (#8433)

2024-12-03 16:19:17 -04:00

SampleMarketHoursDatabase.json

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spx_lwma.csv

Update LinearWeightedMovingAverage (#7798)

2024-02-20 16:51:06 -03:00

spy_10_min.txt

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spy_acceleration_bands_20_4.txt

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spy_ad_osc.txt

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_ad.txt

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spy_adr.csv

Implement Average Range (AR) Indicator (#8404)

2024-11-15 11:19:55 -03:00

spy_alma.txt

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spy_ao.txt

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spy_apo.txt

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spy_aps.txt

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spy_arima.csv

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spy_aroon_oscillator.txt

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spy_asi.csv

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spy_atr_wilder.txt

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spy_atr.txt

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spy_bollinger_bands.txt

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spy_bop.txt

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spy_candle_patterns.txt

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spy_cmf.txt

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spy_cmo.txt

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spy_coppock_curve.csv

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spy_crsi.csv

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

2024-11-25 15:43:42 -03:00

spy_dema.txt

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_do.csv

Feature 1076 implementing an indicator derivative oscillator (#7884)

2024-04-17 16:34:57 -03:00

spy_dpo.csv

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spy_ema.csv

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_emv.txt

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spy_heikin_ashi.txt

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spy_hma.txt

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spy_hurst_exponent.csv

Fix inclusive loop upper bound (#9102)

2025-11-28 12:39:09 -04:00

spy_kama.txt

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spy_ker.txt

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spy_logr14.txt

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spy_mama.csv

Implement Mesa Adaptive Moving Average (MAMA) Indicator (#8428)

2024-11-27 18:54:59 -03:00

spy_mass_index_25.txt

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spy_max.txt

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spy_mfi.txt

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spy_midpoint.txt

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spy_midprice.txt

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spy_min.txt

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spy_natr.txt

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spy_ohlcv.txt

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spy_pivot_pnt_hl.txt

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spy_ppo.txt

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spy_pso.csv

Implement Premier Stochastic Oscillator (PSO) Indicator (#8394)

2024-11-14 18:22:46 -03:00

spy_qqq_corr.csv

correlation as lean indicator #6983 (#7543)

2023-11-13 20:40:14 -03:00

spy_qqq_cov.csv

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

2025-12-31 16:02:03 -03:00

spy_rdv.txt

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spy_rocr.txt

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spy_rvi.txt

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spy_sarext.txt

Feature : Implements Parabolic SAR Extended (SAREXT) (#8818)

2025-06-23 10:40:05 -03:00

spy_si.csv

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spy_sm.csv

Implement SqueezeMomentum (SM) indicator (#8462)

2024-12-20 18:22:32 -03:00

spy_sortino.csv

Add Sortino indicator (#6696)

2022-10-28 18:12:33 -03:00

spy_sr.txt

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spy_stc.txt

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_swiss.txt

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spy_t3.txt

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spy_tdd.csv

Refactor TargetDownsideDeviation Calculation (#8875)

2025-07-18 17:11:51 -03:00

spy_tema.txt

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_tr.txt

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spy_trima.txt

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spy_trix.txt

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_tsf.csv

Implement Time Series Forecast Indicator (#7654)

2024-01-04 16:20:29 -03:00

spy_tsi.csv

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_ultosc.txt

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spy_valueatrisk.csv

Implement Risk Metrics: Value At Risk (#7757)

2024-02-26 11:02:20 -03:00

spy_var.txt

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spy_vidya.txt

Chande Variable Index Dynamic Average (VIDYA) Indicator (#7797)

2024-02-26 10:55:01 -03:00

spy_with_adx.txt

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spy_with_cci.txt

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spy_with_ChandeKrollStop.csv

Implements new indicator - CKS - ChandeKrollStop (#8198)

2024-08-07 14:51:39 -03:00

spy_with_chop.csv

Implements new indicator CHOP - Choppiness Index (#8178)

2024-07-22 12:14:53 -03:00

spy_with_don50.txt

Modify DonchianChannel.cs and spy_with_don50.csv (#7329)

2023-06-21 15:26:58 -03:00

spy_with_fisher.txt

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spy_with_ForceIndex.csv

Implements new indicator ForceIndex (#8155)

2024-07-16 11:14:14 -03:00

spy_with_hilbert.csv

Fixes bug in Hilbert Transform indicator (#7203)

2023-04-21 12:01:52 -03:00

spy_with_ibs.csv

Implements new indicator IBS - Internal Bar Strength (#8151)

2024-07-11 16:13:31 -03:00

spy_with_ichimoku.csv

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spy_with_ichimoku.ods

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spy_with_indicators.txt

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spy_with_keltner.csv

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spy_with_kst.csv

Implements new indicator - KST - Know Sure Thing (#8819)

2025-06-12 19:17:47 -03:00

spy_with_kvo.csv

feature: Klinger Volume Oscillator (#8811)

2025-06-06 11:03:57 -03:00

spy_with_macd.txt

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spy_with_McGinleyDynamic.csv

implements McGinleyDynamic (#8189)

2024-07-10 11:41:56 -03:00

spy_with_obv.txt

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spy_with_rma.csv

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spy_with_roc50.txt

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spy_with_rocp50.txt

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spy_with_rsv.csv

Implements new indicator - RSV - Rogers-Satchell volatility (#8183)

2024-07-29 14:47:16 -03:00

spy_with_sobv.csv

Implements new indicator - SOBV - Smoothed On Balance Volume (#8180)

2024-07-22 18:27:52 -03:00

spy_with_stoch12k3.txt

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spy_with_StochRSI.csv

Implements new indicator StochRSI - Stochastic Relative Strength Index (#8163)

2024-07-19 09:26:39 -03:00

spy_with_vtx.csv

Feature 8132 implement vortex indicator (#8242)

2024-08-14 15:43:21 -03:00

spy_with_vwap.txt

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spy_with_vwma.csv

Implements new indicator VWMA - Volume Weighted Moving Average (#8161)

2024-07-16 11:14:39 -03:00

spy_with_williamsR14.txt

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spy_with_zlema.csv

Implement new indicator - ZLEMA - Zero Lag Exponential Moving Average (#8148)

2024-07-08 11:58:05 -03:00

spy_zigzag.csv

Implement ZigZag (ZZ) indicator (#8454)

2024-12-23 13:19:39 -03:00

stock_prices.csv

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td_sequential_test_data.csv

Feature 6620 implement td sequential candlestick indicator (#8877)

2025-08-01 12:54:58 -03:00

test_cash_equity.xml

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test_cash_fills.xml

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test_forex_equity.xml

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test_forex_fills_jwb_quantity.xml

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test_forex_fills_mch_quantity.xml

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test_forex_fills.xml

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test_report_data.json

Standardize trade count statistic (#7827)

2024-03-06 14:52:34 -03:00

test.csv

Fix bug for history requests with custom symbols (#8262)

2024-08-19 15:26:42 -03:00

tp_datatest.csv

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vp_datatest.csv

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