Covar, Kendall, Spearman

Tests/test_eventing.cs

@@ -68,6 +68,9 @@ private static readonly (string Name, object[] DirectParams, object[] EventParam
         ("Zscore", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
         ("Beta", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
         ("Corr", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
+        ("Covar", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
+        ("Kendall", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
+        ("Spearman", new object[] { DefaultPeriod }, new object[] { new TSeries(), DefaultPeriod }),
         ("Hv", new object[] { DefaultPeriod, false }, new object[] { new TSeries(), DefaultPeriod, false }),
         ("Jvolty", new object[] { DefaultPeriod, 0 }, new object[] { new TSeries(), DefaultPeriod, 0 }),
         ("Rv", new object[] { DefaultPeriod, false }, new object[] { new TSeries(), DefaultPeriod, false }),

Tests/test_updates_statistics.cs

@@ -18,6 +18,13 @@ public void Corr_Update()
         TestDualTValueUpdate(indicator, indicator.Calc);
     }
 
+    [Fact]
+    public void Covar_Update()
+    {
+        var indicator = new Covar(period: 14);
+        TestDualTValueUpdate(indicator, indicator.Calc);
+    }
+
     [Fact]
     public void Curvature_Update()
     {
@@ -39,6 +46,13 @@ public void Hurst_Update()
         TestTBarUpdate(indicator, indicator.Calc);
     }
 
+    [Fact]
+    public void Kendall_Update()
+    {
+        var indicator = new Kendall(period: 14);
+        TestDualTValueUpdate(indicator, indicator.Calc);
+    }
+
     [Fact]
     public void Kurtosis_Update()
     {
@@ -95,6 +109,13 @@ public void Slope_Update()
         TestTValueUpdate(indicator, indicator.Calc);
     }
 
+    [Fact]
+    public void Spearman_Update()
+    {
+        var indicator = new Spearman(period: 14);
+        TestDualTValueUpdate(indicator, indicator.Calc);
+    }
+
     [Fact]
     public void Stddev_Update()
     {

lib/_list.md

@@ -0,0 +1,173 @@
+# QuanTAlib Indicators Status
+
+## Implementation Status
+
+| Category    | Done | Todo | Total |
+|------------|------|------|-------|
+| Averages   | 33   | 0    | 33    |
+| Momentum   | 17   | 0    | 17    |
+| Oscillators| 24   | 5    | 29    |
+| Patterns   | 0    | 8    | 8     |
+| Statistics | 21   | 2    | 23    |
+| Volatility | 31   | 4    | 35    |
+| Total      | 126  | 19   | 145   |
+
+## Indicators by Category
+
+### Averages (33/33)
+✔️ AFIRMA - Adaptive FIR Moving Average
+✔️ ALMA - Arnaud Legoux Moving Average
+✔️ CONVOLUTION - 1D Convolution with sliding kernel
+✔️ DEMA - Double Exponential Moving Average
+✔️ DSMA - Dynamic Simple Moving Average
+✔️ DWMA - Dynamic Weighted Moving Average
+✔️ EMA - Exponential Moving Average
+✔️ EPMA - Endpoint Moving Average
+✔️ FRAMA - Fractal Adaptive Moving Average
+✔️ FWMA - Forward Weighted Moving Average
+✔️ GMA - Gaussian Moving Average
+✔️ HMA - Hull Moving Average
+✔️ HTIT - Hilbert Transform Instantaneous Trendline
+✔️ HWMA - Hann Weighted Moving Average
+✔️ JMA - Jurik Moving Average
+✔️ KAMA - Kaufman Adaptive Moving Average
+✔️ LTMA - Linear Time Moving Average
+✔️ MAAF - Moving Average Adaptive Filter
+✔️ MAMA - MESA Adaptive Moving Average (MAMA, FAMA)
+✔️ MGDI - McGinley Dynamic Indicator
+✔️ MMA - Modified Moving Average
+✔️ PWMA - Parabolic Weighted Moving Average
+✔️ QEMA - Quick Exponential Moving Average
+✔️ REMA - Regularized Exponential Moving Average
+✔️ RMA - Running Moving Average
+✔️ SINEMA - Sine-weighted Moving Average
+✔️ SMA - Simple Moving Average
+✔️ SMMA - Smoothed Moving Average
+✔️ T3 - Triple Exponential Moving Average (T3)
+✔️ TEMA - Triple Exponential Moving Average
+✔️ TRIMA - Triangular Moving Average
+✔️ VIDYA - Variable Index Dynamic Average
+✔️ WMA - Weighted Moving Average
+✔️ ZLEMA - Zero-Lag Exponential Moving Average
+
+### Momentum (17/17)
+✔️ ADX - Average Directional Movement Index
+✔️ ADXR - Average Directional Movement Index Rating
+✔️ APO - Absolute Price Oscillator
+✔️ DMI - Directional Movement Index (DI+, DI-)
+✔️ DMX - Jurik Directional Movement Index
+✔️ DPO - Detrended Price Oscillator
+✔️ MACD - Moving Average Convergence/Divergence (MACD, Signal, Histogram)
+✔️ MOM - Momentum
+✔️ PMO - Price Momentum Oscillator
+✔️ PO - Price Oscillator
+✔️ PPO - Percentage Price Oscillator
+✔️ PRS - Price Relative Strength
+✔️ ROC - Rate of Change
+✔️ TSI - True Strength Index
+✔️ TRIX - 1-day ROC of TEMA
+✔️ VEL - Jurik Signal Velocity
+✔️ VORTEX - Vortex Indicator (VI+, VI-)
+
+### Oscillators (24/29)
+✔️ AC - Acceleration Oscillator
+✔️ AO - Awesome Oscillator
+✔️ AROON - Aroon oscillator (Up, Down)
+✔️ BOP - Balance of Power
+✔️ CCI - Commodity Channel Index
+✔️ CFO - Chande Forcast Oscillator
+✔️ CHOP - Choppiness Index
+✔️ CMO - Chande Momentum Oscillator
+✔️ COG - Ehler's Center of Gravity
+✔️ COPPOCK - Coppock Curve
+✔️ CRSI - Connor RSI
+✔️ CTI - Ehler's Correlation Trend Indicator
+✔️ DOSC - Derivative Oscillator
+✔️ FISHER - Fisher Transform
+✔️ EFI - Elder Ray's Force Index
+✔️ RSI - Relative Strength Index
+✔️ RSX - Jurik Trend Strength Index
+✔️ SMI - Stochastic Momentum Index
+✔️ SRSI - Stochastic RSI (SRSI, Signal)
+✔️ STC - Schaff Trend Cycle
+✔️ STOCH - Stochastic Oscillator (%K, %D)
+✔️ TSI - True Strength Index
+✔️ UO - Ultimate Oscillator
+✔️ WILLR - Larry Williams' %R
+FOSC - Forecast Oscillator
+GATOR - Williams Alliator Oscillator (Upper Jaw, Lower Jaw, Teeth)
+KDJ - KDJ Indicator (K, D, J lines)
+KRI - Kairi Relative Index
+RVGI - Relative Vigor Index (RVGI, Signal)
+
+### Patterns (0/8)
+DOJI - Doji Candlestick Pattern
+ER - Elder Ray Pattern (Bull Power, Bear Power)
+MARU - Marubozu Candlestick Pattern
+PIV - Pivot Points (Support 1-3, Pivot, Resistance 1-3)
+PP - Price Pivots (Support 1-3, Pivot, Resistance 1-3)
+RPP - Rolling Pivot Points (Support 1-3, Pivot, Resistance 1-3)
+WF - Williams Fractal
+ZZ - Zig Zag Pattern
+
+### Statistics (21/23)
+✔️ BETA - Beta coefficient measuring volatility relative to market
+✔️ CORR - Correlation coefficient between two series
+✔️ COVAR - Covariance between two series
+✔️ CURVATURE - Curvature of a time series
+✔️ ENTROPY - Information entropy of a series
+✔️ HURST - Hurst exponent for trend strength
+✔️ KENDALL - Kendall rank correlation
+✔️ KURTOSIS - Kurtosis measuring tail extremity
+✔️ MAX - Maximum value over period
+✔️ MEDIAN - Median value over period
+✔️ MIN - Minimum value over period
+✔️ MODE - Mode (most frequent value)
+✔️ PERCENTILE - Percentile rank calculation
+✔️ SKEW - Skewness measuring distribution asymmetry
+✔️ SLOPE - Linear regression slope
+✔️ SPEARMAN - Spearman rank correlation
+✔️ STDDEV - Standard deviation
+✔️ THEIL - Theil's U statistics for forecast accuracy
+✔️ TSF - Time series forecast
+✔️ VARIANCE - Statistical variance
+✔️ ZSCORE - Z-score standardization
+COINTEGRATION - Test for cointegrated series
+GRANGER - Granger causality test
+
+### Volatility (31/35)
+✔️ ADR - Average Daily Range
+✔️ AP - Andrew's Pitchfork
+✔️ ATR - Average True Range
+✔️ ATRP - Average True Range Percent
+✔️ ATRS - ATR Trailing Stop
+✔️ BBAND - Bollinger Bands® (Upper, Middle, Lower)
+✔️ CCV - Close-to-Close Volatility
+✔️ CE - Chandelier Exit
+✔️ CV - Conditional Volatility (ARCH/GARCH)
+✔️ CVI - Chaikin's Volatility
+✔️ DCHN - Donchian Channels (Upper, Middle, Lower)
+✔️ EWMA - Exponential Weighted Moving Average Volatility
+✔️ FCB - Fractal Chaos Bands
+✔️ GKV - Garman-Klass Volatility
+✔️ HLV - High-Low Volatility
+✔️ HV - Historical Volatility
+✔️ JVOLTY - Jurik Volatility (Jvolty, Upper band, Lower band)
+✔️ NATR - Normalized Average True Range
+✔️ PCH - Price Channel Indicator
+✔️ PV - Parkinson Volatility
+✔️ RSV - Rogers-Satchell Volatility
+✔️ RV - Realized Volatility
+✔️ RVI - Relative Volatility Index
+✔️ SV - Stochastic Volatility
+✔️ TR - True Range
+✔️ UI - Ulcer Index
+✔️ VC - Volatility Cone (Mean, Upper Bound, Lower Bound)
+✔️ VOV - Volatility of Volatility
+✔️ VR - Volatility Ratio
+✔️ VS - Volatility Stop (Long Stop, Short Stop)
+✔️ YZV - Yang-Zhang Volatility
+ICH - Ichimoku Cloud (Conversion, Base, Leading Span A, Leading Span B, Lagging Span)
+KC - Keltner Channels (Upper, Middle, Lower)
+PSAR - Parabolic Stop and Reverse (Value, Trend)
+STARC - Starc Bands (Upper, Middle, Lower)

lib/momentum/_list.md

@@ -6,7 +6,7 @@
 ✔️ DMI - Directional Movement Index (DI+, DI-)
 ✔️ DMX - Jurik Directional Movement Index
 ✔️ DPO - Detrended Price Oscillator
-✔️ *MACD - Moving Average Convergence/Divergence (MACD, Signal, Histogram)
+✔️ MACD - Moving Average Convergence/Divergence (MACD, Signal, Histogram)
 ✔️ MOM - Momentum
 ✔️ PMO - Price Momentum Oscillator
 ✔️ PO - Price Oscillator
@@ -16,4 +16,4 @@
 ✔️ TSI - True Strength Index
 ✔️ TRIX - 1-day ROC of TEMA
 ✔️ VEL - Jurik Signal Velocity
-✔️ *VORTEX - Vortex Indicator (VI+, VI-)
+✔️ VORTEX - Vortex Indicator (VI+, VI-)