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#8356 Implemention of NHNL indicators

Open nemcek opened this issue 1 month ago • 0 comments

Description

Implemented the base NHNL indicator as well as Difference, Ratio & Volume Ration NHNL indicators. The architecture closely follows architecture of ADR indicators.

Related Issue

This PR implements new indicators as in https://github.com/QuantConnect/Lean/issues/8356

Motivation and Context

This change adds new indicators.

Requires Documentation Change

Probably adding the new indicators into the list of available indicators.

How Has This Been Tested?

Added unit tests for each new indicator. Tests closely resemble the tests of ADR indicators. Also created a test dava (.csv) based on the test data of ADR indicators.

Types of changes

  • [ ] Bug fix (non-breaking change which fixes an issue)
  • [ ] Refactor (non-breaking change which improves implementation)
  • [ ] Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • [x] New feature (non-breaking change which adds functionality)
  • [ ] Breaking change (fix or feature that would cause existing functionality to change)
  • [ ] Non-functional change (xml comments/documentation/etc)

Checklist:

  • [x] My code follows the code style of this project.
  • [x] I have read the CONTRIBUTING document.
  • [x] I have added tests to cover my changes.
  • [x] All new and existing tests passed.
  • [x] My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

nemcek avatar Dec 04 '25 17:12 nemcek