Add CVI - Chaikin's Volatility class and tests

Add implementation of CVI - Chaikin's Volatility class and related tests.

* **Cvi Class Implementation:**
  - Add `Cvi` class in `lib/volatility/Cvi.cs` to calculate Chaikin's Volatility.
  - Use high and low prices for calculation.
  - Include a constructor with `period` parameter.
  - Add a method to calculate Chaikin's Volatility.

* **Quantower Indicator:**
  - Add `CviIndicator` class in `quantower/Volatility/CviIndicator.cs`.
  - Use `Cvi` class for calculation.
  - Add input parameters for `period` and `showColdValues`.
  - Implement `OnInit` and `OnUpdate` methods.

* **Tests:**
  - Add a test method for `Cvi` class in `Tests/test_updates_volatility.cs`.
  - Use random updates to test `Cvi`.
  - Ensure initial and final values are equal.

---

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Tests/test_updates_volatility.cs

@@ -101,4 +101,20 @@ public void Rvi_Update()
 
         Assert.Equal(initialValue, finalValue, precision);
     }
+
+    [Fact]
+    public void Cvi_Update()
+    {
+        var indicator = new Cvi(period: 14);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
 }

lib/volatility/Cvi.cs

@@ -0,0 +1,109 @@
+using System.Runtime.CompilerServices;
+namespace QuanTAlib;
+
+/// <summary>
+/// CVI: Chaikin's Volatility
+/// A technical indicator developed by Marc Chaikin that measures the volatility of a financial instrument by comparing the spread between the high and low prices.
+/// </summary>
+/// <remarks>
+/// The CVI calculation process:
+/// 1. Calculates the difference between the high and low prices.
+/// 2. Applies an exponential moving average (EMA) to the differences.
+/// 3. Computes the percentage change in the EMA over a specified period.
+///
+/// Key characteristics:
+/// - Measures volatility
+/// - Uses high and low prices
+/// - Percentage-based
+/// - EMA smoothing
+///
+/// Formula:
+/// CVI = (EMA(high - low, period) - EMA(high - low, period, offset)) / EMA(high - low, period, offset) * 100
+///
+/// Market Applications:
+/// - Volatility assessment
+/// - Trend confirmation
+/// - Risk management
+/// - Entry/exit timing
+///
+/// Sources:
+///     Marc Chaikin - Original development
+///     https://www.investopedia.com/terms/c/chaikins-volatility.asp
+///
+/// Note: Higher CVI values indicate higher volatility
+/// </remarks>
+
+[SkipLocalsInit]
+public sealed class Cvi : AbstractBase
+{
+    private readonly int _period;
+    private readonly Ema _ema;
+    private readonly CircularBuffer _buffer;
+    private double _prevEma;
+
+    /// <param name="period">The number of periods for CVI calculation.</param>
+    /// <exception cref="ArgumentOutOfRangeException">Thrown when period is less than 1.</exception>
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public Cvi(int period)
+    {
+        if (period < 1)
+        {
+            throw new ArgumentOutOfRangeException(nameof(period),
+                "Period must be greater than or equal to 1.");
+        }
+        _period = period;
+        _ema = new Ema(period);
+        _buffer = new CircularBuffer(period);
+        WarmupPeriod = period;
+        Name = $"CVI({period})";
+    }
+
+    /// <param name="source">The data source object that publishes updates.</param>
+    /// <param name="period">The number of periods for CVI calculation.</param>
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public Cvi(object source, int period) : this(period)
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new BarSignal(Sub));
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public override void Init()
+    {
+        base.Init();
+        _ema.Init();
+        _buffer.Clear();
+        _prevEma = 0;
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _index++;
+        }
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining | MethodImplOptions.AggressiveOptimization)]
+    protected override double Calculation()
+    {
+        ManageState(BarInput.IsNew);
+
+        double highLowDiff = BarInput.High - BarInput.Low;
+        _buffer.Add(highLowDiff, BarInput.IsNew);
+
+        double ema = _ema.Calc(new TValue(Input.Time, highLowDiff, BarInput.IsNew)).Value;
+
+        double cvi = 0;
+        if (_index >= _period)
+        {
+            double prevEma = _buffer[_buffer.Count - _period];
+            cvi = (ema - prevEma) / prevEma * 100;
+        }
+
+        _prevEma = ema;
+        IsHot = _index >= WarmupPeriod;
+        return cvi;
+    }
+}

quantower/Volatility/CviIndicator.cs

@@ -0,0 +1,54 @@
+using System.Drawing;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+public class CviIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Periods", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Periods { get; set; } = 20;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Cvi? cvi;
+    protected LineSeries? CviSeries;
+    public int MinHistoryDepths => Math.Max(5, Periods * 2);
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public CviIndicator()
+    {
+        Name = "CVI - Chaikin's Volatility";
+        Description = "Measures the volatility of a financial instrument by comparing the spread between the high and low prices.";
+        SeparateWindow = true;
+
+        CviSeries = new($"CVI {Periods}", Color.Blue, 2, LineStyle.Solid);
+        AddLineSeries(CviSeries);
+    }
+
+    protected override void OnInit()
+    {
+        cvi = new Cvi(Periods);
+        base.OnInit();
+    }
+
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        TBar input = IndicatorExtensions.GetInputBar(this, args);
+        TValue result = cvi!.Calc(input);
+
+        CviSeries!.SetValue(result.Value);
+        CviSeries!.SetMarker(0, Color.Transparent); //OnPaintChart draws the line, hidden here
+    }
+
+#pragma warning disable CA1416 // Validate platform compatibility
+
+    public override string ShortName => $"CVI ({Periods})";
+
+    public override void OnPaintChart(PaintChartEventArgs args)
+    {
+        base.OnPaintChart(args);
+        this.PaintHLine(args, 0.05, new Pen(Color.DarkRed, width: 2));
+        this.PaintSmoothCurve(args, CviSeries!, cvi!.WarmupPeriod, showColdValues: ShowColdValues, tension: 0.2);
+    }
+}