QuantConnect / QuantConnect/Lean
Implement Yang Zhang Volatility
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Nobody has claimed this yet.
indicator
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
Supports Yang Zhang Volatility (description, QuantConnect forum post, talipp issue).
Refer to LEAN Engine > Contributions > Indicators.
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue
Related issue #8144 (another volatility indicator)
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start with the LEAN Engine Contributions > Indicators guidance and review related issue #8144 for the surrounding volatility-indicator work. Use the linked Yang Zhang references to define the calculation and verify that the engine supports the new indicator with appropriate coverage; no specific source file or test is named in the issue.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- analytics
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 45/100