chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+
+namespace QuantConnect.Indicators
+{
+    /// <summary>
+    /// This indicator computes the n-period population standard deviation of its input.
+    /// When the input is a price series, the result is the dispersion of price levels, not
+    /// the asset's volatility. To compute volatility, chain this indicator onto a
+    /// <see cref="LogReturn"/> or <see cref="RateOfChange"/> indicator using
+    /// <see cref="IndicatorExtensions.Of"/>.
+    /// </summary>
+    public class StandardDeviation : Variance
+    {
+        /// <summary>
+        /// Initializes a new instance of the StandardDeviation class with the specified period.
+        ///
+        /// Evaluates the standard deviation of samples in the look-back period. 
+        /// On a data set of size N will use an N normalizer and would thus be biased if applied to a subset.
+        /// </summary>
+        /// <param name="period">The sample size of the standard deviation</param>
+        public StandardDeviation(int period)
+            : this($"STD({period})", period)
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the StandardDeviation class with the specified name and period.
+        /// 
+        /// Evaluates the standard deviation of samples in the look-back period.
+        /// On a data set of size N will use an N normalizer and would thus be biased if applied to a subset.
+        /// </summary>
+        /// <param name="name">The name of this indicator</param>
+        /// <param name="period">The sample size of the standard deviation</param>
+        public StandardDeviation(string name, int period)
+            : base(name, period)
+        {
+        }
+
+        /// <summary>
+        /// Computes the next value of this indicator from the given state
+        /// </summary>
+        /// <param name="input">The input given to the indicator</param>
+        /// <param name="window">The window for the input history</param>
+        /// <returns>A new value for this indicator</returns>
+        protected override decimal ComputeNextValue(IReadOnlyWindow<IndicatorDataPoint> window, IndicatorDataPoint input)
+        {
+            return (decimal) Math.Sqrt((double) base.ComputeNextValue(window, input));
+        }
+    }
+}