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Implement Hilbert Tranform indicator #7197

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LouisSzeto
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Description

To implement John Ehler's Hilbert Tranform indicator in LEAN.
Source: http://www.technicalanalysis.org.uk/moving-averages/Ehle.pdf

Related Issue

closes #6986

Motivation and Context

Missing feature

Requires Documentation Change

Add section in Indicator Reference (handled with code gen)

How Has This Been Tested?

  • Unit test
  • Contrast with external source

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)
  • 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:

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

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@Martin-Molinero Martin-Molinero left a comment

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Thank you 👍

@Martin-Molinero Martin-Molinero merged commit 5891f44 into QuantConnect:master Apr 19, 2023
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@LouisSzeto LouisSzeto mentioned this pull request Oct 12, 2023
3 tasks
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Implements Hilbert Transform Indicator
3 participants