NewHighs-NewLowsIndicator

[mtbajdas]

Created (NH-NL) New Highs-New Lows Indicator

Description

Added NHNL class, method and testing frameworks.

Related Issue

#8356

Motivation and Context

Implements feature requested in issue.

Requires Documentation Change

Requires inclusion of indicator in available to use.

How Has This Been Tested?

A testing file is included where the following cases are tested:

• Testing that period initialization is correct.
• Testing that the indicator calculates correctly using sample data
• Tests edge case where no data is given
• Tests proper reset behavior

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>

[AlexCatarino]

Thank you for the contribution, @mtbajdas.

This indicator follows closely the ADR architecture, meaning that it should accept several tickets.
See: https://github.com/QuantConnect/Lean/blob/master/Indicators/AdvanceDeclineRatio.cs#L25
https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L2510

For the unit tests, you need to provide third-party values to compare against.

For more information, please check out the Docs:
https://www.quantconnect.com/docs/v2/lean-engine/contributions/indicators

By the way, we suggest taking Good First Issues first.