feat: Add Momentum to ROC (#355)

docs/_indicators/Roc.md

@@ -41,6 +41,7 @@ ROCResults[ROCResult]
 | name | type | notes
 | -- |-- |--
 | `date` | datetime | Date
+| `momentum` | float, Optional | Raw change in price over `N` periods
 | `roc` | float, Optional | Rate of Change over `N` lookback periods (%, not decimal)
 | `roc_sma` | float, Optional | Moving average (SMA) of ROC based on `sma_periods` periods, if specified
 
@@ -95,7 +96,7 @@ ROCWBResults[ROCWBResult]
 
 ## About {{ page.title }}
 
-[Rate of Change](https://en.wikipedia.org/wiki/Momentum_(technical_analysis)), also known as Momentum Oscillator, is the percent change of Close price over a lookback window.  A [Rate of Change with Bands](#roc-with-bands) variant, created by Vitali Apirine, is also included.
+[Rate of Change](https://en.wikipedia.org/wiki/Momentum_(technical_analysis)), also known as Momentum Oscillator, is the percent change of Close price over a lookback window.  Momentum is the raw price change equivalent. A [Rate of Change with Bands](#roc-with-bands) variant, created by Vitali Apirine, is also available.
 [[Discuss] 💬]({{site.dotnet.repo}}/discussions/242 "Community discussion about this indicator")
 
 ![image]({{site.dotnet.charts}}/Roc.png)

stock_indicators/indicators/roc.py

@@ -70,6 +70,14 @@ class ROCResult(ResultBase):
     A wrapper class for a single unit of ROC results.
     """
 
+    @property
+    def momentum(self) -> Optional[float]:
+        return self._csdata.Momentum
+
+    @momentum.setter
+    def momentum(self, value):
+        self._csdata.Momentum = value
+
     @property
     def roc(self) -> Optional[float]:
         return self._csdata.Roc

tests/test_roc.py

@@ -6,14 +6,22 @@ def test_standard(self, quotes):
         results = indicators.get_roc(quotes, 20)
 
         assert 502 == len(results)
+        assert 482 == len(list(filter(lambda x: x.momentum is not None, results)))
         assert 482 == len(list(filter(lambda x: x.roc is not None, results)))
         assert 000 == len(list(filter(lambda x: x.roc_sma is not None, results)))
 
+        r = results[49]
+        assert   4.96 == round(float(r.momentum), 4)
+        assert 2.2465 == round(float(r.roc), 4)
+        assert r.roc_sma is None
+
         r = results[249]
+        assert   6.25 == round(float(r.momentum), 4)
         assert 2.4827 == round(float(r.roc), 4)
         assert r.roc_sma is None
 
         r = results[501]
+        assert  -22.05 == round(float(r.momentum), 4)
         assert -8.2482 == round(float(r.roc), 4)
         assert r.roc_sma is None