chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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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.Algorithm.CSharp
+{
+    /// <summary>
+    /// Tests indicator behavior when "DailyPreciseEndTime" is disabled,  
+    /// ensuring updates occur at midnight and values remain consistent.  
+    /// </summary>
+    public class DailyResolutionVsTimeSpanNoPreciseEndRegressionAlgorithm : DailyResolutionVsTimeSpanRegressionAlgorithm
+    {
+        // Disables precise end time, considering the full day instead.
+        protected override bool DailyPreciseEndTime => false;
+
+        protected override void SetupFirstIndicatorUpdatedHandler()
+        {
+            RelativeStrengthIndex1.Updated += (sender, data) =>
+            {
+                var updatedTime = Time;
+
+                // RSI1 should update at midnight when precise end time is disabled
+                if (updatedTime.TimeOfDay != new TimeSpan(0, 0, 0))
+                {
+                    throw new RegressionTestException($"{RelativeStrengthIndex1.Name} must have updated at midnight, but it was updated at {updatedTime}");
+                }
+
+                // Since RSI1 updates before RSI2, it should have exactly one extra sample
+                if (RelativeStrengthIndex1.Samples - 1 != RelativeStrengthIndex2.Samples)
+                {
+                    throw new RegressionTestException("RSI1 must have 1 extra sample");
+                }
+
+                // RSI1's previous value should match RSI2's current value, ensuring consistency
+                if (RelativeStrengthIndex1.Previous.Value != RelativeStrengthIndex2.Current.Value)
+                {
+                    throw new RegressionTestException("RSI1 and RSI2 must have same value");
+                }
+            };
+        }
+
+        public override void OnEndOfAlgorithm()
+        {
+            if (RelativeStrengthIndex1.Current.Value != RelativeStrengthIndex2.Current.Value)
+            {
+                throw new RegressionTestException("RSI1 and RSI2 must have same value");
+            }
+            if (RelativeStrengthIndex1.Samples <= 20 || RelativeStrengthIndex2.Samples != RelativeStrengthIndex1.Samples)
+            {
+                throw new RegressionTestException("The number of samples must be the same and greater than 20");
+            }
+        }
+    }
+}