chore: import upstream snapshot with attribution

Common/Candlestick.cs

@@ -0,0 +1,195 @@
+/*
+ * 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;
+using Newtonsoft.Json;
+using QuantConnect.Util;
+using QuantConnect.Data.Market;
+
+namespace QuantConnect
+{
+    /// <summary>
+    /// Single candlestick for a candlestick chart
+    /// </summary>
+    [JsonConverter(typeof(CandlestickJsonConverter))]
+    public class Candlestick : ISeriesPoint
+    {
+        private bool _openSet;
+        private decimal? _open;
+        private decimal? _high;
+        private decimal? _low;
+        private decimal? _close;
+
+        /// <summary>
+        /// The candlestick time
+        /// </summary>
+        public DateTime Time { get; set; }
+
+        /// <summary>
+        /// The candlestick time in seconds since Unix Epoch
+        /// </summary>
+        public long LongTime
+        {
+            get
+            {
+                return (long)QuantConnect.Time.DateTimeToUnixTimeStamp(Time);
+            }
+        }
+
+        /// <summary>
+        /// The candlestick open price
+        /// </summary>
+        public decimal? Open
+        {
+            get { return _open; }
+            set { _open = value.SmartRounding(); }
+        }
+
+        /// <summary>
+        /// The candlestick high price
+        /// </summary>
+        public decimal? High
+        {
+            get { return _high; }
+            set { _high = value.SmartRounding(); }
+        }
+
+        /// <summary>
+        /// The candlestick low price
+        /// </summary>
+        public decimal? Low
+        {
+            get { return _low; }
+            set { _low = value.SmartRounding(); }
+        }
+
+        /// <summary>
+        /// The candlestick close price
+        /// </summary>
+        public decimal? Close
+        {
+            get { return _close; }
+            set { _close = value.SmartRounding(); }
+        }
+
+        /// <summary>
+        /// Default constructor
+        /// </summary>
+        public Candlestick() { }
+
+        /// <summary>
+        /// Constructor taking the candlestick values
+        /// </summary>
+        /// <param name="time">Candlestick time in seconds since Unix Epoch</param>
+        /// <param name="open">Candlestick open price</param>
+        /// <param name="high">Candlestick high price</param>
+        /// <param name="low">Candlestick low price</param>
+        /// <param name="close">Candlestick close price</param>
+        public Candlestick(long time, decimal? open, decimal? high, decimal? low, decimal? close)
+            : this(QuantConnect.Time.UnixTimeStampToDateTime(time), open, high, low, close)
+        {
+        }
+
+        /// <summary>
+        /// Constructor taking candlestick values and time in DateTime format
+        /// </summary>
+        /// <param name="time">Candlestick time in seconds</param>
+        /// <param name="open">Candlestick open price</param>
+        /// <param name="high">Candlestick high price</param>
+        /// <param name="low">Candlestick low price</param>
+        /// <param name="close">Candlestick close price</param>
+        public Candlestick(DateTime time, decimal? open, decimal? high, decimal? low, decimal? close)
+        {
+            Time = time;
+            Open = open;
+            High = high;
+            Low = low;
+            Close = close;
+        }
+
+        /// <summary>
+        /// Constructor taking candlestick values and time in DateTime format
+        /// </summary>
+        /// <param name="bar">Bar which data will be used to create the candlestick</param>
+        public Candlestick(TradeBar bar)
+            : this(bar.EndTime, bar.Open, bar.High, bar.Low, bar.Close)
+        {
+        }
+
+        /// <summary>
+        /// Constructor taking candlestick values and time in DateTime format
+        /// </summary>
+        /// <param name="time">Candlestick time in seconds</param>
+        /// <param name="bar">Bar which data will be used to create the candlestick</param>
+        public Candlestick(DateTime time, Bar bar)
+            : this(time, bar.Open, bar.High, bar.Low, bar.Close)
+        {
+        }
+
+        /// <summary>
+        /// Copy constructor
+        /// </summary>
+        /// <param name="candlestick">Candlestick to copy from</param>
+        public Candlestick(Candlestick candlestick)
+            : this(candlestick.Time, candlestick.Open, candlestick.High, candlestick.Low, candlestick.Close)
+        {
+        }
+
+        /// <summary>
+        /// Provides a readable string representation of this instance.
+        /// </summary>
+        public override string ToString()
+        {
+            return Messages.Candlestick.ToString(this);
+        }
+
+        /// <summary>
+        /// Clones this instance
+        /// </summary>
+        /// <returns>Clone of this instance</returns>
+        public ISeriesPoint Clone()
+        {
+            return new Candlestick(this);
+        }
+
+        /// <summary>
+        /// Updates the candlestick with a new value. This will aggregate the OHLC bar
+        /// </summary>
+        /// <param name="value">The new value</param>
+        public void Update(decimal? value)
+        {
+            if (value.HasValue)
+            {
+                Update(value.Value);
+            }
+        }
+
+        /// <summary>
+        /// Updates the candlestick with a new value. This will aggregate the OHLC bar
+        /// </summary>
+        /// <param name="value">The new value</param>
+        public void Update(decimal value)
+        {
+            if (!_openSet)
+            {
+                Open = High = Low = Close = value;
+                _openSet = true;
+            }
+            else if (value > High) High = value;
+            else if (value < Low) Low = value;
+            Close = value;
+        }
+    }
+}