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.Collections.Generic;
+using System;
+using QuantConnect.Data.Market;
+using Newtonsoft.Json;
+using QuantConnect.Util;
+
+namespace QuantConnect
+{
+    /// <summary>
+    /// Candlestick Chart Series Object - Series data and properties for a candlestick chart
+    /// </summary>
+    [JsonConverter(typeof(SeriesJsonConverter))]
+    public class CandlestickSeries : BaseSeries
+    {
+        /// <summary>
+        /// Default constructor for chart series
+        /// </summary>
+        public CandlestickSeries() : base()
+        {
+            SeriesType = SeriesType.Candle;
+        }
+
+        /// <summary>
+        /// Constructor method for Chart Series
+        /// </summary>
+        /// <param name="name">Name of the chart series</param>
+        public CandlestickSeries(string name)
+            : base(name, SeriesType.Candle)
+        {
+        }
+
+        /// <summary>
+        /// Foundational constructor on the series class
+        /// </summary>
+        /// <param name="name">Name of the series</param>
+        /// <param name="index">Index position on the chart of the series</param>
+        public CandlestickSeries(string name, int index)
+            : this(name, index, "$")
+        {
+        }
+
+        /// <summary>
+        /// Foundational constructor on the series class
+        /// </summary>
+        /// <param name="name">Name of the series</param>
+        /// <param name="index">Index position on the chart of the series</param>
+        /// <param name="unit">Unit for the series axis</param>
+        public CandlestickSeries(string name, int index, string unit)
+            : this(name, unit)
+        {
+            Index = index;
+        }
+
+        /// <summary>
+        /// Constructor method for Chart Series
+        /// </summary>
+        /// <param name="name">Name of the chart series</param>
+        /// <param name="unit">Unit of the series</param>
+        public CandlestickSeries(string name, string unit)
+            : base(name, SeriesType.Candle, unit)
+        {
+        }
+
+        /// <summary>
+        /// Add a new point to this series
+        /// </summary>
+        /// <param name="time">Time of the chart point</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 void AddPoint(DateTime time, decimal open, decimal high, decimal low, decimal close)
+        {
+            base.AddPoint(new Candlestick(time, open, high, low, close));
+        }
+
+        /// <summary>
+        /// Add a new point to this series
+        /// </summary>
+        public void AddPoint(TradeBar bar)
+        {
+            base.AddPoint(new Candlestick(bar));
+        }
+
+        /// <summary>
+        /// Add a new point to this series
+        /// </summary>
+        /// <param name="point">The data point to add</param>
+        public override void AddPoint(ISeriesPoint point)
+        {
+            if (point as Candlestick == null)
+            {
+                throw new ArgumentException("CandlestickSeries.AddPoint requires a Candlestick object");
+            }
+
+            base.AddPoint(point);
+        }
+
+        /// <summary>
+        /// Add a new point to this series
+        /// </summary>
+        /// <param name="time">The time of the data point</param>
+        /// <param name="values">The values of the data point</param>
+        public override void AddPoint(DateTime time, List<decimal> values)
+        {
+            if (values.Count != 4)
+            {
+                throw new ArgumentException("CandlestickSeries.AddPoint requires 4 values (open, high, low, close)");
+            }
+
+            base.AddPoint(new Candlestick(time, values[0], values[1], values[2], values[3]));
+        }
+
+        /// <summary>
+        /// Will sum up all candlesticks into a new single one, using the time of latest point
+        /// </summary>
+        /// <returns>The new candlestick</returns>
+        public override ISeriesPoint ConsolidateChartPoints()
+        {
+            if (Values.Count <= 0) return null;
+
+            decimal? openSum = null;
+            decimal? highSum = null;
+            decimal? lowSum = null;
+            decimal? closeSum = null;
+            foreach (Candlestick point in Values)
+            {
+                if (point.Open.HasValue)
+                {
+                    openSum ??= 0;
+                    openSum += point.Open.Value;
+                }
+                if (point.High.HasValue)
+                {
+                    highSum ??= 0;
+                    highSum += point.High.Value;
+                }
+                if (point.Low.HasValue)
+                {
+                    lowSum ??= 0;
+                    lowSum += point.Low.Value;
+                }
+                if (point.Close.HasValue)
+                {
+                    closeSum ??= 0;
+                    closeSum += point.Close.Value;
+                }
+            }
+
+            var lastCandlestick = Values[Values.Count - 1];
+            return new Candlestick(lastCandlestick.Time, openSum, highSum, lowSum, closeSum);
+        }
+
+        /// <summary>
+        /// Return a new instance clone of this object
+        /// </summary>
+        /// <returns></returns>
+        public override BaseSeries Clone(bool empty = false)
+        {
+            var series = new CandlestickSeries(Name, Index, Unit) { ZIndex = ZIndex, IndexName = IndexName, Tooltip = Tooltip };
+
+            if (!empty)
+            {
+                series.Values = CloneValues();
+            }
+
+            return series;
+        }
+    }
+}