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 QuantConnect.Data.Market;
+
+namespace QuantConnect.Indicators
+{
+    /// <summary>
+    /// The Acceleration Bands created by Price Headley plots upper and lower envelope bands around a moving average.
+    /// </summary>
+    /// <seealso cref="Indicators.IndicatorBase{IBaseDataBar}" />
+    public class AccelerationBands : IndicatorBase<IBaseDataBar>, IIndicatorWarmUpPeriodProvider
+    {
+        private readonly decimal _width;
+
+        /// <summary>
+        /// Gets the type of moving average
+        /// </summary>
+        public MovingAverageType MovingAverageType { get; }
+
+        /// <summary>
+        /// Gets the middle acceleration band (moving average)
+        /// </summary>
+        public IndicatorBase<IndicatorDataPoint> MiddleBand { get; }
+
+        /// <summary>
+        /// Gets the upper acceleration band  (High * ( 1 + Width * (High - Low) / (High + Low)))
+        /// </summary>
+        public IndicatorBase<IndicatorDataPoint> UpperBand { get; }
+
+        /// <summary>
+        /// Gets the lower acceleration band  (Low * (1 - Width * (High - Low)/ (High + Low)))
+        /// </summary>
+        public IndicatorBase<IndicatorDataPoint> LowerBand { get; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="AccelerationBands" /> class.
+        /// </summary>
+        /// <param name="name">The name of this indicator.</param>
+        /// <param name="period">The period of the three moving average (middle, upper and lower band).</param>
+        /// <param name="width">A coefficient specifying the distance between the middle band and upper or lower bands.</param>
+        /// <param name="movingAverageType">Type of the moving average.</param>
+        public AccelerationBands(string name, int period, decimal width,
+            MovingAverageType movingAverageType = MovingAverageType.Simple)
+            : base(name)
+        {
+            WarmUpPeriod = period;
+            _width = width;
+            MovingAverageType = movingAverageType;
+            MiddleBand = movingAverageType.AsIndicator(name + "_MiddleBand", period);
+            LowerBand = movingAverageType.AsIndicator(name + "_LowerBand", period);
+            UpperBand = movingAverageType.AsIndicator(name + "_UpperBand", period);
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="AccelerationBands" /> class.
+        /// </summary>
+        /// <param name="period">The period of the three moving average (middle, upper and lower band).</param>
+        /// <param name="width">A coefficient specifying the distance between the middle band and upper or lower bands.</param>
+        /// <param name="movingAverageType">Type of the moving average.</param>
+        public AccelerationBands(int period, decimal width,
+            MovingAverageType movingAverageType = MovingAverageType.Simple)
+            : this($"ABANDS({period},{width},{movingAverageType})", period, width, movingAverageType)
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="AccelerationBands" /> class.
+        /// </summary>
+        /// <param name="period">The period of the three moving average (middle, upper and lower band).</param>
+        public AccelerationBands(int period)
+            : this(period, 4)
+        {
+        }
+
+        /// <summary>
+        /// Gets a flag indicating when this indicator is ready and fully initialized
+        /// </summary>
+        public override bool IsReady => MiddleBand.IsReady && LowerBand.IsReady && UpperBand.IsReady;
+
+        /// <summary>
+        /// Required period, in data points, for the indicator to be ready and fully initialized.
+        /// </summary>
+        public int WarmUpPeriod { get; }
+
+        /// <summary>
+        /// Resets this indicator to its initial state
+        /// </summary>
+        public override void Reset()
+        {
+            base.Reset();
+            MiddleBand.Reset();
+            LowerBand.Reset();
+            UpperBand.Reset();
+        }
+
+        /// <summary>
+        /// Computes the next value of this indicator from the given state
+        /// </summary>
+        /// <param name="input">The input given to the indicator</param>
+        /// <returns>
+        /// A new value for this indicator
+        /// </returns>
+        protected override decimal ComputeNextValue(IBaseDataBar input)
+        {
+            var coefficient = _width * (input.High - input.Low).SafeDivision(input.High + input.Low);
+
+            LowerBand.Update(input.EndTime, input.Low * (1 - coefficient));
+            UpperBand.Update(input.EndTime, input.High * (1 + coefficient));
+            MiddleBand.Update(input.EndTime, input.Close);
+
+            return MiddleBand.Current.Value;
+        }
+    }
+}