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;
+using QuantConnect.Data.Market;
+
+namespace QuantConnect.Indicators
+{
+    /// <summary>
+    /// This indicator computes the Accumulation/Distribution Oscillator (ADOSC)
+    /// The Accumulation/Distribution Oscillator is calculated using the following formula:
+    /// ADOSC = EMA(fast,AD) - EMA(slow,AD)
+    /// </summary>
+    public class AccumulationDistributionOscillator : TradeBarIndicator, IIndicatorWarmUpPeriodProvider
+    {
+        private readonly int _period;
+        private readonly AccumulationDistribution _ad;
+        private readonly ExponentialMovingAverage _emaFast;
+        private readonly ExponentialMovingAverage _emaSlow;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="AccumulationDistributionOscillator"/> class using the specified parameters
+        /// </summary> 
+        /// <param name="fastPeriod">The fast moving average period</param>
+        /// <param name="slowPeriod">The slow moving average period</param>
+        public AccumulationDistributionOscillator(int fastPeriod, int slowPeriod)
+            : this($"ADOSC({fastPeriod},{slowPeriod})", fastPeriod, slowPeriod)
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="AccumulationDistributionOscillator"/> class using the specified parameters
+        /// </summary> 
+        /// <param name="name">The name of this indicator</param>
+        /// <param name="fastPeriod">The fast moving average period</param>
+        /// <param name="slowPeriod">The slow moving average period</param>
+        public AccumulationDistributionOscillator(string name, int fastPeriod, int slowPeriod)
+            : base(name)
+        {
+            _period = Math.Max(fastPeriod, slowPeriod);
+            _ad = new AccumulationDistribution(name + "_AD");
+            _emaFast = new ExponentialMovingAverage(name + "_Fast", fastPeriod);
+            _emaSlow = new ExponentialMovingAverage(name + "_Slow", slowPeriod);
+        }
+
+        /// <summary>
+        /// Gets a flag indicating when this indicator is ready and fully initialized
+        /// </summary>
+        public override bool IsReady => Samples >= _period;
+
+        /// <summary>
+        /// Required period, in data points, for the indicator to be ready and fully initialized.
+        /// </summary>
+        public int WarmUpPeriod => _period;
+
+        /// <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(TradeBar input)
+        {
+            _ad.Update(input);
+            _emaFast.Update(_ad.Current);
+            _emaSlow.Update(_ad.Current);
+
+            return IsReady ? _emaFast.Current.Value - _emaSlow.Current.Value : 0m;
+        }
+
+        /// <summary>
+        /// Resets this indicator to its initial state
+        /// </summary>
+        public override void Reset()
+        {
+            _ad.Reset();
+            _emaFast.Reset();
+            _emaSlow.Reset();
+            base.Reset();
+        }
+    }
+}