chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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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>
+    /// The Arms Index, also called the Short-Term Trading Index (TRIN) 
+    /// is a technical analysis indicator that compares the number of advancing 
+    /// and declining stocks (AD Ratio) to advancing and declining volume (AD volume).
+    /// </summary>
+    public class ArmsIndex : TradeBarIndicator, IIndicatorWarmUpPeriodProvider
+    {
+        private readonly IndicatorBase<IndicatorDataPoint> _arms;
+
+        /// <summary>
+        /// Gets the Advance/Decline Ratio (ADR) indicator
+        /// </summary>
+        public AdvanceDeclineRatio ADRatio { get; }
+
+        /// <summary>
+        /// Gets the Advance/Decline Volume Ratio (ADVR) indicator
+        /// </summary>
+        public AdvanceDeclineVolumeRatio ADVRatio { get; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="ArmsIndex"/> class
+        /// </summary>
+        public ArmsIndex(string name = "TRIN") : base(name)
+        {
+            ADRatio = new AdvanceDeclineRatio(name + "_A/D Ratio");
+            ADVRatio = new AdvanceDeclineVolumeRatio(name + "_A/D Volume Ratio");
+
+            _arms = ADRatio.Over(ADVRatio, name);
+        }
+
+        /// <summary>
+        /// Gets a flag indicating when this indicator is ready and fully initialized
+        /// </summary>
+        public override bool IsReady => ADRatio.IsReady && ADVRatio.IsReady;
+
+        /// <summary>
+        /// Required period, in data points, for the indicator to be ready and fully initialized.
+        /// </summary>
+        public int WarmUpPeriod => System.Math.Max(ADRatio.WarmUpPeriod, ADVRatio.WarmUpPeriod);
+
+        /// <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)
+        {
+            ADRatio.Update(input);
+            ADVRatio.Update(input);
+
+            if (ADVRatio == 0)
+            {
+                return 0;
+            }
+
+            return _arms.Current.Value;
+        }
+
+        /// <summary>
+        /// Resets this indicator to its initial state
+        /// </summary>
+        public override void Reset()
+        {
+            ADRatio.Reset();
+            ADVRatio.Reset();
+            _arms.Reset();
+
+            base.Reset();
+        }
+
+        /// <summary>
+        /// Add Tracking stock issue
+        /// </summary>
+        /// <param name="asset">the tracking stock issue</param>
+        public void Add(Symbol asset)
+        {
+            ADRatio.Add(asset);
+            ADVRatio.Add(asset);
+        }
+
+        /// <summary>
+        /// Deprecated
+        /// </summary>
+        [Obsolete("Please use Add(asset)")]
+        public void AddStock(Symbol asset)
+        {
+            Add(asset);
+        }
+
+        /// <summary>
+        /// Remove Tracking stock issue
+        /// </summary>
+        /// <param name="asset">the tracking stock issue</param>
+        public void Remove(Symbol asset)
+        {
+            ADRatio.Remove(asset);
+            ADVRatio.Remove(asset);
+        }
+
+        /// <summary>
+        /// Deprecated
+        /// </summary>
+        [Obsolete("Please use Remove(asset)")]
+        public void RemoveStock(Symbol asset)
+        {
+            Remove(asset);
+        }
+    }
+}