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.CandlestickPatterns
+{
+    /// <summary>
+    /// Abstract base class for a candlestick pattern indicator
+    /// </summary>
+    public abstract class CandlestickPattern : WindowIndicator<IBaseDataBar>
+    {
+        /// <summary>
+        /// Creates a new <see cref="CandlestickPattern"/> with the specified name
+        /// </summary>
+        /// <param name="name">The name of this indicator</param>
+        /// <param name="period">The number of data points to hold in the window</param>
+        protected CandlestickPattern(string name, int period) 
+            : base(name, period)
+        {
+        }
+
+        /// <summary>
+        /// Returns the candle color of a candle
+        /// </summary>
+        /// <param name="tradeBar">The input candle</param>
+        protected static CandleColor GetCandleColor(IBaseDataBar tradeBar)
+        {
+            return tradeBar.Close >= tradeBar.Open ? CandleColor.White : CandleColor.Black;
+        }
+
+        /// <summary>
+        /// Returns the distance between the close and the open of a candle
+        /// </summary>
+        /// <param name="tradeBar">The input candle</param>
+        protected static decimal GetRealBody(IBaseDataBar tradeBar)
+        {
+            return Math.Abs(tradeBar.Close - tradeBar.Open);
+        }
+
+        /// <summary>
+        /// Returns the full range of the candle
+        /// </summary>
+        /// <param name="tradeBar">The input candle</param>
+        protected static decimal GetHighLowRange(IBaseDataBar tradeBar)
+        {
+            return tradeBar.High - tradeBar.Low;
+        }
+
+        /// <summary>
+        /// Returns the range of a candle
+        /// </summary>
+        /// <param name="type">The type of setting to use</param>
+        /// <param name="tradeBar">The input candle</param>
+        protected static decimal GetCandleRange(CandleSettingType type, IBaseDataBar tradeBar)
+        {
+            switch (CandleSettings.Get(type).RangeType)
+            {
+                case CandleRangeType.RealBody:
+                    return GetRealBody(tradeBar);
+                    
+                case CandleRangeType.HighLow:
+                    return GetHighLowRange(tradeBar);
+
+                case CandleRangeType.Shadows:
+                    return GetUpperShadow(tradeBar) + GetLowerShadow(tradeBar);
+
+                default:
+                    return 0m;
+            }
+        }
+
+        /// <summary>
+        /// Returns true if the candle is higher than the previous one
+        /// </summary>
+        protected static bool GetCandleGapUp(IBaseDataBar tradeBar, IBaseDataBar previousBar)
+        {
+            return tradeBar.Low > previousBar.High;
+        }
+
+        /// <summary>
+        /// Returns true if the candle is lower than the previous one
+        /// </summary>
+        protected static bool GetCandleGapDown(IBaseDataBar tradeBar, IBaseDataBar previousBar)
+        {
+            return tradeBar.High < previousBar.Low;
+        }
+
+        /// <summary>
+        /// Returns true if the candle is higher than the previous one (with no body overlap)
+        /// </summary>
+        protected static bool GetRealBodyGapUp(IBaseDataBar tradeBar, IBaseDataBar previousBar)
+        {
+            return Math.Min(tradeBar.Open, tradeBar.Close) > Math.Max(previousBar.Open, previousBar.Close);
+        }
+
+        /// <summary>
+        /// Returns true if the candle is lower than the previous one (with no body overlap)
+        /// </summary>
+        protected static bool GetRealBodyGapDown(IBaseDataBar tradeBar, IBaseDataBar previousBar)
+        {
+            return Math.Max(tradeBar.Open, tradeBar.Close) < Math.Min(previousBar.Open, previousBar.Close);
+        }
+
+        /// <summary>
+        /// Returns the range of the candle's lower shadow
+        /// </summary>
+        /// <param name="tradeBar">The input candle</param>
+        protected static decimal GetLowerShadow(IBaseDataBar tradeBar)
+        {
+            return (tradeBar.Close >= tradeBar.Open ? tradeBar.Open : tradeBar.Close) - tradeBar.Low;
+        }
+
+        /// <summary>
+        /// Returns the range of the candle's upper shadow
+        /// </summary>
+        /// <param name="tradeBar">The input candle</param>
+        protected static decimal GetUpperShadow(IBaseDataBar tradeBar)
+        {
+            return tradeBar.High - (tradeBar.Close >= tradeBar.Open ? tradeBar.Close : tradeBar.Open);
+        }
+
+        /// <summary>
+        /// Returns the average range of the previous candles
+        /// </summary>
+        /// <param name="type">The type of setting to use</param>
+        /// <param name="sum">The sum of the previous candles ranges</param>
+        /// <param name="tradeBar">The input candle</param>
+        protected static decimal GetCandleAverage(CandleSettingType type, decimal sum, IBaseDataBar tradeBar)
+        {
+            var defaultSetting = CandleSettings.Get(type);
+
+            return defaultSetting.Factor *
+                (defaultSetting.AveragePeriod != 0 ? sum / defaultSetting.AveragePeriod : GetCandleRange(type, tradeBar)) /
+                (defaultSetting.RangeType == CandleRangeType.Shadows ? 2.0m : 1.0m);
+        }
+    }
+}