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>
+    /// Concealed Baby Swallow candlestick pattern
+    /// </summary>
+    /// <remarks>
+    /// Must have:
+    /// - first candle: black marubozu (very short shadows)
+    /// - second candle: black marubozu(very short shadows)
+    /// - third candle: black candle that opens gapping down but has an upper shadow that extends into the prior body
+    /// - fourth candle: black candle that completely engulfs the third candle, including the shadows
+    /// The meanings of "very short shadow" are specified with SetCandleSettings;
+    /// The returned value is positive(+1): concealing baby swallow is always bullish;
+    /// The user should consider that concealing baby swallow is significant when it appears in downtrend, while 
+    /// this function does not consider it
+    /// </remarks>
+    public class ConcealedBabySwallow : CandlestickPattern
+    {
+        private readonly int _shadowVeryShortAveragePeriod;
+
+        private decimal[] _shadowVeryShortPeriodTotal = new decimal[4];
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="ConcealedBabySwallow"/> class using the specified name.
+        /// </summary>
+        /// <param name="name">The name of this indicator</param>
+        public ConcealedBabySwallow(string name) 
+            : base(name, CandleSettings.Get(CandleSettingType.ShadowVeryShort).AveragePeriod + 3 + 1)
+        {
+            _shadowVeryShortAveragePeriod = CandleSettings.Get(CandleSettingType.ShadowVeryShort).AveragePeriod;
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="ConcealedBabySwallow"/> class.
+        /// </summary>
+        public ConcealedBabySwallow()
+            : this("CONCEALEDBABYSWALLOW")
+        {
+        }
+
+        /// <summary>
+        /// Gets a flag indicating when this indicator is ready and fully initialized
+        /// </summary>
+        public override bool IsReady
+        {
+            get { return Samples >= Period; }
+        }
+
+        /// <summary>
+        /// Computes the next value of this indicator from the given state
+        /// </summary>
+        /// <param name="window">The window of data held in this indicator</param>
+        /// <param name="input">The input given to the indicator</param>
+        /// <returns>A new value for this indicator</returns>
+        protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
+        {
+            if (!IsReady)
+            {
+                if (Samples >= Period - _shadowVeryShortAveragePeriod)
+                {
+                    _shadowVeryShortPeriodTotal[3] += GetCandleRange(CandleSettingType.ShadowVeryShort, window[3]);
+                    _shadowVeryShortPeriodTotal[2] += GetCandleRange(CandleSettingType.ShadowVeryShort, window[2]);
+                    _shadowVeryShortPeriodTotal[1] += GetCandleRange(CandleSettingType.ShadowVeryShort, window[1]);
+                }
+
+                return 0m;
+            }
+
+            decimal value;
+            if (
+                // 1st black
+                GetCandleColor(window[3]) == CandleColor.Black &&
+                // 2nd black
+                GetCandleColor(window[2]) == CandleColor.Black &&
+                // 3rd black
+                GetCandleColor(window[1]) == CandleColor.Black &&
+                // 4th black
+                GetCandleColor(input) == CandleColor.Black &&
+                // 1st: marubozu
+                GetLowerShadow(window[3]) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[3], window[3]) &&
+                GetUpperShadow(window[3]) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[3], window[3]) &&
+                // 2nd: marubozu
+                GetLowerShadow(window[2]) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[2], window[2]) &&
+                GetUpperShadow(window[2]) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[2], window[2]) &&
+                // 3rd: opens gapping down
+                GetRealBodyGapDown(window[1], window[2]) &&
+                //      and has an upper shadow
+                GetUpperShadow(window[1]) > GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[1], window[1]) &&
+                //      that extends into the prior body
+                window[1].High > window[2].Close &&
+                // 4th: engulfs the 3rd including the shadows
+                input.High > window[1].High && input.Low < window[1].Low
+              )
+                value = 1m;
+            else
+                value = 0m;
+
+            // add the current range and subtract the first range: this is done after the pattern recognition 
+            // when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
+
+            for (var i = 3; i >= 1; i--)
+            {
+                _shadowVeryShortPeriodTotal[i] += GetCandleRange(CandleSettingType.ShadowVeryShort, window[i]) -
+                                                  GetCandleRange(CandleSettingType.ShadowVeryShort, window[i + _shadowVeryShortAveragePeriod]);
+            }
+
+            return value;
+        }
+
+        /// <summary>
+        /// Resets this indicator to its initial state
+        /// </summary>
+        public override void Reset()
+        {
+            _shadowVeryShortPeriodTotal = new decimal[4];
+            base.Reset();
+        }
+    }
+}