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>
+    /// Counterattack candlestick pattern
+    /// </summary>
+    /// <remarks>
+    /// Must have:
+    /// - first candle: long black (white)
+    /// - second candle: long white(black) with close equal to the prior close
+    /// The meaning of "equal" and "long" is specified with SetCandleSettings
+    /// The returned value is positive(+1) when bullish or negative(-1) when bearish;
+    /// The user should consider that counterattack is significant in a trend, while this function does not consider it
+    /// </remarks>
+    public class Counterattack : CandlestickPattern
+    {
+        private readonly int _equalAveragePeriod;
+        private readonly int _bodyLongAveragePeriod;
+
+        private decimal _equalPeriodTotal;
+        private decimal[] _bodyLongPeriodTotal = new decimal[2];
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="Counterattack"/> class using the specified name.
+        /// </summary>
+        /// <param name="name">The name of this indicator</param>
+        public Counterattack(string name) 
+            : base(name, Math.Max(CandleSettings.Get(CandleSettingType.Equal).AveragePeriod, CandleSettings.Get(CandleSettingType.BodyLong).AveragePeriod) + 1 + 1)
+        {
+            _equalAveragePeriod = CandleSettings.Get(CandleSettingType.Equal).AveragePeriod;
+            _bodyLongAveragePeriod = CandleSettings.Get(CandleSettingType.BodyLong).AveragePeriod;
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="Counterattack"/> class.
+        /// </summary>
+        public Counterattack()
+            : this("COUNTERATTACK")
+        {
+        }
+
+        /// <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 - _equalAveragePeriod)
+                {
+                    _equalPeriodTotal += GetCandleRange(CandleSettingType.Equal, window[1]);
+                }
+
+                if (Samples >= Period - _bodyLongAveragePeriod)
+                {
+                    _bodyLongPeriodTotal[1] += GetCandleRange(CandleSettingType.BodyLong, window[1]);
+                    _bodyLongPeriodTotal[0] += GetCandleRange(CandleSettingType.BodyLong, input);
+                }
+
+                return 0m;
+            }
+
+            decimal value;
+            if (
+                // opposite candles
+                (int)GetCandleColor(window[1]) == -(int)GetCandleColor(input) &&
+                // 1st long
+                GetRealBody(window[1]) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal[1], window[1]) &&
+                // 2nd long
+                GetRealBody(input) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal[0], input) &&
+                // equal closes
+                input.Close <= window[1].Close + GetCandleAverage(CandleSettingType.Equal, _equalPeriodTotal, window[1]) &&
+                input.Close >= window[1].Close - GetCandleAverage(CandleSettingType.Equal, _equalPeriodTotal, window[1])
+              )
+                value = (int)GetCandleColor(input);
+            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)
+
+            _equalPeriodTotal += GetCandleRange(CandleSettingType.Equal, input) -
+                                 GetCandleRange(CandleSettingType.Equal, window[_equalAveragePeriod + 1]);
+
+            for (var i = 1; i >= 0; i--)
+            {
+                _bodyLongPeriodTotal[i] += GetCandleRange(CandleSettingType.BodyLong, window[i]) -
+                                           GetCandleRange(CandleSettingType.BodyLong, window[i + _bodyLongAveragePeriod]);
+            }
+
+            return value;
+        }
+
+        /// <summary>
+        /// Resets this indicator to its initial state
+        /// </summary>
+        public override void Reset()
+        {
+            _equalPeriodTotal = 0;
+            _bodyLongPeriodTotal = new decimal[2];
+            base.Reset();
+        }
+    }
+}