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>
+    /// Up/Down-gap side-by-side white lines candlestick pattern
+    /// </summary>
+    /// <remarks>
+    /// Must have:
+    /// - upside or downside gap (between the bodies)
+    /// - first candle after the window: white candlestick
+    /// - second candle after the window: white candlestick with similar size(near the same) and about the same
+    /// open(equal) of the previous candle
+    /// - the second candle does not close the window
+    /// The meaning of "near" and "equal" is specified with SetCandleSettings
+    /// The returned value is positive(+1) or negative(-1): the user should consider that upside
+    /// or downside gap side-by-side white lines is significant when it appears in a trend, while this function
+    /// does not consider the trend
+    /// </remarks>
+    public class GapSideBySideWhite : CandlestickPattern
+    {
+        private readonly int _nearAveragePeriod;
+        private readonly int _equalAveragePeriod;
+
+        private decimal _nearPeriodTotal;
+        private decimal _equalPeriodTotal;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="GapSideBySideWhite"/> class using the specified name.
+        /// </summary>
+        /// <param name="name">The name of this indicator</param>
+        public GapSideBySideWhite(string name) 
+            : base(name, Math.Max(CandleSettings.Get(CandleSettingType.Near).AveragePeriod, CandleSettings.Get(CandleSettingType.Equal).AveragePeriod) + 2 + 1)
+        {
+            _nearAveragePeriod = CandleSettings.Get(CandleSettingType.Near).AveragePeriod;
+            _equalAveragePeriod = CandleSettings.Get(CandleSettingType.Equal).AveragePeriod;
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="GapSideBySideWhite"/> class.
+        /// </summary>
+        public GapSideBySideWhite()
+            : this("GAPSIDEBYSIDEWHITE")
+        {
+        }
+
+        /// <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 - _nearAveragePeriod)
+                {
+                    _nearPeriodTotal += GetCandleRange(CandleSettingType.Near, window[1]);
+                }
+
+                if (Samples >= Period - _equalAveragePeriod)
+                {
+                    _equalPeriodTotal += GetCandleRange(CandleSettingType.Equal, window[1]);
+                }
+
+                return 0m;
+            }
+
+            decimal value;
+            if (
+                ( // upside or downside gap between the 1st candle and both the next 2 candles
+                  (GetRealBodyGapUp(window[1], window[2]) && GetRealBodyGapUp(input, window[2]))
+                  ||
+                  (GetRealBodyGapDown(window[1], window[2]) && GetRealBodyGapDown(input, window[2]))
+                ) &&
+                // 2nd: white
+                GetCandleColor(window[1]) == CandleColor.White &&
+                // 3rd: white
+                GetCandleColor(input) == CandleColor.White &&
+                // same size 2 and 3
+                GetRealBody(input) >= GetRealBody(window[1]) - GetCandleAverage(CandleSettingType.Near, _nearPeriodTotal, window[1]) &&
+                GetRealBody(input) <= GetRealBody(window[1]) + GetCandleAverage(CandleSettingType.Near, _nearPeriodTotal, window[1]) &&
+                // same open 2 and 3
+                input.Open >= window[1].Open - GetCandleAverage(CandleSettingType.Equal, _equalPeriodTotal, window[1]) &&
+                input.Open <= window[1].Open + GetCandleAverage(CandleSettingType.Equal, _equalPeriodTotal, window[1])
+              )
+                value = GetRealBodyGapUp(window[1], window[2]) ? 1m : -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)
+
+            _nearPeriodTotal += GetCandleRange(CandleSettingType.Near, window[1]) -
+                                GetCandleRange(CandleSettingType.Near, window[1 + _nearAveragePeriod]);
+
+            _equalPeriodTotal += GetCandleRange(CandleSettingType.Equal, window[1]) -
+                                 GetCandleRange(CandleSettingType.Equal, window[1 + _equalAveragePeriod]);
+
+            return value;
+        }
+
+        /// <summary>
+        /// Resets this indicator to its initial state
+        /// </summary>
+        public override void Reset()
+        {
+            _nearPeriodTotal = 0;
+            _equalPeriodTotal = 0;
+            base.Reset();
+        }
+    }
+}