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
@@ -0,0 +1,122 @@
+/*
+ * 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>
+    /// Gravestone Doji candlestick pattern indicator
+    /// </summary>
+    /// <remarks>
+    /// Must have:
+    /// - doji body
+    /// - open and close at the low of the day = no or very short lower shadow
+    /// - upper shadow(to distinguish from other dojis, here upper shadow should not be very short)
+    /// The meaning of "doji" and "very short" is specified with SetCandleSettings
+    /// The returned value is always positive(+1) but this does not mean it is bullish: gravestone doji must be considered
+    /// relatively to the trend
+    /// </remarks>
+    public class GravestoneDoji : CandlestickPattern
+    {
+        private readonly int _bodyDojiAveragePeriod;
+        private readonly int _shadowVeryShortAveragePeriod;
+
+        private decimal _bodyDojiPeriodTotal;
+        private decimal _shadowVeryShortPeriodTotal;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="GravestoneDoji"/> class using the specified name.
+        /// </summary>
+        /// <param name="name">The name of this indicator</param>
+        public GravestoneDoji(string name) 
+            : base(name, Math.Max(CandleSettings.Get(CandleSettingType.BodyDoji).AveragePeriod, CandleSettings.Get(CandleSettingType.ShadowVeryShort).AveragePeriod) + 1)
+        {
+            _bodyDojiAveragePeriod = CandleSettings.Get(CandleSettingType.BodyDoji).AveragePeriod;
+            _shadowVeryShortAveragePeriod = CandleSettings.Get(CandleSettingType.ShadowVeryShort).AveragePeriod;
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="GravestoneDoji"/> class.
+        /// </summary>
+        public GravestoneDoji()
+            : this("GRAVESTONEDOJI")
+        {
+        }
+
+        /// <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 - _bodyDojiAveragePeriod)
+                {
+                    _bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, input);
+                }
+
+                if (Samples >= Period - _shadowVeryShortAveragePeriod)
+                {
+                    _shadowVeryShortPeriodTotal += GetCandleRange(CandleSettingType.ShadowVeryShort, input);
+                }
+
+                return 0m;
+            }
+
+            decimal value;
+            if (GetRealBody(input) <= GetCandleAverage(CandleSettingType.BodyDoji, _bodyDojiPeriodTotal, input) &&
+                GetLowerShadow(input) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal, input) &&
+                GetUpperShadow(input) > GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal, input)
+              )
+                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)
+
+            _bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, input) -
+                                    GetCandleRange(CandleSettingType.BodyDoji, window[_bodyDojiAveragePeriod]);
+
+            _shadowVeryShortPeriodTotal += GetCandleRange(CandleSettingType.ShadowVeryShort, input) -
+                                           GetCandleRange(CandleSettingType.ShadowVeryShort, window[_shadowVeryShortAveragePeriod]);
+
+            return value;
+        }
+
+        /// <summary>
+        /// Resets this indicator to its initial state
+        /// </summary>
+        public override void Reset()
+        {
+            _bodyDojiPeriodTotal = 0m;
+            _shadowVeryShortPeriodTotal = 0m;
+            base.Reset();
+        }
+    }
+}