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>
+    /// Three Inside Up/Down candlestick pattern
+    /// </summary>
+    /// <remarks>
+    /// Must have:
+    /// - first candle: long white(black) real body
+    /// - second candle: short real body totally engulfed by the first
+    /// - third candle: black(white) candle that closes lower(higher) than the first candle's open
+    /// The meaning of "short" and "long" is specified with SetCandleSettings
+    /// The returned value is positive (+1) for the three inside up or negative (-1) for the three inside down;
+    /// The user should consider that a three inside up is significant when it appears in a downtrend and a three inside
+    /// down is significant when it appears in an uptrend, while this function does not consider the trend
+    /// </remarks>
+    public class ThreeInside : CandlestickPattern
+    {
+        private readonly int _bodyLongAveragePeriod;
+        private readonly int _bodyShortAveragePeriod;
+
+        private decimal _bodyLongPeriodTotal;
+        private decimal _bodyShortPeriodTotal;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="ThreeInside"/> class using the specified name.
+        /// </summary>
+        /// <param name="name">The name of this indicator</param>
+        public ThreeInside(string name) 
+            : base(name, Math.Max(CandleSettings.Get(CandleSettingType.BodyShort).AveragePeriod, CandleSettings.Get(CandleSettingType.BodyLong).AveragePeriod) + 2 + 1)
+        {
+            _bodyLongAveragePeriod = CandleSettings.Get(CandleSettingType.BodyLong).AveragePeriod;
+            _bodyShortAveragePeriod = CandleSettings.Get(CandleSettingType.BodyShort).AveragePeriod;
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="ThreeInside"/> class.
+        /// </summary>
+        public ThreeInside()
+            : this("THREEINSIDE")
+        {
+        }
+
+        /// <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 - _bodyLongAveragePeriod - 2 && Samples < Period - 2)
+                {
+                    _bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, input);
+                }
+
+                if (Samples >= Period - _bodyShortAveragePeriod - 1 && Samples < Period - 1)
+                {
+                    _bodyShortPeriodTotal += GetCandleRange(CandleSettingType.BodyShort, input);
+                }
+
+                return 0m;
+            }
+
+            decimal value;
+            if (
+                // 1st: long
+                GetRealBody(window[2]) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal, window[2]) &&
+                // 2nd: short
+                GetRealBody(window[1]) <= GetCandleAverage(CandleSettingType.BodyShort, _bodyShortPeriodTotal, window[1]) &&
+                //      engulfed by 1st
+                Math.Max(window[1].Close, window[1].Open) < Math.Max(window[2].Close, window[2].Open) &&
+                Math.Min(window[1].Close, window[1].Open) > Math.Min(window[2].Close, window[2].Open) &&
+                // 3rd: opposite to 1st
+                ((GetCandleColor(window[2]) == CandleColor.White && GetCandleColor(input) == CandleColor.Black && input.Close < window[2].Open) ||
+                  //      and closing out
+                  (GetCandleColor(window[2]) == CandleColor.Black && GetCandleColor(input) == CandleColor.White && input.Close > window[2].Open)
+                )
+              )
+                value = -(int)GetCandleColor(window[2]);
+            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)
+
+            _bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, window[2]) -
+                                    GetCandleRange(CandleSettingType.BodyLong, window[2 + _bodyLongAveragePeriod]);
+
+            _bodyShortPeriodTotal += GetCandleRange(CandleSettingType.BodyShort, window[1]) -
+                                     GetCandleRange(CandleSettingType.BodyShort, window[1 + _bodyShortAveragePeriod]);
+
+            return value;
+        }
+
+        /// <summary>
+        /// Resets this indicator to its initial state
+        /// </summary>
+        public override void Reset()
+        {
+            _bodyLongPeriodTotal = 0;
+            _bodyShortPeriodTotal = 0;
+            base.Reset();
+        }
+    }
+}