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 QuantConnect.Data.Market;
+
+namespace QuantConnect.Indicators.CandlestickPatterns
+{
+    /// <summary>
+    /// Three Outside Up/Down candlestick pattern
+    /// </summary>
+    /// <remarks>
+    /// Must have:
+    /// - first: black(white) real body
+    /// - second: white(black) real body that engulfs the prior real body
+    /// - third: candle that closes higher(lower) than the second candle
+    /// The returned value is positive (+1) for the three outside up or negative (-1) for the three outside down;
+    /// The user should consider that a three outside up must appear in a downtrend and three outside down must appear
+    /// in an uptrend, while this function does not consider it
+    /// </remarks>
+    public class ThreeOutside : CandlestickPattern
+    {
+        /// <summary>
+        /// Initializes a new instance of the <see cref="ThreeOutside"/> class using the specified name.
+        /// </summary>
+        /// <param name="name">The name of this indicator</param>
+        public ThreeOutside(string name) 
+            : base(name, 3)
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="ThreeOutside"/> class.
+        /// </summary>
+        public ThreeOutside()
+            : this("THREEOUTSIDE")
+        {
+        }
+
+        /// <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)
+            {
+                return 0m;
+            }
+
+            decimal value;
+            if (
+               (
+                  // white engulfs black
+                  GetCandleColor(window[1]) == CandleColor.White && GetCandleColor(window[2]) == CandleColor.Black &&
+                  window[1].Close > window[2].Open && window[1].Open < window[2].Close &&
+                  // third candle higher
+                  input.Close > window[1].Close
+                )
+                ||
+                (
+                  // black engulfs white
+                  GetCandleColor(window[1]) == CandleColor.Black && GetCandleColor(window[2]) == CandleColor.White &&
+                  window[1].Open > window[2].Close && window[1].Close < window[2].Open &&
+                  // third candle lower
+                  input.Close < window[1].Close
+                )
+              )
+                value = (int)GetCandleColor(window[1]);
+            else
+                value = 0;
+
+            return value;
+        }
+    }
+}