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>
+    /// Tristar candlestick pattern indicator
+    /// </summary>
+    /// <remarks>
+    /// Must have:
+    /// - 3 consecutive doji days
+    /// - the second doji is a star
+    /// The meaning of "doji" is specified with SetCandleSettings
+    /// The returned value is positive(+1) when bullish or negative(-1) when bearish
+    /// </remarks>
+    public class Tristar : CandlestickPattern
+    {
+        private readonly int _bodyDojiAveragePeriod;
+
+        private decimal _bodyDojiPeriodTotal;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="Tristar"/> class using the specified name.
+        /// </summary>
+        /// <param name="name">The name of this indicator</param>
+        public Tristar(string name) 
+            : base(name, CandleSettings.Get(CandleSettingType.BodyDoji).AveragePeriod + 2 + 1)
+        {
+            _bodyDojiAveragePeriod = CandleSettings.Get(CandleSettingType.BodyDoji).AveragePeriod;
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="Tristar"/> class.
+        /// </summary>
+        public Tristar()
+            : this("TRISTAR")
+        {
+        }
+
+        /// <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 - 2 && Samples < Period - 2)
+                {
+                    _bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, input);
+                }
+
+                return 0m;
+            }
+
+            decimal value;
+            if (
+                // 1st: doji
+                GetRealBody(window[2]) <= GetCandleAverage(CandleSettingType.BodyDoji, _bodyDojiPeriodTotal, window[2]) &&
+                // 2nd: doji
+                GetRealBody(window[1]) <= GetCandleAverage(CandleSettingType.BodyDoji, _bodyDojiPeriodTotal, window[2]) &&
+                // 3rd: doji
+                GetRealBody(input) <= GetCandleAverage(CandleSettingType.BodyDoji, _bodyDojiPeriodTotal, window[2]))
+            {     
+                value = 0;
+                if (
+                    // 2nd gaps up
+                    GetRealBodyGapUp(window[1], window[2]) &&
+                    // 3rd is not higher than 2nd
+                    Math.Max(input.Open, input.Close) < Math.Max(window[1].Open, window[1].Close)
+                   )
+                    value = -1m;
+                if (
+                    // 2nd gaps down
+                    GetRealBodyGapDown(window[1], window[2]) &&
+                    // 3rd is not lower than 2nd 
+                    Math.Min(input.Open, input.Close) > Math.Min(window[1].Open, window[1].Close)
+                   )
+                    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, window[2]) -
+                                    GetCandleRange(CandleSettingType.BodyDoji, window[_bodyDojiAveragePeriod + 2]);
+
+            return value;
+        }
+
+        /// <summary>
+        /// Resets this indicator to its initial state
+        /// </summary>
+        public override void Reset()
+        {
+            _bodyDojiPeriodTotal = 0m;
+            base.Reset();
+        }
+    }
+}