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 +1,108 @@
+/*
+ * 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 Three Methods candlestick pattern
+    /// </summary>
+    /// <remarks>
+    /// Must have:
+    /// - first candle: white (black) candle
+    /// - second candle: white(black) candle
+    /// - upside(downside) gap between the first and the second real bodies
+    /// - third candle: black(white) candle that opens within the second real body and closes within the first real body
+    /// The returned value is positive(+1) when bullish or negative(-1) when bearish;
+    /// The user should consider that up/downside gap 3 methods is significant when it appears in a trend, while this
+    /// function does not consider it
+    /// </remarks>
+    public class UpDownGapThreeMethods : CandlestickPattern
+    {
+        /// <summary>
+        /// Initializes a new instance of the <see cref="UpDownGapThreeMethods"/> class using the specified name.
+        /// </summary>
+        /// <param name="name">The name of this indicator</param>
+        public UpDownGapThreeMethods(string name) 
+            : base(name, 2 + 1)
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="UpDownGapThreeMethods"/> class.
+        /// </summary>
+        public UpDownGapThreeMethods()
+            : this("UPDOWNGAPTHREEMETHODS")
+        {
+        }
+
+        /// <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 (
+                // 1st and 2nd of same color
+                GetCandleColor(window[2]) == GetCandleColor(window[1]) &&
+                // 3rd opposite color
+                (int)GetCandleColor(window[1]) == -(int)GetCandleColor(input) &&
+                // 3rd opens within 2nd rb
+                input.Open < Math.Max(window[1].Close, window[1].Open) &&
+                input.Open > Math.Min(window[1].Close, window[1].Open) &&
+                // 3rd closes within 1st rb
+                input.Close < Math.Max(window[2].Close, window[2].Open) &&
+                input.Close > Math.Min(window[2].Close, window[2].Open) &&
+                ((
+                    // when 1st is white
+                    GetCandleColor(window[2]) == CandleColor.White &&
+                    // upside gap
+                    GetRealBodyGapUp(window[1], window[2])
+                  ) ||
+                  (
+                    // when 1st is black
+                    GetCandleColor(window[2]) == CandleColor.Black &&
+                    // downside gap
+                    GetRealBodyGapDown(window[1], window[2])
+                  )
+                )
+            )
+                value = (int)GetCandleColor(window[2]);
+            else
+                value = 0;
+
+            return value;
+        }
+    }
+}