chore: import upstream snapshot with attribution

Indicators/Delay.cs

@@ -0,0 +1,69 @@
+/*
+ * 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.
+*/
+
+namespace QuantConnect.Indicators
+{
+    /// <summary>
+    /// An indicator that delays its input for a certain period
+    /// </summary>
+    public class Delay : WindowIndicator<IndicatorDataPoint>, IIndicatorWarmUpPeriodProvider
+    {
+        /// <summary>
+        /// Creates a new Delay indicator that delays its input by the specified period
+        /// </summary>
+        /// <param name="period">The period to delay input, must be greater than zero</param>
+        public Delay(int period)
+            : this($"DELAY({period})", period)
+        {
+        }
+
+        /// <summary>
+        /// Creates a new Delay indicator that delays its input by the specified period
+        /// </summary>
+        /// <param name="name">Name of the delay window indicator</param>
+        /// <param name="period">The period to delay input, must be greater than zero</param>
+        public Delay(string name, int period) 
+            : base(name, period)
+        {
+        }
+
+        /// <summary>
+        /// Gets a flag indicating when this indicator is ready and fully initialized
+        /// </summary>
+        public override bool IsReady => Samples > Period;
+
+        /// <summary>
+        /// Required period, in data points, for the indicator to be ready and fully initialized.
+        /// </summary>
+        public int WarmUpPeriod => 1 + Period;
+
+        /// <summary>
+        /// Computes the next value for this indicator from the given state.
+        /// </summary>
+        /// <param name="window">The window of data held in this indicator</param>
+        /// <param name="input">The input value to this indicator on this time step</param>
+        /// <returns>A new value for this indicator</returns>
+        protected override decimal ComputeNextValue(IReadOnlyWindow<IndicatorDataPoint> window, IndicatorDataPoint input)
+        {
+            if (!IsReady)
+            {
+                // grab the initial value until we're ready
+                return window[window.Count - 1].Value;
+            }
+
+            return window.MostRecentlyRemoved.Value;
+        }
+    }
+}