chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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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;
+
+namespace QuantConnect.Indicators
+{
+    /// <summary>
+    /// Provides extension methods for the MovingAverageType enumeration
+    /// </summary>
+    public static class MovingAverageTypeExtensions
+    {
+        /// <summary>
+        /// Creates a new indicator from the specified MovingAverageType. So if MovingAverageType.Simple
+        /// is specified, then a new SimpleMovingAverage will be returned.
+        /// </summary>
+        /// <param name="movingAverageType">The type of averaging indicator to create</param>
+        /// <param name="period">The smoothing period</param>
+        /// <returns>A new indicator that matches the MovingAverageType</returns>
+        public static IndicatorBase<IndicatorDataPoint> AsIndicator(this MovingAverageType movingAverageType, int period)
+        {
+            switch (movingAverageType)
+            {
+                case MovingAverageType.Simple:
+                    return new SimpleMovingAverage(period);
+
+                case MovingAverageType.Exponential:
+                    return new ExponentialMovingAverage(period);
+
+                case MovingAverageType.Wilders:
+                    return new WilderMovingAverage(period);
+
+                case MovingAverageType.LinearWeightedMovingAverage:
+                    return new LinearWeightedMovingAverage(period);
+
+                case MovingAverageType.DoubleExponential:
+                    return new DoubleExponentialMovingAverage(period);
+
+                case MovingAverageType.TripleExponential:
+                    return new TripleExponentialMovingAverage(period);
+
+                case MovingAverageType.Triangular:
+                    return new TriangularMovingAverage(period);
+
+                case MovingAverageType.T3:
+                    return new T3MovingAverage(period);
+
+                case MovingAverageType.Kama:
+                    return new KaufmanAdaptiveMovingAverage(period);
+
+                case MovingAverageType.Hull:
+                    return new HullMovingAverage(period);
+
+                case MovingAverageType.Alma:
+                    return new ArnaudLegouxMovingAverage(period);
+
+                case MovingAverageType.Zlema:
+                    return new ZeroLagExponentialMovingAverage(period);
+
+                case MovingAverageType.MGD:
+                    return new McGinleyDynamic(period);
+
+                default:
+                    throw new ArgumentOutOfRangeException(nameof(movingAverageType));
+            }
+        }
+
+        /// <summary>
+        /// Creates a new indicator from the specified MovingAverageType. So if MovingAverageType.Simple
+        /// is specified, then a new SimpleMovingAverage will be returned.
+        /// </summary>
+        /// <param name="movingAverageType">The type of averaging indicator to create</param>
+        /// <param name="name">The name of the new indicator</param>
+        /// <param name="period">The smoothing period</param>
+        /// <returns>A new indicator that matches the MovingAverageType</returns>
+        public static IndicatorBase<IndicatorDataPoint> AsIndicator(this MovingAverageType movingAverageType, string name, int period)
+        {
+            switch (movingAverageType)
+            {
+                case MovingAverageType.Simple:
+                    return new SimpleMovingAverage(name, period);
+
+                case MovingAverageType.Exponential:
+                    return new ExponentialMovingAverage(name, period);
+
+                case MovingAverageType.Wilders:
+                    return new WilderMovingAverage(name, period);
+
+                case MovingAverageType.LinearWeightedMovingAverage:
+                    return new LinearWeightedMovingAverage(name, period);
+
+                case MovingAverageType.DoubleExponential:
+                    return new DoubleExponentialMovingAverage(name, period);
+
+                case MovingAverageType.TripleExponential:
+                    return new TripleExponentialMovingAverage(name, period);
+
+                case MovingAverageType.Triangular:
+                    return new TriangularMovingAverage(name, period);
+
+                case MovingAverageType.T3:
+                    return new T3MovingAverage(name, period);
+
+                case MovingAverageType.Kama:
+                    return new KaufmanAdaptiveMovingAverage(name, period);
+
+                case MovingAverageType.Hull:
+                    return new HullMovingAverage(name, period);
+                
+                case MovingAverageType.Alma:
+                    return new ArnaudLegouxMovingAverage(name, period);
+
+                case MovingAverageType.Zlema:
+                    return new ZeroLagExponentialMovingAverage(name, period);
+
+                case MovingAverageType.MGD:
+                    return new McGinleyDynamic(name, period);
+
+                default:
+                    throw new ArgumentOutOfRangeException(nameof(movingAverageType));
+            }
+        }
+    }
+}