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
+{
+    /// <summary>
+    /// This indicator computes the On Balance Volume (OBV). 
+    /// The On Balance Volume is calculated by determining the price of the current close price and previous close price.
+    /// If the current close price is equivalent to the previous price the OBV remains the same,
+    /// If the current close price is higher the volume of that day is added to the OBV, while a lower close price will
+    /// result in negative value.
+    /// </summary>
+    public class OnBalanceVolume : TradeBarIndicator, IIndicatorWarmUpPeriodProvider
+    {
+        private TradeBar _previousInput;
+
+        /// <summary>
+        /// Initializes a new instance of the Indicator class using the specified name.
+        /// </summary> 
+        public OnBalanceVolume()
+            : base("OBV")
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the Indicator class using the specified name.
+        /// </summary> 
+        /// <param name="name">The name of this indicator</param>
+        public OnBalanceVolume(string name)
+            : base(name)
+        {
+        }
+
+        /// <summary>
+        /// Gets a flag indicating when this indicator is ready and fully initialized
+        /// </summary>
+        public override bool IsReady => _previousInput != null;
+
+        /// <summary>
+        /// Required period, in data points, for the indicator to be ready and fully initialized.
+        /// </summary>
+        public int WarmUpPeriod => 1;
+
+        /// <summary>
+        /// Computes the next value of this indicator from the given state
+        /// </summary>
+        /// <param name="input">The input given to the indicator</param>
+        /// <returns> A new value for this indicator </returns>
+        protected override decimal ComputeNextValue(TradeBar input)
+        {
+            var obv = Current.Value;
+
+            if (_previousInput != null)
+            {
+                if (input.Value > _previousInput.Value)
+                {
+                    obv += input.Volume;
+                    Update(input);
+                }
+                else if (input.Value < _previousInput.Value)
+                {
+                    obv -= input.Volume;
+                    Update(input);
+                }
+            }
+            else
+            {
+                obv = input.Volume;
+                Update(input);
+            }
+
+            _previousInput = input;
+            return obv;
+        }
+
+        /// <summary>
+        /// Resets this indicator to its initial state
+        /// </summary>
+        public override void Reset()
+        {
+            _previousInput = null;
+            base.Reset();
+        }
+    }
+}