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.
+*/
+
+namespace QuantConnect.Indicators
+{
+    /// <summary>
+    /// Represents the relative moving average indicator (RMA).
+    /// RMA = SMA(3 x Period) - SMA(2 x Period) + SMA(1 x Period) per formula:
+    /// https://www.hybrid-solutions.com/plugins/client-vtl-plugins/free/rma.html
+    /// </summary>
+    public class RelativeMovingAverage : Indicator, IIndicatorWarmUpPeriodProvider
+    {
+        /// <summary>
+        /// Gets the Short Term SMA with 1 x Period of RMA
+        /// </summary>
+        public SimpleMovingAverage ShortAverage { get; }
+
+        /// <summary>
+        /// Gets the Medium Term SMA with 2 x Period of RMA
+        /// </summary>
+        public SimpleMovingAverage MediumAverage { get; }
+
+        /// <summary>
+        /// Gets the Long Term SMA with 3 x Period of RMA
+        /// </summary>
+        public SimpleMovingAverage LongAverage { get; }
+
+        /// <summary>
+        /// Gets a flag indicating when this indicator is ready and fully initialized
+        /// </summary>
+        public override bool IsReady => LongAverage.IsReady;
+
+        /// <summary>
+        /// Required period, in data points, for the indicator to be ready and fully initialized.
+        /// </summary>
+        public int WarmUpPeriod => LongAverage.WarmUpPeriod;
+
+        /// <summary>
+        /// Initializes a new instance of the RelativeMovingAverage class with the specified name and period
+        /// </summary>
+        /// <param name="name">The name of this indicator</param>
+        /// <param name="period">The period of the RMA</param>
+        public RelativeMovingAverage(string name, int period) 
+            : base(name)
+        {
+            ShortAverage = new SimpleMovingAverage(name + "_Short", period);
+            MediumAverage = new SimpleMovingAverage(name + "_Medium", period * 2);
+            LongAverage = new SimpleMovingAverage(name + "_Long", period * 3);
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the SimpleMovingAverage class with the default name and period
+        /// </summary>
+        /// <param name="period"></param>
+        public RelativeMovingAverage(int period)
+            : this($"RMA({period})", period)
+        {
+        }
+
+        /// <summary>
+        /// Computes the next value for this indicator from the given state.
+        /// </summary>
+        /// <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(IndicatorDataPoint input)
+        {
+            ShortAverage.Update(input);
+            MediumAverage.Update(input);
+            LongAverage.Update(input);
+
+            return LongAverage.Current.Value - MediumAverage.Current.Value + ShortAverage.Current.Value;
+        }
+
+        /// <summary>
+        /// Resets this indicator to its initial state
+        /// </summary>
+        public override void Reset()
+        {
+            base.Reset();
+            ShortAverage.Reset();
+            MediumAverage.Reset();
+            LongAverage.Reset();
+        }
+    }
+}