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.
+*/
+
+namespace QuantConnect.Indicators
+{
+    /// <summary>
+    /// The signal for the Relative Vigor Index, itself an indicator. 
+    /// </summary>
+    public class RelativeVigorIndexSignal : Indicator, IIndicatorWarmUpPeriodProvider
+    {
+        private readonly RollingWindow<IndicatorDataPoint> _rollingRvi;
+
+        /// <summary>
+        /// Initializes the signal term.
+        /// </summary>
+        /// <param name="name"></param>
+        protected internal RelativeVigorIndexSignal(string name)
+            : base(name) // Accessibility set to prevent out-of-scope use
+        {
+            WarmUpPeriod = 3;
+            _rollingRvi = new RollingWindow<IndicatorDataPoint>(3);
+        }
+
+        /// <summary>
+        /// Gets a flag indicating when this indicator is ready and fully initialized
+        /// </summary>
+        public override bool IsReady => _rollingRvi.IsReady;
+
+        /// <summary>
+        /// Resets this indicator to its initial state
+        /// </summary>
+        public int WarmUpPeriod { get; }
+
+        /// <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(IndicatorDataPoint input)
+        {
+            if (IsReady)
+            {
+                var output = (input.Value + 2 * (_rollingRvi[0] + _rollingRvi[1]) + _rollingRvi[2]) / 6;
+                _rollingRvi.Add(input);
+                return output;
+            }
+
+            _rollingRvi.Add(input);
+            return 0m;
+        }
+
+        /// <summary>
+        /// Resets this indicator to its initial state
+        /// </summary>
+        public override void Reset()
+        {
+            base.Reset();
+            _rollingRvi.Reset();
+        }
+    }
+}