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 System;
+
+namespace QuantConnect.Indicators
+{
+    /// <summary>
+    /// Class that extends CompositeIndicator to execute a given action once is reset
+    /// </summary>
+    public class ResetCompositeIndicator : CompositeIndicator
+    {
+        /// <summary>
+        /// Action to execute once this indicator is reset
+        /// </summary>
+        private Action _extraResetAction;
+
+        /// <summary>
+        /// Creates a new ResetCompositeIndicator capable of taking the output from the left and right indicators
+        /// and producing a new value via the composer delegate specified
+        /// </summary>
+        /// <param name="left">The left indicator for the 'composer'</param>
+        /// <param name="right">The right indicator for the 'composer'</param>
+        /// <param name="composer">Function used to compose the left and right indicators</param>
+        /// <param name="extraResetAction">Action to execute once the composite indicator is reset</param>
+        public ResetCompositeIndicator(IndicatorBase left, IndicatorBase right, IndicatorComposer composer, Action extraResetAction)
+            : this($"RESET_COMPOSE({left.Name},{right.Name})", left, right, composer, extraResetAction)
+        {
+        }
+
+        /// <summary>
+        /// Creates a new CompositeIndicator capable of taking the output from the left and right indicators
+        /// and producing a new value via the composer delegate specified
+        /// </summary>
+        /// <param name="name">The name of this indicator</param>
+        /// <param name="left">The left indicator for the 'composer'</param>
+        /// <param name="right">The right indicator for the 'composer'</param>
+        /// <param name="composer">Function used to compose the left and right indicators</param>
+        /// <param name="extraResetAction">Action to execute once the indicator is reset</param>
+        public ResetCompositeIndicator(string name, IndicatorBase left, IndicatorBase right, IndicatorComposer composer, Action extraResetAction)
+            : base(name, left, right, composer)
+        {
+            _extraResetAction = extraResetAction;
+        }
+
+        /// <summary>
+        /// Resets this indicator and invokes the given reset action
+        /// </summary>
+        public override void Reset()
+        {
+            base.Reset();
+            _extraResetAction.Invoke();
+        }
+    }
+}