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
@@ -0,0 +1,89 @@
+/*
+ * 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>
+    /// This indicator computes the Triangular Moving Average (TRIMA). 
+    /// The Triangular Moving Average is calculated with the following formula:
+    /// (1) When the period is even, TRIMA(x,period)=SMA(SMA(x,period/2),(period/2)+1)
+    /// (2) When the period is odd,  TRIMA(x,period)=SMA(SMA(x,(period+1)/2),(period+1)/2)
+    /// </summary>
+    public class TriangularMovingAverage : Indicator, IIndicatorWarmUpPeriodProvider
+    {
+        private readonly int _period;
+        private readonly SimpleMovingAverage _sma1;
+        private readonly SimpleMovingAverage _sma2;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="TriangularMovingAverage"/> class using the specified name and period.
+        /// </summary> 
+        /// <param name="name">The name of this indicator</param>
+        /// <param name="period">The period of the indicator</param>
+        public TriangularMovingAverage(string name, int period)
+            : base(name)
+        {
+            _period = period;
+
+            var periodSma1 = period % 2 == 0 ? period / 2 : (period + 1) / 2;
+            var periodSma2 = period % 2 == 0 ? period / 2 + 1 : (period + 1) / 2;
+
+            _sma1 = new SimpleMovingAverage(name + "_1", periodSma1);
+            _sma2 = new SimpleMovingAverage(name + "_2", periodSma2);
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="TriangularMovingAverage"/> class using the specified period.
+        /// </summary> 
+        /// <param name="period">The period of the indicator</param>
+        public TriangularMovingAverage(int period)
+            : this($"TRIMA({period})", period)
+        {
+        }
+
+        /// <summary>
+        /// Gets a flag indicating when this indicator is ready and fully initialized
+        /// </summary>
+        public override bool IsReady => Samples >= _period;
+
+        /// <summary>
+        /// Required period, in data points, for the indicator to be ready and fully initialized.
+        /// </summary>
+        public int WarmUpPeriod => _period;
+
+        /// <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)
+        {
+            _sma1.Update(input);
+            _sma2.Update(_sma1.Current);
+
+            return _sma2.Current.Value;
+        }
+
+        /// <summary>
+        /// Resets this indicator to its initial state
+        /// </summary>
+        public override void Reset()
+        {
+            _sma1.Reset();
+            _sma2.Reset();
+            base.Reset();
+        }
+    }
+}