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>
+    /// Represents an indicator that is a ready after ingesting enough samples (# samples > period) 
+    /// and always returns the same value as it is given.
+    /// </summary>
+    public class WindowIdentity : WindowIndicator<IndicatorDataPoint>
+    {
+        /// <summary>
+        /// Initializes a new instance of the WindowIdentity class with the specified name and period
+        /// </summary>
+        /// <param name="name">The name of this indicator</param>
+        /// <param name="period">The period of the WindowIdentity</param>
+        public WindowIdentity(string name, int period)
+            : base(name, period)
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the WindowIdentity class with the default name and period
+        /// </summary>
+        /// <param name="period">The period of the WindowIdentity</param>
+        public WindowIdentity(int period)
+            : this("WIN-ID" + period, period)
+        {
+        }
+
+        /// <summary>
+        /// Gets a flag indicating when this indicator is ready and fully initialized
+        /// </summary>
+        public override bool IsReady
+        {
+            get { return Samples >= Period; }
+        }
+
+        /// <summary>
+        /// Computes the next value for this indicator from the given state.
+        /// </summary>
+        /// <param name="window">The window of data held in this indicator</param>
+        /// <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(IReadOnlyWindow<IndicatorDataPoint> window, IndicatorDataPoint input)
+        {
+            return input.Value;
+        }
+    }
+}