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 NUnit.Framework;
+using Python.Runtime;
+using QuantConnect.Algorithm.Framework.Alphas;
+using System;
+using System.Collections.Generic;
+
+namespace QuantConnect.Tests.Algorithm.Framework.Alphas
+{
+    [TestFixture]
+    public class RsiAlphaModelTests : CommonAlphaModelTests
+    {
+        protected override IAlphaModel CreateCSharpAlphaModel() => new RsiAlphaModel();
+
+        protected override IAlphaModel CreatePythonAlphaModel()
+        {
+            using (Py.GIL())
+            {
+                dynamic model = Py.Import("RsiAlphaModel").GetAttr("RsiAlphaModel");
+                var instance = model();
+                return new AlphaModelPythonWrapper(instance);
+            }
+        }
+
+        protected override IEnumerable<Insight> ExpectedInsights()
+        {
+            var period = TimeSpan.FromDays(14);
+            foreach (var direction in new[] { InsightDirection.Up, InsightDirection.Down })
+            {
+                yield return Insight.Price(Symbols.SPY, period, direction);
+            }
+        }
+
+        protected override string GetExpectedModelName(IAlphaModel model)
+        {
+            return $"{nameof(RsiAlphaModel)}(14,Daily)";
+        }
+    }
+}