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 QuantConnect.Data.Market;
+using QuantConnect.Indicators;
+
+namespace QuantConnect.Tests.Indicators
+{
+    [TestFixture]
+    public class AccumulationDistributionTests : CommonIndicatorTests<TradeBar>
+    {
+        protected override IndicatorBase<TradeBar> CreateIndicator()
+        {
+            return new AccumulationDistribution("AD");
+        }
+
+        protected override string TestFileName
+        {
+            get { return "spy_ad.txt"; }
+        }
+
+        protected override string TestColumnName
+        {
+            get { return "AD"; }
+        }
+
+        /// <summary>
+        /// The final value of this indicator is zero because it uses the Volume of the bars it receives.
+        /// Since RenkoBar's don't always have Volume, the final current value is zero. Therefore we
+        /// skip this test
+        /// </summary>
+        /// <param name="indicator"></param>
+        protected override void IndicatorValueIsNotZeroAfterReceiveRenkoBars(IndicatorBase indicator)
+        {
+        }
+    }
+}