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 +1,60 @@
+/*
+ * 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;
+using NUnit.Framework;
+using QuantConnect.Indicators;
+
+namespace QuantConnect.Tests.Indicators
+{
+    [TestFixture]
+    public class ConnorsRelativeStrengthIndexTests : CommonIndicatorTests<IndicatorDataPoint>
+    {
+        protected override IndicatorBase<IndicatorDataPoint> CreateIndicator()
+        {
+            return new ConnorsRelativeStrengthIndex(3, 2, 100);
+        }
+        protected override string TestFileName => "spy_crsi.csv";
+
+        protected override string TestColumnName => "crsi";
+
+        [Test]
+        public void DoesNotThrowDivisionByZero()
+        {
+            var crsi = new ConnorsRelativeStrengthIndex(2, 2, 2);
+            for (var i = 0; i < 10; i++)
+            {
+                Assert.DoesNotThrow(() => crsi.Update(DateTime.UtcNow, 0m));
+            }
+        }
+
+        [Test]
+        public void IsReadyAfterPeriodUpdates()
+        {
+            var rsiPeriod = 2;
+            var rsiPeriodStreak = 3;
+            var lookBackPeriod = 4;
+            var crsi = new ConnorsRelativeStrengthIndex(rsiPeriod, rsiPeriodStreak, lookBackPeriod);
+            int minInputValues = Math.Max(rsiPeriod, Math.Max(rsiPeriodStreak, lookBackPeriod));
+            for (int i = 0; i < minInputValues; i++)
+            {
+                Assert.IsFalse(crsi.IsReady);
+                crsi.Update(DateTime.Now, i + 1);
+            }
+            Assert.IsTrue(crsi.IsReady);
+        }
+
+    }
+}