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.Indicators;
+using System;
+
+namespace QuantConnect.Tests.Indicators;
+
+[TestFixture]
+public class DerivativeOscillatorIndicatorTests : CommonIndicatorTests<IndicatorDataPoint>
+{
+    protected override IndicatorBase<IndicatorDataPoint> CreateIndicator()
+    {
+        return new DerivativeOscillator("D014", 14, 5, 3, 9);
+    }
+
+    protected override string TestFileName => "spy_do.csv";
+
+    protected override string TestColumnName => "DO";
+
+    [Test]
+    public override void ResetsProperly()
+    {
+        var derivativeOscillator = new DerivativeOscillator("D014", 14, 5, 3, 9);
+        var period = derivativeOscillator.WarmUpPeriod;
+
+        // Generate a stream of random data and calculate the derivative oscillator
+        var seed = 14;
+        Random rand = new Random(seed);
+        var reference = DateTime.Today;
+        for(int i = 0; i < period; i++) 
+        {
+            var data = new IndicatorDataPoint(reference.AddSeconds(i), rand.Next());
+            derivativeOscillator.Update(data);
+        }
+
+        var expected = derivativeOscillator.Current.Value;
+        
+        Assert.IsTrue(derivativeOscillator.IsReady);
+        Assert.AreNotEqual(0m, derivativeOscillator.Current.Value);
+        Assert.AreNotEqual(0, derivativeOscillator.Samples);
+
+        // Now do some partial updates
+        for(int i = 0; i < 5; i++)
+        {
+            var data = new IndicatorDataPoint(reference.AddSeconds(i), rand.Next());
+            derivativeOscillator.Update(data);
+        }
+        
+        // Check if reset functionality works
+        derivativeOscillator.Reset();
+        TestHelper.AssertIndicatorIsInDefaultState(derivativeOscillator);
+
+        // Update using the exact same random data stream again to verify if internals were reset properly
+        // But now insert data until it is ready.
+        rand = new Random(seed);
+        reference = DateTime.Today;
+        int j = 0;
+        while (!derivativeOscillator.IsReady)
+        {
+            var data = new IndicatorDataPoint(reference.AddSeconds(j), rand.Next());
+            derivativeOscillator.Update(data);
+            j++;
+        }
+
+        Assert.IsTrue(derivativeOscillator.IsReady);
+        Assert.AreNotEqual(0m, derivativeOscillator.Current.Value);
+        Assert.AreNotEqual(0, derivativeOscillator.Samples);
+
+        // If they are not equal, the internal indicators were not reset properly
+        Assert.AreEqual(expected, derivativeOscillator.Current.Value);
+    }
+
+    [Test]
+    public void ComparesWithExternalData()
+    {
+        TestHelper.TestIndicator(
+            CreateIndicator(),
+            TestFileName,
+            TestColumnName,
+            (ind, expected) => Assert.AreEqual(expected, (double)((DerivativeOscillator)ind).Current.Value, 1e-9)
+        );
+    }
+}