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 System;
+using System.Linq;
+using NUnit.Framework;
+using QuantConnect.Indicators;
+
+namespace QuantConnect.Tests.Indicators
+{
+    [TestFixture, Parallelizable(ParallelScope.Fixtures)]
+    public class ExponentialMovingAverageTests : CommonIndicatorTests<IndicatorDataPoint>
+    {
+        protected override IndicatorBase<IndicatorDataPoint> CreateIndicator()
+        {
+             return new ExponentialMovingAverage(14);
+        }
+
+        protected override string TestFileName => "spy_ema.csv";
+
+        protected override string TestColumnName => "EMA14";
+
+        [Test]
+        public void EmaComputesCorrectly()
+        {
+            const int period = 4;
+            decimal[] values = { 1m, 10m, 100m, 1000m, 2000m, 3000m, 4000m, 5000m, 6000m, 7000m, 8000m, 9000m, 10000m };
+            const decimal expFactor = 2m/(1m + period);
+
+            var ema4 = new ExponentialMovingAverage(period);
+
+            decimal expectedCurrent = 0m;
+            for (int i = 0; i < values.Length; i++)
+            {
+                ema4.Update(new IndicatorDataPoint(DateTime.UtcNow.AddSeconds(i), values[i]));
+                if (i == period - 1)
+                {
+                    // The indicator is ready after the first full period, the first value should be a SMA of the first period
+                    expectedCurrent = values.Take(period).Sum() / period;
+                }
+                if (i >= period)
+                {
+                    expectedCurrent = values[i] * expFactor + (1 - expFactor) * expectedCurrent;
+                }
+                Assert.AreEqual(expectedCurrent, ema4.Current.Value, $"Index: {i}");
+            }
+        }
+
+        [Test]
+        public override void ResetsProperly()
+        {
+            // ema reset is just setting the value and samples back to 0
+            var ema = new ExponentialMovingAverage(3);
+
+            foreach (var data in TestHelper.GetDataStream(5))
+            {
+                ema.Update(data);
+            }
+            Assert.IsTrue(ema.IsReady);
+            Assert.AreNotEqual(0m, ema.Current.Value);
+            Assert.AreNotEqual(0, ema.Samples);
+
+            ema.Reset();
+
+            TestHelper.AssertIndicatorIsInDefaultState(ema);
+        }
+    }
+}