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 +1,82 @@
+/*
+ * 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 HilbertTransformTests : CommonIndicatorTests<IndicatorDataPoint>
+{
+    protected override IndicatorBase<IndicatorDataPoint> CreateIndicator()
+    {
+        return new HilbertTransform();
+    }
+
+    protected override string TestFileName => "spy_with_hilbert.csv";
+
+    protected override string TestColumnName => "Close";
+
+    [Test]
+    public void ComparesAgainstExternalDataInPhase()
+    {
+        var hilbertTransform = new HilbertTransform();
+        TestHelper.TestIndicator(
+            hilbertTransform,
+            TestFileName,
+            "InPhase",
+            (_, expected) =>
+                Assert.AreEqual(expected, (double)hilbertTransform.InPhase.Current.Value, 1e-3));
+    }
+
+    [Test]
+    public void ComparesAgainstExternalDataQuadrature()
+    {
+        var hilbertTransform = new HilbertTransform();
+        TestHelper.TestIndicator(
+            hilbertTransform,
+            TestFileName,
+            "Quadrature",
+            (actual, expected) =>
+                Assert.AreEqual(expected, (double)hilbertTransform.Quadrature.Current.Value, 1e-3));
+    }
+
+    [Test]
+    public override void ResetsProperly()
+    {
+        var hti = new HilbertTransform(length: 2);
+        TestHelper.AssertIndicatorIsInDefaultState(hti);
+        TestHelper.AssertIndicatorIsInDefaultState(hti.Quadrature);
+        TestHelper.AssertIndicatorIsInDefaultState(hti.InPhase);
+
+        hti.Update(DateTime.Today, 1m);
+        hti.Update(DateTime.Today.AddSeconds(1), 2m);
+        hti.Update(DateTime.Today.AddSeconds(2), 3m);
+        hti.Update(DateTime.Today.AddSeconds(3), 1m);
+        hti.Update(DateTime.Today.AddSeconds(4), 2m);
+        hti.Update(DateTime.Today.AddSeconds(5), 3m);
+        hti.Update(DateTime.Today.AddSeconds(6), 1m);
+        hti.Update(DateTime.Today.AddSeconds(7), 2m);
+        hti.Update(DateTime.Today.AddSeconds(8), 3m);
+        Assert.IsTrue(hti.IsReady);
+
+        hti.Reset();
+        TestHelper.AssertIndicatorIsInDefaultState(hti);
+        TestHelper.AssertIndicatorIsInDefaultState(hti.Quadrature);
+        TestHelper.AssertIndicatorIsInDefaultState(hti.InPhase);
+    }
+}