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 NUnit.Framework;
+using QuantConnect.Indicators;
+
+namespace QuantConnect.Tests.Indicators
+{
+    /// <summary>
+    /// Test class for QuantConnect.Indicators.Identity
+    /// </summary>
+    [TestFixture]
+    public class IdentityTests
+    {
+        [Test]
+        public void TestIdentityInvariants()
+        {
+            // the invariants of the identity indicator is to be ready after
+            // a single sample has been added, and always produce the same value
+            // as the last ingested value
+
+            var identity = new Identity("test");
+            Assert.IsFalse(identity.IsReady);
+
+            const decimal value = 1m;
+            identity.Update(new IndicatorDataPoint(DateTime.UtcNow, value));
+            Assert.IsTrue(identity.IsReady);
+            Assert.AreEqual(value, identity.Current.Value);
+        }
+
+        [Test]
+        public void ResetsProperly()
+        {
+            var identity = new Identity("test");
+            Assert.IsFalse(identity.IsReady);
+            Assert.AreEqual(0m, identity.Current.Value);
+
+            foreach (var data in TestHelper.GetDataStream(2))
+            {
+                identity.Update(data);
+            }
+            Assert.IsTrue(identity.IsReady);
+            Assert.AreEqual(2, identity.Samples);
+
+            identity.Reset();
+
+            Assert.IsFalse(identity.IsReady);
+            Assert.AreEqual(0, identity.Samples);
+        }
+
+        [Test]
+        public void WarmsUpProperly() 
+        {
+            var identityIndicator = new Identity("Example");
+            var time = new DateTime(2020, 8, 1);
+            var period = ((IIndicatorWarmUpPeriodProvider)identityIndicator).WarmUpPeriod;
+
+            Assert.IsFalse(identityIndicator.IsReady);
+
+            for (var i = 0; i < period; i++)
+            {
+                identityIndicator.Update(time.AddDays(i), i);
+                Assert.AreEqual(i == period - 1, identityIndicator.IsReady);
+            }
+        }
+    }
+}