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 +1,90 @@
+/*
+ * 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 MinimumTests : CommonIndicatorTests<IndicatorDataPoint>
+    {
+        protected override IndicatorBase<IndicatorDataPoint> CreateIndicator()
+        {
+            return new Minimum(5);
+        }
+
+        protected override string TestFileName
+        {
+            get { return "spy_min.txt"; }
+        }
+
+        protected override string TestColumnName
+        {
+            get { return "MIN_5"; }
+        }
+
+        [Test]
+        public void ComputesCorrectly()
+        {
+            var min = new Minimum(3);
+
+            var reference = DateTime.UtcNow;
+
+            min.Update(reference, 1m);
+            Assert.AreEqual(1m, min.Current.Value);
+            Assert.AreEqual(0, min.PeriodsSinceMinimum);
+
+            min.Update(reference.AddDays(1), 2m);
+            Assert.AreEqual(1m, min.Current.Value);
+            Assert.AreEqual(1, min.PeriodsSinceMinimum);
+
+            min.Update(reference.AddDays(2), -1m);
+            Assert.AreEqual(-1m, min.Current.Value);
+            Assert.AreEqual(0, min.PeriodsSinceMinimum);
+
+            min.Update(reference.AddDays(3), 2m);
+            Assert.AreEqual(-1m, min.Current.Value);
+            Assert.AreEqual(1, min.PeriodsSinceMinimum);
+
+            min.Update(reference.AddDays(4), 0m);
+            Assert.AreEqual(-1m, min.Current.Value);
+            Assert.AreEqual(2, min.PeriodsSinceMinimum);
+
+            min.Update(reference.AddDays(5), 3m);
+            Assert.AreEqual(0m, min.Current.Value);
+            Assert.AreEqual(1, min.PeriodsSinceMinimum);
+
+            min.Update(reference.AddDays(6), 2m);
+            Assert.AreEqual(0m, min.Current.Value);
+            Assert.AreEqual(2, min.PeriodsSinceMinimum);
+        }
+
+        [Test]
+        public void ResetsProperlyMinimum()
+        {
+            var min = new Minimum(3);
+            min.Update(DateTime.Today, 1m);
+            min.Update(DateTime.Today.AddSeconds(1), 2m);
+            min.Update(DateTime.Today.AddSeconds(2), 1m);
+            Assert.IsTrue(min.IsReady);
+
+            min.Reset();
+            Assert.AreEqual(0, min.PeriodsSinceMinimum);
+            TestHelper.AssertIndicatorIsInDefaultState(min);
+        }
+    }
+}