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 QuantConnect.Logging;
+using System;
+using System.Collections;
+using System.Linq;
+
+namespace QuantConnect.Tests.Indicators
+{
+    /// <summary>
+    /// Result tested vs. Python and Excel available in http://tinyurl.com/ob5tslj
+    /// </summary>
+    [TestFixture]
+    public class MomersionTests
+    {
+        #region Array input
+
+        // Real AAPL minute data rounded to 2 decimals.
+        private readonly decimal[] _prices = {
+            125.99m, 125.91m, 125.75m, 125.62m, 125.54m, 125.45m, 125.47m,
+            125.4m , 125.43m, 125.45m, 125.42m, 125.36m, 125.23m, 125.32m,
+            125.26m, 125.31m, 125.41m, 125.5m , 125.51m, 125.41m, 125.54m,
+            125.51m, 125.61m, 125.43m, 125.42m, 125.42m, 125.46m, 125.43m,
+            125.4m , 125.35m
+        };
+
+        private readonly decimal[] _expectedMinPeriod = {
+            50.00m, 50.00m, 50.00m, 50.00m, 50.00m, 50.00m, 50.00m, 50.00m, 57.14m, 62.50m,
+            55.56m, 60.00m, 63.64m, 58.33m, 53.85m, 50.00m, 53.33m, 56.25m, 58.82m, 55.56m,
+            52.63m, 50.00m, 45.00m, 40.00m, 40.00m, 36.84m, 38.89m, 38.89m, 44.44m, 44.44m
+        };
+
+        private readonly decimal[] _expectedFullPeriod = {
+            50m, 50m   , 50m  , 50m, 50m, 50m  , 50m, 50m,
+            50m, 50m   , 50m  , 50m, 60m, 50m  , 40m, 30m,
+            40m, 50m   , 60m  , 50m, 50m, 40m  , 30m, 30m,
+            40m, 44.44m, 37.5m, 25m, 25m, 37.5m,
+        };
+
+        #endregion Array input
+
+        [TestCase(7, 20)]
+        [TestCase(null, 10)]
+        public void ComputesCorrectly(int? minPeriod, int fullPeriod)
+        {
+            var momersion = new Momersion(minPeriod, fullPeriod);
+            var expected = minPeriod.HasValue ? _expectedMinPeriod : _expectedFullPeriod;
+
+            RunTestIndicator(momersion, expected);
+        }
+
+        [TestCase(7, 20)]
+        [TestCase(null, 10)]
+        public void ResetsProperly(int? minPeriod, int fullPeriod)
+        {
+            var momersion = new Momersion(minPeriod, fullPeriod);
+            var expected = minPeriod.HasValue ? _expectedMinPeriod : _expectedFullPeriod;
+
+            RunTestIndicator(momersion, expected);
+
+            Assert.IsTrue(momersion.IsReady);
+
+            momersion.Reset();
+
+            TestHelper.AssertIndicatorIsInDefaultState(momersion);
+        }
+
+        [TestCase(7, 20)]
+        [TestCase(null, 10)]
+        public void WarmsUpProperly(int? minPeriod, int fullPeriod)
+        {
+            var momersion = new Momersion(minPeriod, fullPeriod);
+            var period = ((IIndicatorWarmUpPeriodProvider)momersion).WarmUpPeriod;
+            var dataStream = TestHelper.GetDataStream(period).ToArray();
+
+            for (var i = 0; i < period; i++)
+            {
+                momersion.Update(dataStream[i]);
+                Assert.AreEqual(i == period - 1, momersion.IsReady);
+            }
+        }
+
+        private void RunTestIndicator(Momersion momersion, IEnumerable expected)
+        {
+            var time = DateTime.Now;
+            var actual = new decimal[_prices.Length];
+
+            for (var i = 0; i < _prices.Length; i++)
+            {
+                momersion.Update(time.AddMinutes(i), _prices[i]);
+                actual[i] = Math.Round(momersion.Current.Value, 2);
+
+                Log.Trace($"Bar : {i} | {momersion}, Is ready? {momersion.IsReady}");
+            }
+            Assert.AreEqual(expected, actual);
+        }
+    }
+}