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 +1,121 @@
+/*
+ * 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.Globalization;
+using System.IO;
+using NUnit.Framework;
+using Python.Runtime;
+using QuantConnect.Data;
+using QuantConnect.Indicators;
+
+namespace QuantConnect.Tests.Indicators
+{
+    [TestFixture]
+    public class PythonIndicatorNoinheritanceSnakeCaseTests : PythonIndicatorNoinheritanceTests
+    {
+        protected override bool SnakeCase => true;
+    }
+
+    [TestFixture]
+    public class PythonIndicatorNoinheritanceTests : PythonIndicatorTests
+    {
+        protected override bool SnakeCase => false;
+
+        /// <summary>
+        /// In this Custom Indicator, Update returns a boolean
+        /// </summary>
+        protected override IndicatorBase<IBaseData> CreateIndicator()
+        {
+            using (Py.GIL())
+            {
+                var module = PyModule.FromString(
+                    Guid.NewGuid().ToString(),
+                    $@"
+from collections import deque
+from datetime import datetime, timedelta
+from numpy import sum
+
+class CustomSimpleMovingAverage():
+    def __init__(self, name, period):
+        self.{(SnakeCase ? "name" : "Name")}= name
+        self.{(SnakeCase ? "value" : "Value")} = 0
+        self.{(SnakeCase ? "is_ready" : "IsReady")} = False
+        self.queue = deque(maxlen=period)
+
+    # Update method is mandatory
+    def {(SnakeCase ? "update" : "Update")}(self, input):
+        self.queue.appendleft(input.{(SnakeCase ? "value" : "Value")})
+        count = len(self.queue)
+        self.{(SnakeCase ? "value" : "Value")} = sum(self.queue) / count
+        self.{(SnakeCase ? "is_ready" : "IsReady")} = count == self.queue.maxlen
+        return self.{(SnakeCase ? "is_ready" : "IsReady")}
+"
+                );
+                var indicator = module.GetAttr("CustomSimpleMovingAverage")
+                    .Invoke("custom".ToPython(), 14.ToPython());
+
+                return new PythonIndicator(indicator);
+            }
+        }
+
+        protected override void RunTestIndicator(IndicatorBase<IBaseData> indicator)
+        {
+            var first = true;
+            var closeIndex = -1;
+            var targetIndex = -1;
+            foreach (var line in File.ReadLines(Path.Combine("TestData", TestFileName)))
+            {
+                var parts = line.Split(new[] { ',' }, StringSplitOptions.None);
+
+                if (first)
+                {
+                    first = false;
+                    for (var i = 0; i < parts.Length; i++)
+                    {
+                        if (parts[i].Trim() == "Close")
+                        {
+                            closeIndex = i;
+                        }
+                        if (parts[i].Trim() == TestColumnName)
+                        {
+                            targetIndex = i;
+                        }
+                    }
+                    if (closeIndex * targetIndex < 0)
+                    {
+                        Assert.Fail($"Didn't find one of 'Close' or '{TestColumnName}' in the header: {line}");
+                    }
+
+                    continue;
+                }
+
+                var close = decimal.Parse(parts[closeIndex], CultureInfo.InvariantCulture);
+                var date = Time.ParseDate(parts[0]);
+
+                var data = new IndicatorDataPoint(date, close);
+                indicator.Update(data);
+
+                if (!indicator.IsReady || string.IsNullOrEmpty(parts[targetIndex].Trim()))
+                {
+                    continue;
+                }
+
+                var expected = double.Parse(parts[targetIndex], CultureInfo.InvariantCulture);
+                Assertion.Invoke(indicator, expected);
+            }
+        }
+    }
+}