chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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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 System;
+
+namespace QuantConnect.Tests.Indicators
+{
+    /// <summary>
+    /// Result tested vs. Python available at: http://tinyurl.com/o7redso
+    /// </summary>
+    [TestFixture]
+    public class RegressionChannelTests
+    {
+        [Test]
+        public void ComputesCorrectly()
+        {
+            const int period = 20;
+            var indicator = new RegressionChannel(period, 2);
+            var stdDev = new StandardDeviation(period);
+            var time = DateTime.Now;
+
+            var prices = LeastSquaresMovingAverageTests.Prices;
+            var expected = LeastSquaresMovingAverageTests.Expected;
+
+            var actual = new decimal[prices.Length];
+
+            for (var i = 0; i < prices.Length; i++)
+            {
+                indicator.Update(time.AddMinutes(i), prices[i]);
+                stdDev.Update(time, prices[i]);
+                actual[i] = Math.Round(indicator.Current.Value, 4);
+            }
+            Assert.AreEqual(expected, actual);
+
+            var expectedUpper = indicator.Current.Value + stdDev.Current.Value * 2;
+            Assert.AreEqual(expectedUpper, indicator.UpperChannel.Current.Value);
+            var expectedLower = indicator.Current.Value - stdDev.Current.Value * 2;
+            Assert.AreEqual(expectedLower, indicator.LowerChannel.Current.Value);
+        }
+
+        [Test]
+        public void ResetsProperly()
+        {
+            const int period = 10;
+            var indicator = new RegressionChannel(period, 2);
+            var time = DateTime.Now;
+
+            for (var i = 0; i < period + 1; i++)
+            {
+                indicator.Update(time.AddMinutes(i), 1m);
+            }
+            Assert.IsTrue(indicator.IsReady, "Regression Channel ready");
+            indicator.Reset();
+            TestHelper.AssertIndicatorIsInDefaultState(indicator);
+        }
+
+        [Test]
+        public void WarmsUpProperly()
+        {
+            var indicator = new RegressionChannel(20, 2);
+            var period = ((IIndicatorWarmUpPeriodProvider)indicator).WarmUpPeriod;
+            var prices = LeastSquaresMovingAverageTests.Prices;
+            var time = DateTime.Now;
+
+            for (var i = 0; i < period; i++)
+            {
+                indicator.Update(time.AddMinutes(i), prices[i]);
+                Assert.AreEqual(i == period - 1, indicator.IsReady);
+            }
+        }
+
+        [Test]
+        public void LowerUpperChannelUpdateOnce()
+        {
+            var regressionChannel = new RegressionChannel(2, 2m);
+            var lowerChannelUpdateCount = 0;
+            var upperChannelUpdateCount = 0;
+            regressionChannel.LowerChannel.Updated += (sender, updated) =>
+            {
+                lowerChannelUpdateCount++;
+            };
+            regressionChannel.UpperChannel.Updated += (sender, updated) =>
+            {
+                upperChannelUpdateCount++;
+            };
+
+            Assert.AreEqual(0, lowerChannelUpdateCount);
+            Assert.AreEqual(0, upperChannelUpdateCount);
+            regressionChannel.Update(DateTime.Today, 1m);
+
+            Assert.AreEqual(1, lowerChannelUpdateCount);
+            Assert.AreEqual(1, upperChannelUpdateCount);
+        }
+    }
+}