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
+{
+    [TestFixture]
+    public class RelativeMovingAverageTests : CommonIndicatorTests<IndicatorDataPoint>
+    {
+        protected override IndicatorBase<IndicatorDataPoint> CreateIndicator()
+        {
+            return new RelativeMovingAverage(5);
+        }
+
+        protected override string TestFileName => "spy_with_rma.csv";
+
+        protected override string TestColumnName => "RMA5";
+
+        protected override Action<IndicatorBase<IndicatorDataPoint>, double> Assertion
+        {
+            get { return (indicator, expected) => Assert.AreEqual(expected, (double)indicator.Current.Value, 1e-2); }
+        }
+
+        [Test]
+        public override void ResetsProperly()
+        {
+            var rma = new RelativeMovingAverage(5);
+            foreach (var data in TestHelper.GetDataStream(5 * 3))
+            {
+                Assert.IsFalse(rma.IsReady);
+                rma.Update(data);
+            }
+            Assert.IsTrue(rma.IsReady);
+
+            rma.Reset();
+
+            TestHelper.AssertIndicatorIsInDefaultState(rma);
+            TestHelper.AssertIndicatorIsInDefaultState(rma.ShortAverage);
+            TestHelper.AssertIndicatorIsInDefaultState(rma.MediumAverage);
+            TestHelper.AssertIndicatorIsInDefaultState(rma.LongAverage);
+            rma.Update(DateTime.UtcNow, 2.0m);
+            Assert.AreEqual(rma.Current.Value, 2.0m);
+        }
+    }
+}