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 RelativeStrengthIndexTests : CommonIndicatorTests<IndicatorDataPoint>
+    {
+        protected override IndicatorBase<IndicatorDataPoint> CreateIndicator()
+        {
+            return new RelativeStrengthIndex(14);
+        }
+
+        protected override string TestFileName => "spy_with_indicators.txt";
+
+        protected override string TestColumnName => "RSI 14 Wilder";
+
+        [Test]
+        public void ComparesAgainstExternalDataSma()
+        {
+            var rsiSimple = new RelativeStrengthIndex("rsi", 14, MovingAverageType.Simple);
+            TestHelper.TestIndicator(rsiSimple, "RSI 14");
+        }
+
+        [Test]
+        public override void ResetsProperly()
+        {
+            var rsi = new RelativeStrengthIndex(2);
+            rsi.Update(DateTime.Today, 1m);
+            rsi.Update(DateTime.Today.AddSeconds(1), 2m);
+            Assert.IsFalse(rsi.IsReady);
+
+            rsi.Reset();
+            TestHelper.AssertIndicatorIsInDefaultState(rsi);
+            TestHelper.AssertIndicatorIsInDefaultState(rsi.AverageGain);
+            TestHelper.AssertIndicatorIsInDefaultState(rsi.AverageLoss);
+        }
+
+        [Test]
+        public void DoesNotThrowDivisionByZero()
+        {
+            var rsi = new RelativeStrengthIndex(14, MovingAverageType.DoubleExponential);
+
+            rsi.Update(DateTime.UtcNow, 101m);
+            rsi.Update(DateTime.UtcNow, 103m);
+
+            for (var i = 0; i < 500; i++)
+            {
+                rsi.Update(DateTime.UtcNow, 102m);
+
+                // validate the expected range
+                Assert.That(rsi >= 0 && rsi <= 100);
+            }
+        }
+    }
+}