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.Data.Market;
+using QuantConnect.Indicators;
+
+namespace QuantConnect.Tests.Indicators
+{
+    [TestFixture]
+    public class RelativeVigorIndexTests : CommonIndicatorTests<IBaseDataBar>
+    {
+        protected override IndicatorBase<IBaseDataBar> CreateIndicator()
+        {
+            RenkoBarSize = 1m;
+            VolumeRenkoBarSize = 10000000m;
+            return new RelativeVigorIndex("RVI", 10);
+        }
+
+        protected override string TestFileName => "spy_rvi.txt";
+        protected override string TestColumnName => "RVI";
+
+        [Test]
+        public void ComparesWithExternalDataRviSignal()
+        {
+            var rvi = CreateIndicator();
+            TestHelper.TestIndicator(rvi, TestFileName, "RVI_S",
+                (ind, expected) => Assert.AreEqual(expected,
+                    (double)((RelativeVigorIndex)ind).Signal.Current.Value, 0.06));
+        }
+
+        [Test]
+        public void TestDivByZero() // Should give 0 (default) to avoid div by zero errors.
+        {
+            var rvi = CreateIndicator();
+            for (int i = 0; i < 13; i++)
+            {
+                var tradeBar = new TradeBar
+                {
+                    Open = 0m,
+                    Close = 0m,
+                    High = 0m,
+                    Low = 0m,
+                    Volume = 1
+                };
+                rvi.Update(tradeBar);
+            }
+            Assert.AreEqual(rvi.Current.Value, 0m);
+            Assert.AreEqual(((RelativeVigorIndex)rvi).Signal.Current.Value, 0m);
+        }
+
+        [Test]
+        public void SignalUpdatesOnFlatMarket()
+        {
+            var rvi = new RelativeVigorIndex("RVI", 10);
+            var referenceTime = System.DateTime.Today;
+
+            for (int i = 0; i < 30; i++)
+            {
+                rvi.Update(new TradeBar
+                {
+                    Time = referenceTime.AddMinutes(i),
+                    Open = 105m,
+                    High = 105m,
+                    Low = 105m,
+                    Close = 105m,
+                    Volume = 1000
+                });
+            }
+
+            var signalSamples = rvi.Signal.Samples;
+            Assert.AreEqual(18, signalSamples);
+        }
+    }
+}