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 System.Collections.Generic;
+using System.Linq;
+using NUnit.Framework;
+using QuantConnect.Indicators;
+
+namespace QuantConnect.Tests.Indicators
+{
+    [TestFixture]
+    public class SimpleMovingAverageTests : CommonIndicatorTests<IndicatorDataPoint>
+    {
+        protected override IndicatorBase<IndicatorDataPoint> CreateIndicator()
+        {
+            return new SimpleMovingAverage(14);
+        }
+
+        protected override string TestFileName => "spy_with_indicators.txt";
+
+        protected override string TestColumnName => "SMA14";
+
+        protected override Action<IndicatorBase<IndicatorDataPoint>, double> Assertion
+        {
+            get { return (indicator, expected) => Assert.AreEqual(expected, (double)indicator.Current.Value, 1e-2); }
+        }
+
+        [Test]
+        public void SmaComputesCorrectly()
+        {
+            var sma = new SimpleMovingAverage(4);
+            var data = new[] {1m, 10m, 100m, 1000m, 10000m, 1234m, 56789m};
+
+            var seen = new List<decimal>();
+            for (int i = 0; i < data.Length; i++)
+            {
+                var datum = data[i];
+                seen.Add(datum);
+                sma.Update(new IndicatorDataPoint(DateTime.Now.AddSeconds(i), datum));
+                Assert.AreEqual(Enumerable.Reverse(seen).Take(sma.Period).Average(), sma.Current.Value);
+            }
+        }
+
+        [Test]
+        public void IsReadyAfterPeriodUpdates()
+        {
+            var sma = new SimpleMovingAverage(3);
+
+            sma.Update(DateTime.UtcNow, 1m);
+            sma.Update(DateTime.UtcNow, 1m);
+            Assert.IsFalse(sma.IsReady);
+            sma.Update(DateTime.UtcNow, 1m);
+            Assert.IsTrue(sma.IsReady);
+        }
+
+        [Test]
+        public override void ResetsProperly()
+        {
+            var sma = new SimpleMovingAverage(3);
+
+            foreach (var data in TestHelper.GetDataStream(4))
+            {
+                sma.Update(data);
+            }
+            Assert.IsTrue(sma.IsReady);
+            
+            sma.Reset();
+
+            TestHelper.AssertIndicatorIsInDefaultState(sma);
+            TestHelper.AssertIndicatorIsInDefaultState(sma.RollingSum);
+            sma.Update(DateTime.UtcNow, 2.0m);
+            Assert.AreEqual(sma.Current.Value, 2.0m);
+        }
+    }
+}