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.Data.Market;
+using QuantConnect.Indicators;
+
+namespace QuantConnect.Tests.Indicators
+{
+    [TestFixture]
+    public class TimeProfileTests : CommonIndicatorTests<TradeBar>
+    {
+        protected override string TestFileName => "tp_datatest.csv";
+
+        protected override string TestColumnName => "POCPrice";
+
+        protected override IndicatorBase<TradeBar> CreateIndicator()
+        {
+            RenkoBarSize = 1m;
+            return new TimeProfile(3);
+        }
+        protected override Action<IndicatorBase<TradeBar>, double> Assertion
+        {
+            get { return (indicator, expected) => Assert.AreEqual(expected, (double)indicator.Current.Value, 0.01); }
+        }
+
+        [Test]
+        public void ComparesWithExternalDataPOCVolume()
+        {
+            TestHelper.TestIndicator(
+                CreateIndicator(),
+                TestFileName,
+                "POCVolume",
+                (ind, expected) => Assert.AreEqual(expected, (double)((TimeProfile)ind).POCVolume)
+                );
+        }
+
+        [Test]
+        public void ComparesWithExternalDataProfileHigh()
+        {
+            TestHelper.TestIndicator(
+                CreateIndicator(),
+                TestFileName,
+                "PH",
+                (ind, expected) => Assert.AreEqual(expected, (double)((TimeProfile)ind).ProfileHigh)
+                );
+        }
+
+        [Test]
+        public void ComparesWithExternalDataProfileLow()
+        {
+            TestHelper.TestIndicator(
+                CreateIndicator(),
+                TestFileName,
+                "PL",
+                (ind, expected) => Assert.AreEqual(expected, (double)((TimeProfile)ind).ProfileLow)
+                );
+        }
+
+        [Test]
+        public void ComparesWithExternalDataValueArea()
+        {
+            TestHelper.TestIndicator(
+                CreateIndicator(),
+                TestFileName,
+                "VA",
+                (ind, expected) => Assert.AreEqual(expected, (double)((TimeProfile)ind).ValueAreaVolume,0.01)
+                );
+        }
+
+        [Test]
+        public void ComparesWithExternalDataVAH()
+        {
+            TestHelper.TestIndicator(
+                CreateIndicator(),
+                TestFileName,
+                "VAH",
+                (ind, expected) => Assert.AreEqual(expected, (double)((TimeProfile)ind).ValueAreaHigh)
+                );
+        }
+
+        [Test]
+        public void ComparesWithExternalDataVAL()
+        {
+            TestHelper.TestIndicator(
+                CreateIndicator(),
+                TestFileName,
+                "VAL",
+                (ind, expected) => Assert.AreEqual(expected, (double)((TimeProfile)ind).ValueAreaLow)
+                );
+        }
+
+        [Test]
+        public override void ResetsProperly()
+        {
+            var tp = (TimeProfile)CreateIndicator();
+            var reference = new System.DateTime(2020, 8, 1);
+            Assert.IsFalse(tp.IsReady);
+            for (int i = 0; i < 3; i++)
+            {
+                tp.Update(new TradeBar() { Symbol = Symbols.IBM, Close = 1, Volume = 1, Time = reference.AddDays(1 + i) });
+            }
+            Assert.IsTrue(tp.IsReady);
+            tp.Reset();
+
+            TestHelper.AssertIndicatorIsInDefaultState(tp);
+            tp.Update(new TradeBar() { Symbol = Symbols.IBM, Close = 1, Volume = 1, Time = reference.AddDays(1) });
+            Assert.AreEqual(tp.Current.Value, 1m);
+        }
+
+        [Test]
+        public override void WarmsUpProperly()
+        {
+            var tp = new TimeProfile(20);
+            var reference = new DateTime(2000, 1, 1);
+            var period = ((IIndicatorWarmUpPeriodProvider)tp).WarmUpPeriod;
+
+            // Check TimeProfile indicator assigns properly a WarmUpPeriod
+            Assert.AreEqual(20, period);
+            for (var i = 0; i < period; i++)
+            {
+                tp.Update(new TradeBar() { Symbol = Symbols.AAPL, Low = 1, High = 2, Volume = 100, Time = reference.AddDays(1 + i) });
+                Assert.AreEqual(i == period - 1, tp.IsReady);
+            }
+        }
+    }
+}
+
+