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
@@ -0,0 +1,81 @@
+/*
+ * 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 TimeSeriesForecastTests : CommonIndicatorTests<IndicatorDataPoint>
+    {
+        protected override IndicatorBase<IndicatorDataPoint> CreateIndicator()
+        {
+            var tsf = new TimeSeriesForecast(5);
+            
+            return tsf;
+        }
+
+        protected override string TestFileName => "spy_tsf.csv";
+        protected override string TestColumnName => "tsf";
+        
+        [Test]
+        public void ComputesCorrectly()
+        {
+            var tsf = CreateIndicator();
+            const int period = 5;
+            
+            // Data source: https://tulipindicators.org/tsf
+            var data = new[] {81.59m, 81.06m, 82.87m, 83.00m, 83.61m, 83.15m, 82.84m, 83.99m, 84.55m, 84.36m, 85.53m, 86.54m, 86.89m, 87.77m, 87.29m};
+            var output = new [] {0m, 0m, 0m, 0m, 84.22m, 84.21m, 83.12m, 83.68m, 84.44m, 85.02m, 85.98m, 86.82m, 87.63m, 88.67m, 88.23m};
+
+            var reference = DateTime.MinValue;
+
+            for (var i = 0; i < output.Length; i++)
+            {
+                tsf.Update(reference.AddDays(i + 1), data[i]);
+                if (i >= period)
+                {
+                    Assert.AreEqual(output[i], decimal.Round(tsf.Current.Value, 2));
+                }
+            }
+        }
+
+        [Test]
+        public override void ResetsProperly()
+        {
+            const int period = 3;
+            var tsf = new TimeSeriesForecast(period);
+            var reference = DateTime.MinValue;
+
+            tsf.Update(reference, 1m);
+            tsf.Update(reference.AddDays(1), 1m);
+            tsf.Update(reference.AddDays(2), 1m);
+            Assert.IsTrue(tsf.IsReady);
+            
+            tsf.Reset();
+            Assert.IsFalse(tsf.IsReady);
+            TestHelper.AssertIndicatorIsInDefaultState(tsf);
+        }
+
+        [Test]
+        public void CorrectPeriodSize()
+        {
+            Assert.Throws<ArgumentException>(() => new TimeSeriesForecast(1));
+            Assert.DoesNotThrow(() => new TimeSeriesForecast(2));
+        }
+    }
+}